Question: Define a conditional median of Y given X = x to be any median of the conditional distribution of Y given X = x. Suppose
Define a conditional median of Y given X = x to be any median of the conditional distribution of Y given X = x. Suppose that we will get to observe X and then we will need to predict Y. Suppose that we wish to choose our prediction d(X) so as to minimize mean absolute error, E(|Y − d(X)|). Prove that d(x) should be chosen to be a conditional median of Y given X = x. You can modify the proof of Theorem 4.7.3 to handle this case.
Step by Step Solution
3.39 Rating (177 Votes )
There are 3 Steps involved in it
Rather than repeat the entire proof of Theorem 473 with the necessary changes we shall mere... View full answer
Get step-by-step solutions from verified subject matter experts
Document Format (1 attachment)
602-M-S-C-R-V (1516).docx
120 KBs Word File
