Question: Let X be a random variable with finite mean . Define for every real number a, g(a)= E [(X a)2]. Show That g (a)= E[(X

Let X be a random variable with finite mean μ. Define for every real number a, g(a)= E [(X −a)2]. Show That
g (a)= E[(X −μ)2]+(μ−a)2.
What is another name for min g(a)?

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