Question: 19. Let X be a random variable. Prove that Var(X) = mint E (X t)2 . Hint: Let = E(X) and

19. Let X be a random variable. Prove that Var(X) = mint E



(X − t)2



.

Hint: Let μ = E(X) and look at the expansion of E



(X − t)2

= E



(X − μ + μ − t)2

.

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