Question: Let X, Y, Z be random variables with finite second moments and suppose that X is to be estimated. For each of the following, if

Let X, Y, Z be random variables with finite second moments

Let X, Y, Z be random variables with finite second moments and suppose that X is to be estimated. For each of the following, if true, give a brief explanation. If false, give a counter example. Note that the notation E[X|Y] refers to the Linear Least Mean Square estimator, as opposed to E[X|Y], which is the conditional mean. (a) E[(X - E[X|Y]) 3 ]

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