Let X be a random variable such that E (X b) 2 exists for all real b Show that E (X b) 2 is a minimum when b E(X) ...

We are given that EXb2 exists for all real b We want to show that this qu ...

Let X be a random variable such that E[(X b) 2 ] exists for all real b.

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Let X be a random variable such that E[(X −b)²] exists for all real b. Show that E[(X − b)²] is a minimum when b = E(X).

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Introduction To Mathematical Statistics

ISBN: 9780321794710

7th Edition

Authors: Robert V., Joseph W. McKean, Allen T. Craig

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Question Posted: Oct 13, 2022 02:25 AM

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Let X be a random variable such that E[(X b) 2 ] exists for all real b.

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Introduction To Mathematical Statistics

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