Revision as of 21:37, 14 June 2024 by Admin
BBy Bot
Jun 09'24
Exercise
Let [math]X[/math] be a random variable with density function [math]f_X[/math]. Show, using elementary calculus, that the function
[[math]]
\phi(a) = E((X - a)^2)
[[/math]]
takes its minimum value when [math]a = \mu(X)[/math], and in that case [math]\phi(a) = \sigma^2(X)[/math].