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Construct random variables X, Y E L² on a common probability s ping p : R R such that E(|X – poY) < E(|X – E(X |Y)]).

Construct random variables X, Y E L² on a common probability s ping p : R R such that E(|X – poY) < E(|X – E(X |Y)]).

Advanced Engineering Mathematics
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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Construct random variables X, Y E L? on a common probability space and a measurable mapping p: R R such that E(|X – po Y|) < E(|X – E(X | Y)|).
Transcribed Image Text:Construct random variables X, Y E L? on a common probability space and a measurable mapping p: R R such that E(|X – po Y|) < E(|X – E(X | Y)|).
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