Let X be a random variable and a real number. Show that E(X - a)² = varX + (µ − a)² Hereμ = EX is the expected value of the random variable X and varX = E(X - μ)^2 is the variance of the random variable X. Guidance: start from the representation - (X-a)^2 = (X µ + μ- a)^2 and group the right side of the representation appropriately into the form (Z + b)^2, where Z is some random variable and b is a real number and open the square. The task should be solved with the help of the expected value calculation rules.

MATLAB: An Introduction with Applications
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Let X be a random variable and a real number. Show that
E(X - a)² = varX + (µ − a)²
Hereμ = EX is the expected value of the random variable X and varX = E(X - μ)^2 is the
variance of the random variable X. Guidance: start from the representation
-
(X-a)^2 = (X µ + μ- a)^2 and group the right side of the representation appropriately
into the form (Z + b)^2, where Z is some random variable and b is a real number and
open the square. The task should be solved with the help of the expected value calculation
rules.
Transcribed Image Text:Let X be a random variable and a real number. Show that E(X - a)² = varX + (µ − a)² Hereμ = EX is the expected value of the random variable X and varX = E(X - μ)^2 is the variance of the random variable X. Guidance: start from the representation - (X-a)^2 = (X µ + μ- a)^2 and group the right side of the representation appropriately into the form (Z + b)^2, where Z is some random variable and b is a real number and open the square. The task should be solved with the help of the expected value calculation rules.
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