Let (Ω, F, P) be a probability space, G be a sub-sigma-field of F. Supoose X is a random variable such that E(X2) is finite and g is a G-measurable function with finite second moment.show E[(X – g)²] > E[(X – E[X|G])²

This question is about proving that the expected value of the squared difference between a random…

Answered: E[(X – g)²] > E[(X – E[X|G])²

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E[(X – g)²] > E[(X – E[X|G])²

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Question

Let (Ω, F, P) be a probability space, G be a sub-sigma-field of F. Supoose X is a random variable such that E(X²) is finite and g is a G-measurable function with finite second moment.

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Expression, rule, or law that gives the relationship between an independent variable and dependent variable. Some important types of functions are injective function, surjective function, polynomial function, and inverse function.

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