Exercise 4.3.9 from the book. Let X be continuous with finite variance. Show that g(a) = E((X a)2) is a minimum when a — E(X).

Exercise 4.3.9 from the book. Let X be continuous with finite variance. Show that g(a) = E((X a)2) is a minimum when a — E(X).
May 26, 2022
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