Skip to main content

(a)

By December 6, 2021No Comments

(a)Let X be a random variable with finite variance.Let Y aX +B for somenumbers a,B∈R.Compute l1=E[(Y-E[YX])2][3](b)Again,let X be a random variable with finite variance.Additionally,let A~U(-1,1)such that X and A are independent and consider Y=AX.You mayuse without proof that A2⊥X2.Compute l2=E[(Y-E[Y|X])2]expressingyour final result in terms of E[X*]for some value or values of k that you shouldspecify.[3](c)[TYPE:Provide an interpretation of the quantities l1 and l2 obtained in parts(a)and (b)above in terms of the ability to predict Y given the value of X and[31

题目答案请扫描下方二维码查看。