cutesteph
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Why is the E[ Y - f(x) ]^2 minimized when choosing f(x) = E[Y|X] ?
Explanation on minimization of Expected values
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Hye cutesteph.
Try finding when the expression is zero. Also since you are using two variables, what is the expectation with respect to?
Another thing to note is that E_y[E_x[Y|X]] = E[Y] (also known as conditional expectation).
Try finding when the expression is zero. Also since you are using two variables, what is the expectation with respect to?
Another thing to note is that E_y[E_x[Y|X]] = E[Y] (also known as conditional expectation).
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