If Y is a continuous random variable such that E[(Y –a)²]
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![If Y is a continuous random variable such that E[(Y –a)²] <o for all a, show that E[(Y – a)²]
is minimized when a = E(Y). [Hint: E[(Y – a)²] = E({[Y – E(Y)] + [E(Y) – a]}²).]
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