問題詳情

5.(15 points) Let the random vector (X, Y) has a bivariate normal distribution. Show that the best linear predictor of Y with respect to X is given by E[Y|X]. [Note]: For any real-valued functions, g and h,we say that the predictor g(X) is a better estimator of Y than h(X) does,if the m. s. e. of g(X) is less than that of h(X), that is E[Y-g(X)]2 ≤E[Y -h(X)]2.

參考答案

答案:C
難度:簡單0.87037
統計:A(1),B(2),C(235),D(10),E(0)

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