Show that if a is any number distinct from µX, then E[(X − µX) 2 ] < E[(X − a) 2 ].
Added by Trinidad K.
Step 1
E[(X − µX) 2 ] = E[X^2 - 2µX + µ^2X^2] E[(X − a) 2 ] = E[X^2 - 2aX + a^2] Show more…
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