Thread: Exercise 4.7
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Old 04-06-2016, 02:51 AM
ntvy95 ntvy95 is offline
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Join Date: Jan 2016
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Default Re: Exercise 4.7

Hello, I'm currently stuck at (d). I have derived to this point:

Var_{x}[(g^{-}(x) - y)^{2}] = E[((g^{-}(x) - y)^{2} - E[(g^{-}(x) - y)^{2}])^{2}]
E[((g^{-}(x) - y)^{2} - E[(g^{-}(x) - y)^{2}])^{2}] = E[(g^{-}(x) - y)^{4}] - (E[(g^{-}(x) - y)^{2}])^{2}

and I'm currently stuck. The hint says that the squared error is unbounded hence I guess that there should be no bound for expected value of squared error? (I'm not good at math though...)
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