Exchange of expectations in derivation of biasvariance decomposition
[I originally posted this question to the wrong subforum. My apologies.]
In the derivation of the biasvariance decomposition (on p. 63), there is a step in which the taking of expectation wrt \mathcal{D} and wrt \mathbf{x} are exchanged.
It's not clear to me that these two expectations commute: the choice of \mathbf{x} depends on the choice of \mathcal{D}, and viceversa.
I would appreciate a clarification on this point.
Thanks in advance,
kj
P.S. Pardon the "raw LaTeX" above. Is there a better way to include mathematical notation in these posts.
