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Old 09-28-2013, 09:36 AM
Tobias Tobias is offline
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Join Date: Sep 2013
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Default Online homework 4, question 4

Hi there.

I have some understanding how to find g-bar(x). After a lot of tries, I have got to the following solution, but I am far from sure it is valid.
g-bar(x) must be the h(x)=ax, which minimizes the expected squared error for any point, i.e. the expected value of . Since x is uniformly distributed this is the same as minimizing , which yields a=3/pi =0.955

To this I have a few questions
  1. Am I correct
  2. Does g-bar depend on the size of the sample?
  3. Is there a general approach to find g-bar?
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