Timeline for Problem with proof of Conditional expectation as best predictor
Current License: CC BY-SA 4.0
5 events
when toggle format | what | by | license | comment | |
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Mar 14, 2020 at 6:54 | comment | added | Rajat | Thanks @Michael for the details. I really appreciate it! | |
Mar 13, 2020 at 20:45 | history | edited | Michael | CC BY-SA 4.0 |
added 1189 characters in body
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Mar 13, 2020 at 4:31 | comment | added | Rajat | This is a very elegant proof, though I do not have a very good understanding of probability theory. It would be great if you can elaborate on your answer. The last part was not very clear where you mentioned: "by construction". In particular, how to find the projection on $L^2(\Omega,\mathcal{F},\mu)$? | |
Mar 18, 2015 at 20:36 | comment | added | jII | This is a beautiful response. | |
Nov 3, 2013 at 3:17 | history | answered | Michael | CC BY-SA 3.0 |