u/_Springfrost

STAT333 Final

I swear I was hit in the head with a brick before I walked into that final. It feels like all the questions I've seen before but just couldn't remember how tf to do them.

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u/_Springfrost — 20 hours ago

STAT 333

GAHHHAHAHAHAHHAHGGAGAGAGGAAHAGAGGAGAGAGGAGAGAGGAGAGAGAGAGGAGAGAGGGAGAGGFAFAGGAGAGAGAGAGAGAGAFFFAFAFAFAFAFFFFFAFAFAFGAGAGAGFAFAFAGAGAGAFFAFAAFAGAGAGAFAFAFAFAFAGFAFAFAFAFAFAFAFAFAFFAFAFAFAFAFAFAFAFF.

Genuinely what is this course. Im so cooked. Like my scores are far below class average cooked. 😭

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u/_Springfrost — 2 months ago

Can anyone help me understand the "proof"?

I am given that the characteristic property is:
Proposition 7. Let X be a random variable with E[|X |] < ∞ and Y be a
random element taking values in Y. Then there exists an essentially unique
function φ : Y → R such that, for all bounded h : Y → R:
E[Xh(Y )] = E[φ(Y )h(Y )].

So let f(Y) = random variable X. E[Xh(Y)] = E[φ(Y )h(Y )]. We set φ(Y) = g(Y)... and then what?

edit: i figured it out. i just didn't understand characteristic property: if ϕ(y) satisfies E[Xh(y)] = E[ϕ(Y)h(Y)], THEN ϕ(Y) is a "version" of E[X|Y].

u/_Springfrost — 3 months ago

Can any one help me understand this?

From my instructor's slides:

Idempotence. Let Y be a random element taking values in
countable set Y. Let f : Y → R. Then E[ f(Y) | Y] = f(Y).

Proof. f (Y) clearly has the characteristic property of the conditional
expectation E[ f(Y)| Y ].

edit: i figured it out. i just didn't understand characteristic property: if ϕ(y) satisfies E[Xh(y)] = E[ϕ(Y)h(Y)], THEN ϕ(Y) is a "version" of E[X|Y].

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u/_Springfrost — 3 months ago