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.
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.
After getting bent over by STAT230 last term and hearing horror stories about STAT231, this final wasnt that bad.
GAHHHAHAHAHAHHAHGGAGAGAGGAAHAGAGGAGAGAGGAGAGAGGAGAGAGAGAGGAGAGAGGGAGAGGFAFAGGAGAGAGAGAGAGAGAFFFAFAFAFAFAFFFFFAFAFAFGAGAGAGFAFAFAGAGAGAFFAFAAFAGAGAGAFAFAFAFAFAGFAFAFAFAFAFAFAFAFAFFAFAFAFAFAFAFAFAFF.
Genuinely what is this course. Im so cooked. Like my scores are far below class average cooked. 😭
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].
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].