2楼: Originally posted by 立迷特 at 2016-01-14 09:12:26
由条件期望的定义知道E(X|z)=\int_{-\infty}^{\infty}xp(x|z)dx. 又E(X|z)与x无关, 条件密度函数的积分为1. 所以
\begin{eqnarray*}&&\int_{-\infty}^{\infty}(x-E(X|z))p(x|z)dx\\
&=&\int_{-\i ...

3楼: Originally posted by 立迷特 at 2016-01-14 09:14:25
\begin{eqnarray*}&&\int_{-\infty}^{\infty}(x-E(X|z))p(x|z)dx\\
&=&\int_{-\infty}^{\infty}x p(x|z)dx-\int_{-\infty}^{\infty}E(X|z)p(x|z)dx\\
&=&E(X|z)-E(X|z)\int_{-\infty} ...