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29 changes: 2 additions & 27 deletions _subfiles/_cor-best-predictor-argmin.qmd
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@@ -1,30 +1,5 @@
:::{#cor-best-predictor-argmin}
#### Conditional mean as the minimizer of squared-error risk

Let $\Predvar$ and $\Outvar$ be [jointly distributed](random-variables.qmd#def-jointly-distributed) random variables with $\E{\Outvar^2} < \infty$.
Among [prediction functions](#def-prediction) $\predfnf{\Predvar}$ with $\E{\predfnf{\Predvar}^2} < \infty$,
the [conditional expectation function](#def-cond-expectation-function) is a [minimizer](https://morrison-lab.github.io/mds/algebra-basics.html#def-global-minimizer) of the [squared-error risk](#def-squared-error-risk):

$$\E{\Outvar \mid \Predvar} \in \argmin_{\predfn} \E{\sqf{\Outvar - \predfnf{\Predvar}}},$$

where $\argmin$ is the [set of minimizers](https://morrison-lab.github.io/mds/algebra-basics.html#def-argmin).

:::

::: proof

By @thm-best-predictor, $\bestpredfnf{\Predvar} = \E{\Outvar \mid \Predvar}$ has [risk](#def-risk) no larger than that of any [prediction function](#def-prediction) $\predfn$,
so it is a [minimizer](https://morrison-lab.github.io/mds/algebra-basics.html#def-global-minimizer).

:::
{{< include pds/_subfiles/cor-best-predictor-argmin/_cor-best-predictor-argmin.qmd >}}

{{< slidebreak >}}

:::{#exm-best-predictor-argmin}
#### The minimizer in the best-predictor exercise

In @exr-best-predictor, the [conditional expectation function](#def-cond-expectation-function) $\bestpredfnf{\Predvar}$ has [risk](#def-risk) $1$.
The constant prediction $\predfn_1\paren{\Predvar} = 3$ has risk $5$ and $\predfn_2\paren{\Predvar} = 4\Predvar$ has risk $2$, both larger than $1$.
So $\bestpredfn$ is the [minimizer](https://morrison-lab.github.io/mds/algebra-basics.html#def-global-minimizer) among the three.

:::
{{< include pds/_subfiles/cor-best-predictor-argmin/_exm-best-predictor-argmin.qmd >}}
28 changes: 2 additions & 26 deletions _subfiles/_cor-best-predictor-unique.qmd
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@@ -1,29 +1,5 @@
:::{#cor-best-predictor-unique}
#### The minimizer of squared-error risk is unique up to probability-1 equality

Let $\Predvar$ and $\Outvar$ be [jointly distributed](random-variables.qmd#def-jointly-distributed) random variables with $\E{\Outvar^2} < \infty$.
Every [prediction function](#def-prediction) $\predfnf{\Predvar}$ with $\E{\predfnf{\Predvar}^2} < \infty$
that is a [minimizer](https://morrison-lab.github.io/mds/algebra-basics.html#def-global-minimizer) of the [squared-error risk](#def-squared-error-risk)
(see @cor-best-predictor-argmin)
satisfies:

$$\P(\predfnf{\Predvar} = \E{\Outvar \mid \Predvar}) = 1$$

:::

::: proof

If $\predfn$ is a [minimizer](https://morrison-lab.github.io/mds/algebra-basics.html#def-global-minimizer), its [risk](#def-risk) equals that of $\bestpredfn$,
so the equality case of @thm-best-predictor gives $\P(\predfnf{\Predvar} = \bestpredfnf{\Predvar}) = 1$.

:::
{{< include pds/_subfiles/cor-best-predictor-unique/_cor-best-predictor-unique.qmd >}}

{{< slidebreak >}}

:::{#exm-best-predictor-unique}
#### Uniqueness in the best-predictor exercise

In @exr-best-predictor, $\predfn_2\paren{\Predvar} = 4\Predvar$ differs from $\bestpredfnf{\Predvar}$ when $\Predvar = 0$, which has probability $0.5$.
So $\predfn_2$ is not a [minimizer](https://morrison-lab.github.io/mds/algebra-basics.html#def-global-minimizer), which matches its [risk](#def-risk) $2$ being larger than $1$.

:::
{{< include pds/_subfiles/cor-best-predictor-unique/_exm-best-predictor-unique.qmd >}}
30 changes: 2 additions & 28 deletions _subfiles/_def-binomial.qmd
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:::{#def-binomial}
#### Binomial distribution
{{< include pds/_subfiles/def-binomial/_def-binomial.qmd >}}

A [discrete](random-variables.qmd#def-discrete-rv) random variable $X$
has the **binomial distribution**
with number of trials $n \in \set{1, 2, \dots}$
and event probability $\prob \in [0, 1]$,
written $X \sim \dBinf{n, \prob}$
[@wikipedia_binomial_distribution],
if:

$$
\P(X = x) \eqdef \binom{n}{x} \prob^x (1 - \prob)^{n - x},
\quad x \in \set{0, 1, \dots, n}
$$ {#eq-binom-pmf}

where $\binom{n}{x} = \frac{n!}{x!\,(n - x)!}$
is the number of ways to choose $x$ of the $n$ trials.

:::

::: {.remark .notes}

@CaseBerg01 [Section 3.2] defines the binomial distribution the same way.
With $n = 1$, @eq-binom-pmf is the
[Bernoulli PMF](random-variables.qmd#def-bernoulli):
$\dBinf{1, \prob}$ and $\Ber(\prob)$ are the same distribution.

:::
{{< include pds/_subfiles/def-binomial/_def-binomial-remark-1.qmd >}}
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