Question

2-3 Estimation criteria that lead to the conditional mean. Show that, in estimating a random vector I with the following criteria \text { 1. } \min _{\hat{x}} F\left[(x-\hat{x})^{\prime} A(x-\hat{x}) \mid

z\right], \forall A>0 \text { (positive definite) } \text { 3. } \min _{\hat{x}} \operatorname{tr}[A P] \text { with } A \text { and } P \text { as above } all yield the same result x = E[x|z].

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