Prove or Show: The best linear approximation (BLA) of E[Y|X] equals the solution to the best linear prediction (BLP) for Y. Formally, arg min E[...

Prove or Show:The best linear approximation (BLA) of E[Y|X] equals the solution to the best linear prediction (BLP) for Y. Formally,arg min E[ (E[Y|X] - (b_0 + b_1 + ... + b_kX_k))^2 ] = arg min E[ (Y - (b_0 + b_1 + ... + b_kX_k))^2]

Question: Prove or Show:The best linear approximation (BLA) of E [Y |X ] equals the solution to the best linear prediction (BLP) for Y .Formally,argmin E [(E [Y |X ] − (b0 + b1 X1 + ... + bk...