概華论与款醒统外 反之，若存在常数*，b*使 P{Y=a*+b*X}=1台P{Y-(a*+b*X)=0}=1, →PY-(a*+b*X)2=0}=1, →E{IY-(a*+b*X)2}=0. 故有 0=E{[Y-(a+b)2 min E[(Y-(a+bx))] =EY-(a+bX)}=(1-p3)D(Y) →Pxw=1. 反之,若存在常数 a  ,b  使 { = + } = 1   P Y a b X {[ ( )] } 0. 2  − + =   E Y a b X min [( ( )) ] 2 , E Y a bX a b  − + {[ ( )] } 2 = E Y − a0 + b0X (1 ) ( ) 2 = − ρXY D Y  = 1. ρXY {[ ( )] 0} 1, 2  − + = =   P Y a b X  { − ( + ) = 0} = 1,   P Y a b X 故有 0 {[ ( )] } 2 E Y a b X   = − +