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awarded  Supporter
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comment Minimization of definite integral reduces to the minimization of a part of the integrand, why?
Thanks for your answer, it perfectly describes the intuition I already had. However (this could sound stupid and probably results from my lack of calculus foundations), is there any formal theorem/result/law/lemma/whatever... that states that in order to minimize the integral you have to minimize the integrand for each possible value in the domain of integration?
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awarded  Editor
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comment Minimization of definite integral reduces to the minimization of a part of the integrand, why?
Thanks lewellen and Rahul Narain for the insight that the original question was ill posed and the reference to the derivation of the MMSE.
Jan
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revised Minimization of definite integral reduces to the minimization of a part of the integrand, why?
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awarded  Teacher
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answered Continuous distribution - expected value
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awarded  Student
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asked Minimization of definite integral reduces to the minimization of a part of the integrand, why?