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In the following expression:

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  1. What do $E_{X}$ and $E_{Y|X}$ mean, respectively?

In case helpful, I note that the authors derived that expression from the following:

enter image description here

  1. Based on the above, how would one conclude that that minimizing $EPE(f)$ can be accomplished as follows?

enter image description here

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    $\begingroup$ What's your background? Maybe try en.wikipedia.org/wiki/Conditional_expectation as a start $\endgroup$
    – oW_
    May 28, 2019 at 21:29
  • $\begingroup$ Thank you. My background is in economics. I have taken calculus (up through multivariable calculus) and linear algebra, but I haven't taken a calculus-based statistics course (I have taken a number of courses that covered statistics and regression without calculus). Do you think a course or textbook in calculus-based statistics would help me get up to speed in order to work through Elements of Statistical Learning, and if so could you recommend one? $\endgroup$ May 28, 2019 at 22:48

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Maybe this helps:

On YouTube, there's a video with explanations for the main topics in Introduction to Statistical Learning (sorry, not for ELS).

https://www.youtube.com/watch?v=3jQs02dbfrI

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