5. (15 points) Let the random vector (X， Y) has a bivariate normal distribution. Show that
the best linear predictor of Y with respect to X is given by E[Y|X].
[Note]: For any real-valued functions, g and h，we say that the predictor g(X) is a better estimator of Y than h(X) does，if the m. s. e. of g(X) is less than that of h(X), that is E[Y-g(X)]2 ≤E[Y -h(X)]2.
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