Calculus: Early Transcendentals
Calculus: Early Transcendentals
8th Edition
ISBN: 9781285741550
Author: James Stewart
Publisher: Cengage Learning
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Given n data points (x1, y1), ... (Xn, Yn), the linear least-
squares fit is the linear function
f(x) = mx +b
that minimizes the sum of the squares (Figure
E (m, b) = Ev; - f(x}))²
j=l
Show that the minimum value of E occurs for m and b satisfying the
two equations
Σ+ bn= Σy
j=l
Ex3+b£xj = £
m
j=l
j=l
j=1
(Xµ, Yn)
y= mx + b
(X2, y2)
(x1, y1)
FIGURE
The linear least-squares fit minimizes the sum of the
squares of the vertical distances from the data points to the line.
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Transcribed Image Text:Given n data points (x1, y1), ... (Xn, Yn), the linear least- squares fit is the linear function f(x) = mx +b that minimizes the sum of the squares (Figure E (m, b) = Ev; - f(x}))² j=l Show that the minimum value of E occurs for m and b satisfying the two equations Σ+ bn= Σy j=l Ex3+b£xj = £ m j=l j=l j=1 (Xµ, Yn) y= mx + b (X2, y2) (x1, y1) FIGURE The linear least-squares fit minimizes the sum of the squares of the vertical distances from the data points to the line.
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