Appendix 2 The Principle of Least Squares A2—1 LEAST SQUARES AND SAMPLE MEANS Consider that we make V measurements, x,, of a quantity that contains ran- dom fluctuation. Let us calculate that value, X, whose deviations from the x, ‘are minimized in accordance with the principle of least squares. X will be obtained from the condition LGj-2)' = minimum Let ¥ be the mean of the 2, Then LEA? =L[,-H+E- = Y@-7 +4) +2, -2- 9] =0 of, since (3, De-x = Lew +20] ‘This last expression clearly has a minimum value when ¥ = Y, thus conficm- ing that the use of the mean as the most probable value for a sample is con sistent with the principle of least squares.180 ‘THE PRINCIPLE OF LEAST SGUARES APP. 2 A2-2 LEAST-SQUARES FITTED TO STRAIGHT LINES Consider a set of observations (x,,9,) to which we wish to fit a linear relation yeme+b We assume that the x values are précise, that all the uncertainty is contained in the y values, and that the weights of the y values are equal. (For the definition of the concept of “weights,” see Appendix A2-3.) The deviations of the observed points from the straight line y= mx +8 are of the form y,—(omx, +b) and we wish to have @ minimum value for the sum of the squares of these quantities. We have Gy =[-Gm, +P BP + 2mxb—2mx,y,—2yb = ppm If there are N pairs of observations, the sum of the squares, M, is given by M= LO? = Dy} +m Dx} + NO? +2mb Dx, -2mY xy; - 28D, The condition for the best choice of m and b is that ))(6y,)° should be a minimum. We need, therefore, au om ‘The first condition gives amSx} 42D -2DG, and the second gives 2Nb+2mY) 29 =0 Solution of the two simultaneous equations for m and b giFES APP. 2 APP.2 THE PRINCIPLE OF LEAST SQUARES 181 zy a (Se) Standard Gv follows. Consider 1m frst. Because m is a computed value that is calculated in terms of the un- certain quantities 3, ys, andthe like, we can epply the equation that we had ancertainty is earlier (Equation 3-9) for the standard deviation of a computed value, z, that 0 fit a linear les ues are equal. | is a function of variables, x, y, and so on. It was x A2-3.) The mx +b are (ary y Wfaseof (Z)s-(Z}s- ax) ay | We apply this result to our case by noting that the x and y of the formula are the yj, y2, and so on that appear in the expression for m. We can write, therfore, siz (2) s (2) + ay, %,) ‘ow, in making ur set of measurements ofthe x and y values, we would not tormully have teasured explcly the standard deviation foreach y value. In the absence ofthese we assume thatthe values of the various scan be re- ‘ Placed by & quantity based on the scatter of they values about the line whose wry, rm and b valves we have calculated. These intervals, 6y, have a standard de- Wiation whose value (zquation 6-5) was Loy N-2 and this isthe Value that we shall use in place of all the separate Sy, Sp and | $0 on, Justification of the term N’—2 is not attempted here. It is associated with the fact that the 8y; are not independent but are connected by the existence of the best line that is specified by the values of m and b, The equation for the standard deviation ofthe slope can therefore be written uares of these is given by }? should be a S=