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B.Sc. (I) Sta Tistics Paper - III Unit - III (Part-I) The Method of Le Ast Squares
B.Sc. (I) Sta Tistics Paper - III Unit - III (Part-I) The Method of Le Ast Squares
B.Sc. (I) Sta Tistics Paper - III Unit - III (Part-I) The Method of Le Ast Squares
a 1 x 1 + b 1 x 2 + ….. + f 1 x n = u 1
a 2 x 1 + b 2 x 2 + ….. + f 2 x n = u 2
……
…….
a m x 1 + b m x 2 + ….. + f m x n = u m
Now,
The least squares method provides the best values (most plausible) of
actual value of the unknown and the value predicted by the model i.e.
m
S = i 1
( a i x 1 + b i x 2 + ….. + f i x n – u i ) 2
1
Now, as the principle of least square, we have to find those values of
S m m
x1
0 , i.e i 1
a i .( a i x 1 + b i x 2 + ….. + f i x n ) =
i 1
aiui
S m m
x2
0 , i.e
i 1
b i .( a i x 1 + b i x 2 + ….. + f i x n ) = i 1
biui
…..
…..
S m m
xn
0 , i.e
i 1
f i .( a i x 1 + b i x 2 + ….. + f i x n ) =
i 1
fiui
2S
Further, on calculating second order partial derivatives 0,
xi2
Curve Fitting
The device of finding a functional relationship between two
Or
y = a 0 + a 1 x + a 2 x 2 + …. a n x n ….(1)
Y i = a 0 + a 1 x i + a 2 x i 2 + …. a n x i n
E i = y i – Y i = y i – a 0 - a 1 x i - a 2 x i 2 - …. a n x i n
S = E 1 2 + E 2 2 + ….. + E n 2
n
=
i 1
( y i – a 0 - a 1 x i - a 2 x i 2 - …. a n x i n ) 2
S n
0 , i.e -2 ( y i – a 0 - a 1 x i - a 2 x i 2 - …. a n x i n ) = 0
a 0 i 1
S n
0 , i.e -2 x i ( y i – a 0 - a 1 x i - a 2 x i 2 - …. a n x i n ) = 0
a1 i 1
….
….
S n
0 , i.e -2 ( y i – a 0 - a 1 x i - a 2 x i 2 - …. a n x i n ) = 0
a n i 1
3
The above n+1 equations are called Normal equations and these
y = a + bx ….(1)
where ‘a’ and ‘b’ are constants. Here the curve fitting means to
Y i = a + bx i
E i = y i – Y i = y i – a – bx i
= (y 1 – a – bx 1 ) 2 + (y 2 – a – bx 2 ) 2 + ….+ (y n – a – bx n ) 2
n
=
i 1
(y i – a – bx i ) 2
and b to zero.
S n
0 , i.e -2 (y i – a – bx i ) = 0
a i 1
It gives us
n n
i 1
y i = na + b x i
i 1
….(A)
Now,
S n
0 , i.e -2 x i ( y i – a – bx i ) = 0
b i 1
It gives us
n n n
i 1
xiyi = a xi + b xi2
i 1 i 1
….(B)
Equations (A) and (B) are called Normal Equations to find the least
square values of ‘a’ and ‘b’. Putting the values of ‘a’ and ‘b’ in
equation (1) we will get fitted straight line.
X Middle Term
U =
h
But if n is even
5
X Mean of Two Middle Term
U =
h/2
y = a + bx + cx 2 ….(1)
where ‘a’, ‘b’ and ‘c’ are constants. Here the curve fitting means
Y i = a + bx i + cx i 2
E i = y i – Y i = y i – a – bx i - cx i 2
S = E 1 2 + E 2 2 + ….. + E n 2
n
=
i 1
(y i – a – bx i - cx i 2 ) 2
b, and c to zero.
S n
0 , i.e -2 (y i – a – bx i - cx i 2 ) = 0
a i 1
It gives us
6
n n n
i 1
y i = na + b x i + c x i 2
i 1 i 1
….(A)
S n
0 , i.e -2 x i ( y i – a – bx i - cx i 2 ) = 0
b i 1
It gives us
n n n n
i 1
xi yi = a xi + b xi2 + c xi 3
i 1 i 1 i 1
….(B)
And
S n
0 , i.e -2 x i 2 ( y i – a – bx i - cx i 2 ) = 0
c i 1
It gives us
n n n n
i 1
xi yi = a xi + b xi + c xi4
2
i 1
2
i 1
3
i 1
….(C)
Equations (A), (B) and (C) are called Normal Equations to find the
least square values of ‘a’, ‘b’ and ‘c’. Putting the values of ‘a’, ‘b’ and
‘c’ in equation (1) we will get fitted second degree parabola.
n n
i 1
Y i = nA + B x i
i 1
….(A)
7
n n n
i 1
xi Yi = A xi + B xi2
i 1 i 1
….(B)