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-   -   Hw 4, #7 (http://book.caltech.edu/bookforum/showthread.php?t=943)

DeanS 08-04-2012 11:37 AM

Hw 4, #7
 
I got my Matlab program to give what I think are the correct bias and var for hypos a - c; at least a and c agreed with the book. I am not sure, however, if it ran correctly on d and e since there were large differences for both bias and var for different runs even at 10000 trials. It seems that these were very unstable. I'm wondering if there are roundoff errors.

Thanks.

MCN12 08-04-2012 05:37 PM

Re: Hw 4, #7
 
I'm seeing the same thing in my Matlab program but it makes sense to me. In both cases you're fitting a parabola to two points as an approximation of a sine wave (d uses a fixed vertex, e has a variable vertex). Think about what this means for g_bar of d and e? Given this effect on g_bar, what happens to bais and variance?

TonySuarez 08-04-2012 08:39 PM

Re: Hw 4, #7
 
I ran the ax^2 model ([d] hypothesis) with N=2E6 points a few times and got a quite stable bias value (even with smaller N values) but indeed, as you mention, a "somewhat" wild variance value is seen in several runs, that is, it is not as "stable" as the bias.


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