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consistency issue on page 65
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07-14-2014, 08:45 AM
BojanVujatovic
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Join Date: Jan 2013
Posts: 13
Re: consistency issue on page 65
It is somewhat late but I'd like to give analytic solution for
, bias and var and the verification of values here. Firstly,
and
are parameters we get after minimising squared error function on some
:
and we can get them by solving the following system of equations (condition for extreme value of function):
The solution is:
Now,
So,
Now we can calculate all the terms:
So, we see that the following holds:
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