Thread: questions 5 & 6
View Single Post
Old 02-01-2013, 10:30 PM
gah44 gah44 is offline
Invited Guest
Join Date: Jul 2012
Location: Seattle, WA
Posts: 153
Default Re: questions 5 & 6

All these are approximating integrals.

Many problems really are sums, but this one is, theoretically, continuous.

First you do 2D integrals to compute a, a 1D integral to compute bias,
and a 3D integral to compute variance.

(I think it would also work to compute bias+variance in the first place, and subtract bias to get variance, but I didn't try that.)

I used equally space points for all, but you could also use random points.

If I was in the right mood, I might have done Gaussian quadrature, or some other numerical integration method.
Reply With Quote