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Old 08-06-2012, 10:32 PM
munchkin munchkin is offline
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Join Date: Jul 2012
Posts: 38
Default Re: bias and variance - definition of g bar

Yes, I can see that on the charts for example 2.8 but those outlying points do not exert an effect (at a given x) for the averaged g(D)[x] calculation I am using. So I am wrong on both counts!

A careful rereading of page 63 has led me to try averaging over the calculated data set g's at an arbitrary (generic?) point x and using that to calculate the variance of g(D)[x]. This seems to be a step in the right direction since the calculated variance is now a function of that arbitrary x point and has a minimum around x=0 just like the chart in the example 2.8 but based on the values at the extremes and in the middle I can't see how my average variance over the domain [-1,1] would be as low as 1.69. We shall see.

Thanks so much for your helpful comments, they are really appreciated and this is a great class even if I am a little dense in absorbing some of the material. Have a great day.
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