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Old 02-01-2013, 05:36 AM
melipone melipone is offline
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Default Out of sample error for Example 2.8

For H_0, I get the variance of the hypotheses. But how do I compute the expected value of the out-of-sample error? Do I generate different data points and test each hypotheses against each of those points and take the mean square error? But I don't get 0.75 so I must be doing something wrong.

How do you compute the expected out-of-sample error for H_0 in Example 2.8?
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Old 02-01-2013, 07:11 AM
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magdon magdon is offline
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Default Re: Out of sample error for Example 2.8

You may find the discussion in this thread useful.

http://book.caltech.edu/bookforum/showthread.php?t=413

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Originally Posted by melipone View Post
For H_0, I get the variance of the hypotheses. But how do I compute the expected value of the out-of-sample error? Do I generate different data points and test each hypotheses against each of those points and take the mean square error? But I don't get 0.75 so I must be doing something wrong.

How do you compute the expected out-of-sample error for H_0 in Example 2.8?
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