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Old 09-17-2013, 06:03 PM
Sandes Sandes is offline
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Join Date: Sep 2013
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Default Problem 1.12a

I'm somewhat lost in my attempt to show 1.12 a I can see intuitively that the mean will be the best h value since then Ein is the standard deviation, but I'm not sure where to go from there. I've already finished B and C, A is the only part I'm having trouble with.

Perhaps I'm going in the wrong direction but one of the things I realized is that the constraint could be restated as minimizing h^2 -2 h yn summed over all N but that could be going off in completely the wrong direction.

Adding some value a to the mean produces (mean-yn)^2 + a^2 +2 a(mean-yn) That's another possible approach but I'm not really sure where I would take that approach either.
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