Math Problem Statement
Consider the following data points. (1, 8) (2, 4) (4, 3) Use partial derivatives to obtain the formula for the best least-squares fit to the data points.
Solution
To find the best least-squares fit to the given data points using partial derivatives, we will fit the data to a linear model of the form:
where and are constants to be determined.
Step 1: Define the Error Function
The error (or residual) for each data point is the difference between the actual -value and the predicted value from the linear model. For a set of data points , the sum of squared errors (SSE) is:
For the given data points , we have , and the sum of squared errors becomes:
Step 2: Minimize the Error Function
To minimize the error function, we take partial derivatives of with respect to and , and set them equal to zero.
Partial Derivative with respect to :
Simplifying:
Partial Derivative with respect to :
Simplifying:
Step 3: Solve the System of Equations
Now, we solve the system of equations obtained from the partial derivatives:
We can solve this system to find and .
Solving the system:
From the second equation, solve for in terms of :
Substitute this into the first equation:
Multiply through by 3 to eliminate the fraction:
Now substitute into the expression for :
Final Equation
The best least-squares fit for the data points is:
Would you like more details on any of the steps?
Here are some questions to consider:
- How would the least-squares fit change with more data points?
- What are the assumptions behind using a linear model for the fit?
- Could we use a non-linear model, and how would we compute that?
- How do we assess the goodness of the fit?
- How do we generalize this method for fitting higher-order polynomials?
Tip: The least-squares method minimizes the sum of squared differences between the observed and predicted values, ensuring the best overall fit.
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Math Problem Analysis
Mathematical Concepts
Linear Regression
Least-Squares Method
Partial Derivatives
Formulas
y = ax + b
S(a, b) = Σ(y_i - (ax_i + b))^2
∂S/∂a = 0, ∂S/∂b = 0
Theorems
Least-Squares Fit
Suitable Grade Level
University Level (Calculus, Linear Algebra)