An extension of the method of least squares |
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Authors: | P Glaister |
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Institution: | 1. Telecommunication Laboratories , Ministry of Communications , Chung‐Li, Taiwan, Republic of China;2. Department of Materials Science and Engineering , National Tsing Hua University , Hsinchu, Taiwan, Republic of China |
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Abstract: | The standard method of least squares assumes that there is a linear relationship relating two variables, only one of which has an error in it. A discussion of the validity of this assumption leads to the desirability of a technique which applies to the more general situation where both variables are subject to error. This includes relating the relevant statistical distance to be minimized to the Euclidean distance. The corresponding statistical formulae are derived, and simple comparisons are then made for various ranges of the statistical parameters. |
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Keywords: | calculus limits multivariable limits squeeze theorem composition theorem |
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