typo in hw 1

This commit is contained in:
mhjensen
2018-08-30 06:27:10 +02:00
parent ef931c9c42
commit 30c06f1245
7 changed files with 14 additions and 14 deletions
+3 -3
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@@ -120,7 +120,7 @@ MathJax.Hub.Config({
<center><b>Department of Physics, University of Oslo, Norway</b></center>
<br>
<p>
<center><h4>Aug 27, 2018</h4></center> <!-- date -->
<center><h4>Aug 30, 2018</h4></center> <!-- date -->
<br>
<p>
</div> <!-- end jumbotron -->
@@ -245,12 +245,12 @@ Discuss the meaning of these results. Try also to vary the coefficient in front
Show that the variance of the parameters \( \beta \) in the linear regression method (chapter 3, equation (3.8) of <a href="https://www.springer.com/gp/book/9780387848570" target="_self">Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer</a>) is given as
$$
mathrm{Var}(\hat{\beta}) = \left(\hat{X}^T\hat{X}\right)^{-1}\sigma^2,
\mathrm{Var}(\hat{\beta}) = \left(\hat{X}^T\hat{X}\right)^{-1}\sigma^2,
$$
with
$$
\sigma^2 = \frac{1}{N-p-1}\sum_{i=1}{N} (y_i-\tilde{y}_i)^2,
\sigma^2 = \frac{1}{N-p-1}\sum_{i=1}^{N} (y_i-\tilde{y}_i)^2,
$$
where we have assumed that we fit a function of degree \( p-1 \) (for example a polynomial in \( x \)).
+3 -3
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@@ -86,7 +86,7 @@ MathJax.Hub.Config({
<center><b>Department of Physics, University of Oslo, Norway</b></center>
<br>
<p>
<center><h4>Aug 27, 2018</h4></center> <!-- date -->
<center><h4>Aug 30, 2018</h4></center> <!-- date -->
<br>
<h2 id="___sec0">Exercise 1 </h2>
@@ -209,12 +209,12 @@ Discuss the meaning of these results. Try also to vary the coefficient in front
Show that the variance of the parameters \( \beta \) in the linear regression method (chapter 3, equation (3.8) of <a href="https://www.springer.com/gp/book/9780387848570" target="_blank">Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer</a>) is given as
$$
mathrm{Var}(\hat{\beta}) = \left(\hat{X}^T\hat{X}\right)^{-1}\sigma^2,
\mathrm{Var}(\hat{\beta}) = \left(\hat{X}^T\hat{X}\right)^{-1}\sigma^2,
$$
with
$$
\sigma^2 = \frac{1}{N-p-1}\sum_{i=1}{N} (y_i-\tilde{y}_i)^2,
\sigma^2 = \frac{1}{N-p-1}\sum_{i=1}^{N} (y_i-\tilde{y}_i)^2,
$$
where we have assumed that we fit a function of degree \( p-1 \) (for example a polynomial in \( x \)).
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+3 -3
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@@ -155,7 +155,7 @@ Homework 1
% --- begin date ---
\begin{center}
Aug 27, 2018
Aug 30, 2018
\end{center}
% --- end date ---
@@ -282,11 +282,11 @@ Discuss the meaning of these results. Try also to vary the coefficient in front
Show that the variance of the parameters $\beta$ in the linear regression method (chapter 3, equation (3.8) of \href{{https://www.springer.com/gp/book/9780387848570}}{Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer}) is given as
\[
mathrm{Var}(\hat{\beta}) = \left(\hat{X}^T\hat{X}\right)^{-1}\sigma^2,
\mathrm{Var}(\hat{\beta}) = \left(\hat{X}^T\hat{X}\right)^{-1}\sigma^2,
\]
with
\[
\sigma^2 = \frac{1}{N-p-1}\sum_{i=1}{N} (y_i-\tilde{y}_i)^2,
\sigma^2 = \frac{1}{N-p-1}\sum_{i=1}^{N} (y_i-\tilde{y}_i)^2,
\]
where we have assumed that we fit a function of degree $p-1$ (for example a polynomial in $x$).
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+3 -3
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@@ -125,7 +125,7 @@ Homework 1
% --- begin date ---
\begin{center}
Aug 27, 2018
Aug 30, 2018
\end{center}
% --- end date ---
@@ -252,11 +252,11 @@ Discuss the meaning of these results. Try also to vary the coefficient in front
Show that the variance of the parameters $\beta$ in the linear regression method (chapter 3, equation (3.8) of \href{{https://www.springer.com/gp/book/9780387848570}}{Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer}) is given as
\[
mathrm{Var}(\hat{\beta}) = \left(\hat{X}^T\hat{X}\right)^{-1}\sigma^2,
\mathrm{Var}(\hat{\beta}) = \left(\hat{X}^T\hat{X}\right)^{-1}\sigma^2,
\]
with
\[
\sigma^2 = \frac{1}{N-p-1}\sum_{i=1}{N} (y_i-\tilde{y}_i)^2,
\sigma^2 = \frac{1}{N-p-1}\sum_{i=1}^{N} (y_i-\tilde{y}_i)^2,
\]
where we have assumed that we fit a function of degree $p-1$ (for example a polynomial in $x$).
+2 -2
View File
@@ -105,13 +105,13 @@ Show that the variance of the parameters $\beta$ in the linear regression method
!bt
\[
mathrm{Var}(\hat{\beta}) = \left(\hat{X}^T\hat{X}\right)^{-1}\sigma^2,
\mathrm{Var}(\hat{\beta}) = \left(\hat{X}^T\hat{X}\right)^{-1}\sigma^2,
\]
!et
with
!bt
\[
\sigma^2 = \frac{1}{N-p-1}\sum_{i=1}{N} (y_i-\tilde{y}_i)^2,
\sigma^2 = \frac{1}{N-p-1}\sum_{i=1}^{N} (y_i-\tilde{y}_i)^2,
\]
!et
where we have assumed that we fit a function of degree $p-1$ (for example a polynomial in $x$).