update of week 36

This commit is contained in:
Morten Hjorth-Jensen
2021-09-08 16:18:49 +02:00
parent a0c7a5693d
commit e44e4093a3
7 changed files with 107 additions and 31 deletions
+9
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@@ -674,7 +674,16 @@ probability distribution of our targets is also a normal distribution
but now with mean value $\bm{X}\hat{\bm{\beta}}$. This means that a
single output $y_i$ is given by the Gaussian distribution
!bt
\[
y_i\sim \mathcal{N}(\bm{X}{i,*}\bm{\beta}, \sigma^2)=\frac{1}{\sqrt{2\pi\sigma^2}}\exp{\left[-\frac{(y_i-\bm{X}{i,*}\bm{\beta})^2}{2\sigma^2}\right]}.
\]
!et
!split
===== Independent and Identically Distrubuted (iid) =====
We assume now that the various $y_i$ values are stochastically distributed according to the above Gaussian distribution and
!split