04.08.2013 Views

Schmucker-Weidelt Lecture Notes, Aarhus, 1975 - MTNet

Schmucker-Weidelt Lecture Notes, Aarhus, 1975 - MTNet

Schmucker-Weidelt Lecture Notes, Aarhus, 1975 - MTNet

SHOW MORE
SHOW LESS

You also want an ePaper? Increase the reach of your titles

YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.

Observe that the residual, of which -che power has been brought to<br />

a minimum, is<br />

6z=ax - z<br />

0<br />

in contrast to the "true" residual<br />

The random variable<br />

TI I:<br />

11 <br />

has a x2-distribution with n degrees of freedom, where n is the<br />

number of records or the number of lines used to obtain the<br />

average.<br />

If a variable U with a ~~ldistribution of v degrees of freedom is<br />

decomposed into two components U and U2,<br />

1<br />

U1 and U will be likewise x2-distributed and the sum of their<br />

2<br />

degrees of freedom w i l l be v:<br />

This decomposition will be carried out now with U as defined<br />

above: Clearly,<br />

The power of the averaged residual has been mi-nimised by setting<br />

implying that .<br />

u1 -<br />

- .7i<br />

-.<br />

s1<br />

0 . .<br />

has a X2-distril>ution of n - 2 degrecs of fr?eedoni because

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!