21.10 Least squares 621
Division by then gives the pair of normal equations
(21.53)
F1− 1 mE1− 1 c 1 = 10
and these have solution
(21.54)
The resulting line passes through the centroid(E, F)of the data points.
If they
i
values all have the same precision σthen the estimated parameters mand
chave standard deviations given by
(21.55)
and the linear least-squares fit with estimated errors isy 1 = 1 mx 1 + 1 cwith
(21.56)
EXAMPLE 21.15Find the linear least-squares fit for the following data points:
Table 21.7
x 0369121518
y 3.3 2.5 2.3 1.7 1.4 0.5 0.2
We have N 1 = 17 , E1= 19 , F1= 1 1.7, 1 = 1117 ,
1
= 1 64.5 271 = 1 9.21429, 1 −1E
2
1 = 136 and
1 −1EF1= 1 −42.6 271 = 1 −6.08571. Then
so that
c=.+
.×
17 ±=.±.
42 6 9
252
117
252
σσ3 2214 0 6814
m=
−.
±=−.±.
42 6
252
252
0 1691 0 0630
σ
σ
σσ σ σ σ σ
mc
==.,==.252 0 0630
117
252
0 6814
xy
x
2
x xy
2
m
xy x y
xx
cymx
mc
=
−
−
±, =− ±
22
σσ
σ
σ
σ
σ
mc
Nx x
x
Nx x
2
2
22
2
22
22
=
−
( )
,=
−
( )
m
xy x y
xx
= cymx
−
−
,=−
22
xy mx cx−−=
2
0
N
i
N
=
=
∑
1
1