Scribd
Upload
21 views

least square method

Le lo bc

Uploaded by

trialocto63
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
21 views

least square method

Le lo bc

Uploaded by

trialocto63
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 4

14. Explain the fitting of a straight line by Least Square Method.

(Important)

Solution : Let us consider, (𝑥𝑖 , 𝑦𝑗 ), 𝑖 = 1,2,3, … … , 𝑛 are the 𝑛 sets of observations


and suppose, the related relation is y = ax + b. Now we have to select 𝑎 and 𝑏 so
that the straight line is the best fit to the data.
The residual at 𝑥 = 𝑥𝑖 is
𝑑𝑖 = 𝑦𝑖 − 𝑓(𝑥𝑖 ) = 𝑦𝑖 − (𝑎𝑥𝑖 + 𝑏), 𝑖 = 1,2,3, … , 𝑛
𝑛 𝑛
2
𝐸 = ∑ 𝑑𝑖 = ∑[𝑦𝑖 − (𝑎𝑥𝑖 + 𝑏)]2
𝑖=1 𝑖=1
By the principle of least squares, E is minimum.
𝜕𝐸 𝜕𝐸
= 0 𝑎𝑛𝑑 =0
𝜕𝑎 𝜕𝑏
i.e., 2 ∑[𝑦𝑖 − (𝑎𝑥𝑖 + 𝑏)] (−𝑥𝑖 ) = 0 𝑎𝑛𝑑 2 ∑[𝑦𝑖 − (𝑎𝑥𝑖 + 𝑏)] (−1) = 0

i.e., ∑𝑛𝑖=1(𝑥𝑖 𝑦𝑖 − 𝑎𝑥𝑖 2 − 𝑏𝑥𝑖 ) = 0 𝑎𝑛𝑑 ∑𝑛𝑖=1(𝑦𝑖 − 𝑎𝑥𝑖 − 𝑏) = 0

i.e., 𝑎 ∑𝑛𝑖=1 𝑥𝑖 2 + 𝑏 ∑𝑛𝑖=1 𝑥𝑖 = ∑𝑛𝑖=1 𝑥𝑖 𝑦𝑖 ………. (1)

and, 𝑎 ∑𝑛𝑖=1 𝑥𝑖 + 𝑛𝑏 = ∑𝑛𝑖=1 𝑦𝑖 ……….. (2)

Since, 𝑥𝑖 , 𝑦𝑗 are known, equations (1) & (2) give two equations in 𝑎 & 𝑏. Solving
for 𝑎 & 𝑏 from (1) & (2) & we obtain the best fit 𝑦 = 𝑎𝑥 + 𝑏.
Important Note:
(A) Equations (1) & (2) are called normal equations.
(B) Removing suffixes 𝑖 from (1) & (2), the normal equations are

𝑎 ∑ 𝑥 + 𝑛𝑏 = ∑ 𝑦 & 𝑎 ∑ 𝑥 2 + 𝑏 ∑ 𝑥 = ∑ 𝑥𝑦

These equations are obtained by taking ∑ 𝑜𝑛 both sides of 𝑦 = 𝑎𝑥 + 𝑏 and by


taking ∑ 𝑜𝑛 both sides after multiplying by 𝑥 on both sides of 𝑦 = 𝑎𝑥 + 𝑏.
𝑥−𝑎 𝑦−𝑏
(C) Transformation like 𝑋 = ,𝑌 = reduce the linear equation 𝑦 = 𝑎𝑥 + 𝑏
ℎ ℎ

to the form Y = AX + B. Hence, a linear fit is another linear fit in both systems of
co-ordinates.
15. By the method of least squares find the straight line to the data given below :

x 5 10 15 20 25
y 16 19 23 26 30

Solution : Let us consider, the straight line is, 𝑦 = 𝑎𝑥 + 𝑏.

The normal equations are :

𝑎 ∑ 𝑥 + 5𝑏 = ∑ 𝑦 …………(1)

𝑎 ∑ 𝑥 2 + 𝑏 ∑ 𝑥 = ∑ 𝑥𝑦 ………….(2)

Now, we have to calculate ∑ 𝑥, ∑ 𝑦, ∑ 𝑥 2 , ∑ 𝑥𝑦 and so we form the following table

𝑥 𝑦 𝑥2 𝑥𝑦
5 16 25 80
10 19 100 190
15 23 225 345
20 26 400 520
25 30 625 750
Total 75 114 1375 1885

The normal equations are : 75a + 5b = 114 ………..(3)

1375a + 75b = 1885 ……(4)

Solving (3) and (4), we get, a = 0.7, b = 12.3

Hence, the best fitting line is y = 0.7𝑥 + 12.3 ………… (P)

By Second Form :
𝑥−𝑎 𝑥−15
Let us consider, 𝑋= = where, 𝑎 = 15 (middle point of the column 𝑥)
ℎ 5

𝑦−𝑏 y−23
𝑌= = where, 𝑏 = 23 (middle point of the column 𝑦)
ℎ 5

Let us take, the line in new variable is : 𝑌 = 𝐴𝑋 + 𝐵


𝑥 𝑦 𝑋 𝑋2 𝑌 𝑋𝑌
5 16 −2 4 −1.4 2.8
10 19 −1 1 −0.8 0.8
15 23 0 0 0 0
20 26 1 1 0.6 0.6
25 30 2 4 1.4 2.8
Total 0 10 −0.2 7

The normal equations are : 𝐴 ∑ 𝑋 + 5𝐵 = ∑ 𝑌 ……….(5)

𝐴 ∑ 𝑋 2 + 𝐵 ∑ 𝑋 = ∑ 𝑋𝑌 ……(6)

Solving (5) and (6), we get, A = 0.7 and B = −0.04

∴ 𝑌 = 0.7𝑋 − 0.04
y−23 𝑥−15
 = 0.7 × − 0.04 = y − 23 = 0.7𝑥 − 10.5 − 0.2
5 5
 y = 0.7𝑥 + 33.3 ………………..…………….(Q)

Thus, the equations (P) and (Q) are same.

16. Fit a straight line to the data given below. Also estimate the value of y at x =2.5

x 0 1 2 3 4
y 1 1.8 3.3 4.5 6.3

Solution : Let us consider, the straight line is, 𝑦 = 𝑎𝑥 + 𝑏.


The normal equations are :
𝑎 ∑ 𝑥 + 5𝑏 = ∑ 𝑦 ……………….(1)
2
𝑎 ∑ 𝑥 + 𝑏 ∑ 𝑥 = ∑ 𝑥𝑦 ……………….(2)

𝑥 𝑦 𝑥2 𝑥𝑦
0 1 0 0
1 1.8 1 1.8
2 3.3 4 6.6
3 4.5 9 13.5
4 6.3 16 25.2
Total 10 16.9 30 47.1
From the above table, the equations can be re-written as

10a + 5b = 16.9 ………………… (3)

30a + 10b = 47.1 …………………(4)

Solving (3) and (4), we get,

a = 1.33, b = 0.72

Hence, the equation will be,

𝑦 = 𝑎𝑥 + 𝑏 = 1.33𝑥 + 0.72

At 𝑥 = 2.5, 𝑦 = 1.33 × 2.5 + 0.72 = 4.045

[ These two problems (Q. Nos. 15 & 16) are very important.]

You might also like