EE351KHW_13Fall2007

# EE351KHW_13Fall2007 - − ⎟ ⎠ ⎞ ⎜ ⎝ ⎛ ⎟ ⎠...

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THE UNIVERSITY OF TEXAS AT AUSTIN Department of Electrical and Computer Engineering EE 351K • Probability and Random Processes • Fall 2007 Assignment No. 13; Due Tuesday , December 4, 2007 Please include the following information on the first page of each assignment: (1) Your name (printed legibly), (2) Course number EE 351K , (3) Assignment Number , and (4) Due Date . Thank you. Problem 1 With respect to linear regression analysis, show that the following derivatives of the mean square error yield the following equations that α and β satisfy: () = = n i i i x y n 1 2 1 1 ε 0 = yields = + = = = n i i i n i i n i i y x x x 1 1 1 2 0 = yields = + = = n i i n i i y n x 1 1 Problem 2 Show the solution for and is given by 2 1 1 2 1 1 1

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Unformatted text preview: − ⎟ ⎠ ⎞ ⎜ ⎝ ⎛ ⎟ ⎠ ⎞ ⎜ ⎝ ⎛ ⎟ ⎠ ⎞ ⎜ ⎝ ⎛ − ⎟ ⎠ ⎞ ⎜ ⎝ ⎛ = ∑ ∑ ∑ ∑ ∑ = = = = = n i i n i i n i i n i i n i i i x x n y x y x n x y − = Problem 3 Show that best fit linear regression curve passes through the following two points ( ) y x , and ( ) β , . Problem 4 For the following data set, calculate x , y , 2 x s , 2 y s , xy C , xy r , and the best fit regression curve α + = x y . Also draw the scatter diagram and plot linear regression line. y ⇒ Height (in) ⇒ 60 72 74 66 64 68 x ⇒ Weight (lbs) ⇒ 100 180 190 150 120 170 Are height and weight correlated? Explain your answer....
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## This note was uploaded on 01/20/2010 for the course EE 351k taught by Professor Bard during the Spring '07 term at University of Texas.

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EE351KHW_13Fall2007 - − ⎟ ⎠ ⎞ ⎜ ⎝ ⎛ ⎟ ⎠...

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