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老師出了一題統計公課 因為實在遠離數學太久了~~ 可以請高手幫我解答或提示我那本參考書可以找到答案嗎? 感激不盡 T T 題目是: simple regression sample:(x1,y1),(x2,y2),...(xn,yn) Y=a+bx+ε ^ ^ E(Y)=a + b x 2 E~ N(0,σ ) n 2 n 2 L= Σ εi = Σ [yi-(a+b*xi)] i=1 i=1 ^ _ _ 2 _2 δL/δa=0 , δL/δb=0 證明:b =Σxiyi-nx y / Σxi - nx ^ _ ^ _ a = y- b * x 接下來還要證明下面四項,D式子我不太會微分 >"< Let L be a function of two variables with continuous second-order partial derivatives in some circle centered at a critical point(a,b) 2 and let D=Lxx(a,b)Lyy(a,b)-{Lxy(a,b)} (I) if D > 0 , Lxx(a,b)>0 ,then L has a relative minimum at (a,b) (II) if D > 0 , Lxx(a,b)<0 ,then L has a relative maximum at (a,b) (III) if D < 0 , then L has a saddle point at (a,b) (IV) if D = 0 , then no conclusion can be drown -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 140.116.61.154