/*! This file is auto-generated */ .wp-block-button__link{color:#fff;background-color:#32373c;border-radius:9999px;box-shadow:none;text-decoration:none;padding:calc(.667em + 2px) calc(1.333em + 2px);font-size:1.125em}.wp-block-file__button{background:#32373c;color:#fff;text-decoration:none} Problem 5 Three objects are located on a l... [FREE SOLUTION] | 91Ó°ÊÓ

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Three objects are located on a line at points \(p_{1}

Short Answer

Expert verified
Use least squares: \( \hat{\beta} = (X^TX)^{-1}X^TY \).

Step by step solution

01

Define the Problem in Matrix Form

We need to express the relationship between true positions \(p_1, p_2, p_3\) and the measurements \(Y_1, Y_2, \ldots, Y_6\) using a matrix equation. This can be written as \( Y = X \beta + \epsilon \), where \(Y\) is the vector of measurements, \(X\) is the design matrix defining the relationship, \(\beta\) is the vector of parameters corresponding to \(p_1, p_2, p_3\), and \(\epsilon\) is the error vector.
02

Construct the Measurement Vector

Our measurement vector \(Y\) will be \( \begin{bmatrix} Y_1 \ Y_2 \ Y_3 \ Y_4 \ Y_5 \ Y_6 \end{bmatrix} \) based on the problem statement. These values represent observed distances subject to measurement error.
03

Set Up the Design Matrix

The design matrix \(X\) is designed based on our measurements: \[ X = \begin{bmatrix} 1 & 0 & 0 \ 0 & 1 & 0 \ 0 & 0 & 1 \ -1 & 1 & 0 \ -1 & 0 & 1 \ 0 & -1 & 1 \end{bmatrix} \]. This matrix relates each \(p_i\) to measurements.
04

Define the Parameter Vector

The parameter vector \(\beta\) consists of the unknown positions: \( \beta = \begin{bmatrix} p_1 \ p_2 \ p_3 \end{bmatrix} \). This vector is what we want to estimate.
05

Express the Least Squares Solution

To solve for \(\beta\), we use the least squares formula: \( \hat{\beta} = (X^TX)^{-1}X^TY \). This formula provides the estimate of \(\beta\) that minimizes the sum of squared differences between observed and predicted values.

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Key Concepts

These are the key concepts you need to understand to accurately answer the question.

Matrix Notation
Matrix notation is a powerful mathematical language used to describe and solve problems involving linear equations. Here, matrix notation simplifies our understanding of the relationships between variables by compactly representing complex systems of equations. A vector is simply a matrix with only one column or one row, allowing us to group several equations or measurements into a single entity.
In this exercise, we use matrix notation to model the relationships between positions of objects and their measured distances, with possible errors included. This approach enables us to apply algebraic techniques, such as solving for unknowns, more efficiently. The structure of our problem becomes evident in a single matrix equation: - The measurement vector, often denoted as \( Y \), contains all observed distance measurements.- The design matrix, referred to as \( X \), delineates how these measurements are related to the positions of the objects, called parameters.- The error vector \( \epsilon \) captures the measurement errors.
Finally, the parameter vector \( \beta \) stands for the true positions or values we're trying to estimate. Thus, the basic equation \( Y = X \beta + \epsilon \) concisely encapsulates the three core components of our estimation problem.
Design Matrix
The design matrix is key in the process of least squares estimation, as it effectively maps the measured data to the underlying parameters. Its main function is to define the linear relationships between the measurements (in vector \( Y \)) and the unknown parameters (in vector \( \beta \)).
In this context, our design matrix \( X \) is constructed based on the physical arrangement and distances between the objects. It has a specific structure: - Each row corresponds to a measurement, of which there are six.- Each column corresponds to a parameter, which in this case are the positions \( p_1, p_2, \) and \( p_3 \).
From the exercise, the design matrix \( X \) is given as: \[ X = \begin{bmatrix} 1 & 0 & 0 \0 & 1 & 0 \0 & 0 & 1 \-1 & 1 & 0 \-1 & 0 & 1 \0 & -1 & 1 \end{bmatrix} \] Each row translates a measurement into a relationship of the positions. For example, the fourth row "\(-1 , 1, 0\)" in the design matrix represents the measurement from \( p_1 \) to \( p_2 \), which tells us the measurement starting at \( p_1 \) adjusts to \( p_2 \). This alignment is essential for accurate parameter estimation through the least squares method, providing a mathematical bridge from abstract measurements to real-world locations.
Measurement Error
Measurement error is an unavoidable aspect of real-world observations, and it represents the deviation of measurements from their true values. In least squares estimation, acknowledging these errors is vital, as they can affect the accuracy of the parameter estimates. Understanding and managing measurement errors allow researchers to design more accurate and robust models.
In the context of this exercise, every measured distance \( Y_1, Y_2, ..., Y_6 \) is subject to potential error. Instead of expecting perfect accuracy, we express this imperfection as an error component \( \epsilon \) in our matrix equation \( Y = X \beta + \epsilon \). This term captures the unknown deviations from the true distances.
By including \( \epsilon \), we account for:- Random fluctuations that conceal the true values.- Systematic biases stemming from measurement tools or techniques.- Errors introduced by exterior conditions or human operation.
The goal of least squares estimation is to minimize these errors across all measurements, helping to ensure that the parameter estimation reflects the most likely true values. This involves finding parameters that minimize the squared differences between observed and estimated values.
Parameter Estimation
Parameter estimation is at the heart of data analysis where we aim to determine the values of unknown parameters from observed data. In this context, the method of least squares is employed to estimate the positions \( p_1, p_2, \) and \( p_3 \), vital for understanding object locations.
Giving a comprehensive strategy, the least squares method seeks parameter values that minimize the sum of squared differences between the measured observations and the model predictions. For matrix-based problems, this is neatly captured with the formula: \[\hat{\beta} = (X^TX)^{-1}X^TY\]This expression derives the vector \( \hat{\beta} \), which contains our estimates for \( p_1, p_2, \) and \( p_3 \). Here’s a clear breakdown:
  • \( X^T \) represents the transpose of the design matrix \( X \).
  • \( (X^TX)^{-1} \) is the inverse of the matrix product \( X^TX \), ensuring solvability.
  • \( X^TY \) is the matrix multiplication of the transpose design matrix with the measurement vector.
With this formula, least squares provides the best approximation of parameters, balancing all influences due to measurement errors. This structured approach to parameter estimation not only emphasizes precision but also robustness, drawing reliable conclusions from uncertain data.

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Most popular questions from this chapter

Find the least squares estimate of \(\beta\) for fitting the line \(y=\beta x\) to points \(\left(x_{i}, y_{i}\right)\) where \(i=1, \ldots, n\)

Show that the least squares estimates of the slope and intercept of a line may be expressed as $$ \beta_{0}=\bar{y}-\beta_{1} \bar{x} $$ and $$ \hat{\beta}_{1}=\frac{\sum_{i=1}^{n}\left(x_{i}-\bar{x}\right)\left(y_{i}-\bar{y}\right)}{\sum_{i=1}^{n}\left(x_{i}-\bar{x}\right)^{2}} $$

Chang (1945) studied the rate of sedimentation of amoebic cysts in water, in attempting to develop methods of water purification. The following table gives the diameters of the cysts and the times required for the cysts to settle through \(720 \mu \mathrm{m}\) of still water at three temperatures. Each entry of the table is an average of several observations, the number of which is given in parentheses. Does the time required appear to be a linear or a quadratic function of diameter? Can you find a model that fits? How do the settling rates at the three temperatures compare? (See Problem 7.) $$\begin{array}{c|c|c|c} \hline & \multicolumn{3}{|c} {\text { Setling Times of Cysts (sec) }} \\ \hline \text { Diameter }(\mu \mathrm{m}) & 10^{\circ} \mathrm{C} & 25^{\circ} \mathrm{C} & 28^{\circ} \mathrm{C} \\ \hline 11.5 & 217.1(2) & 138.2(1) & 128.4(2) \\ 13.1 & 168.3(3) & 109.3(3) & 103.1(4) \\ 14.4 & 136.6(11) & 89.1(13) & 82.7(11) \\ 15.8 & 114.6(17) & 73.0(11) & 70.5(18) \\ 17.3 & 96.4(8) & 61.3(6) & 59.7(6) \\ 18.7 & 80.8(5) & 56.2(4) & 50.0(4) \\ 20.2 & 70.4(2) & 46.3(1) & 41.4(2) \end{array}$$

Let \(Z\) be a random vector with 4 components and covariance matrix \(\sigma^{2} I .\) Let \(U=Z_{1}+Z_{2}+Z_{3}+Z_{4}\) and \(V=\left(Z_{1}+Z_{2}\right)-\left(Z_{3}+Z_{4}\right) .\) Use matrix methods to find \(\operatorname{Cov}(U, V)\)

Suppose that the independent variables in a least squares problem are replaced by rescaled variables \(u_{i j}=k_{j} x_{i j}\) (for example, centimeters are converted to meters.) Show that \(Y\) does not change. Does \(\hat{\beta}\) change? (Hint: Express the new design matrix in terms of the old one.)

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