Accession Number:

AD0621680

Title:

THE REDUCTION OF THE VARIANCE BY LEAST SQUARES POLYNOMIAL APPROXIMATION

Descriptive Note:

Corporate Author:

MITRE CORP BEDFORD MA

Personal Author(s):

Report Date:

1965-09-01

Pagination or Media Count:

26.0

Abstract:

Least squares approximations obtain parameters with a variance lower than those of the data from which they are obtained. A least squares polynomial approximation to observations may be used to obtain smoothed values of the observations or to make predictions. The reduction of the variance achieved by this process is determined for several special cases. Some properties of the Gram-polynomials necessary for the analysis are derived. Author

Subject Categories:

  • Numerical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE