Exercise 14.5.1. (a) Find the vector b that minimizes q i=1 yiib (xx) 2 . (b) For given weights wi, i = 1, .

Exercise 14.5.1.

(a) Find the vector b that minimizes qΣ

i=1



yi−μi−b

(x−μx)

2

.

(b) For given weights wi, i = 1, . . . ,q, find the vector b that minimizes qΣ

i=1 w2i



yi−μi−b

(x−μx)

2

.

(c) Find the vectors bi that minimize qΣ

i=1 w2i



yi−μi−b

i(x−μx)

2

.