SOLUTION: This is a question concerning least squares. I was asked to derive the math for fitting a straight line to a set of data points with unequal error bars. I don't know how to do this

Click here to see ALL problems on Linear Algebra

Question 125473: This is a question concerning least squares. I was asked to derive the math for fitting a straight line to a set of data points with unequal error bars. I don't know how to do this. Please help!
Thanks
Answer by stanbon(75887) (Show Source):
You can put this solution on YOUR website!
This is a question concerning least squares. I was asked to derive the math for fitting a straight line to a set of data points with unequal error bars. I don't know how to do this.
-------------------
You could use Google to look at how a least squares formula works; use
the search phrase "least squares linear regression".
-------------
Or, you might just think about it.
Plot a small sense of points in the 1st Quadrant.
Draw a line that "kind of" goes thru the middle
of the group.
Now, how would you move the line to get a "better fit"?
When you move it you are changing the DIFFERENCE in the
y coordinates between the line and a point that have
the same x-value.
some of those DIFFERENCES will be positive and some will
be negative. If you square them the numbers will all
be positive; you can add them; then take the square root.
Hopefully that will give you a number that is closer to
being "least squares number".
------------------
Get the idea?
===============
Cheers,
Stan H.