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Re: How to minimize a sum
Posted:
Oct 10, 2013 4:35 PM


On Thu, 10 Oct 2013 22:15:46 +0200, Cristiano wrote:
> In this link: > http://en.wikipedia.org/wiki/Weighted_arithmetic_mean#Statistical_properties > > there is the formula sigma(x_bar) = sqrt(...). > I need to find the n w's which give the smallest possible sigma(x_bar). > Please, could somebody help me?
Your question might not be wellposed. If you are given a set of sigma_i values and want to minimize their weighted sum of squared values, and weights add up to 1, find the minimum sigma_j, set w_j = 1, and set w_i = 0 for i other than j. If weights don't have to add up to 1, set them all to zero, which gives sigma(x_bar)=0.
 jiw



