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Topic: How to minimize a sum
Replies: 6   Last Post: Oct 11, 2013 6:20 AM

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James Waldby

Posts: 545
Registered: 1/27/11
Re: How to minimize a sum
Posted: Oct 10, 2013 4:35 PM
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On Thu, 10 Oct 2013 22:15:46 +0200, Cristiano wrote:

> In this link:
> 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 well-posed. 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.


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