lec02
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lec02.md
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# Activity 2
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Define mathematically the mean square error of a position estimate. Explain and justify your answer.
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The MSE is defined almost the same as variance, given by
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$$
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\frac{\sum{(x-\overline{x})^2}}{n}
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$$
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# Activity 3
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Prove that the following holds for Gamma distribution:
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$$
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\alpha = \frac{\overline{x}^2}{s^2}
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$$
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$$
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\beta = \frac{s^2}{\overline{x}}
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$$
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Which results by substition from the following:
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$$ \overline{x} = \alpha \beta, \quad s^2 = \alpha \beta^2 $$
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$$
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\alpha \left(\frac{\overline{x}}{\alpha}\right)^2 = s ^2
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$$
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yielding the first definition for $\alpha$.
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Substituting into the expression for $\beta$ results in
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$$
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\beta = \frac{\overline{x}}{\alpha} = \frac{\overline{x}}{\frac{\overline{x}^2}{s^2}} = \frac{s^2}{\overline{x}}
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$$
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