Minimizing a Function: Finding the Optimal Value of a in f(a)

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In summary, the conversation discusses finding the value of a that minimizes the function f(a) by replacing (x_{i}-a) with ((x_{i}-\bar{x})+(\bar{x}-a)). The conversation also explores making the other two sums in the expression equal to zero and determining if the solution is a=\bar{x}.
  • #1
autre
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Homework Statement



Let [itex]f(a)=\frac{1}{n-1}\sum_{i=1}^{n}(x_{i}-a)^{2} [/itex]

Find the value of a that minimizes f(a) by replacing [itex](x_{i}-a)[/itex] by [itex]((x_{i}-\bar{x})+(\bar{x}-a))[/itex].


2. The attempt at a solution
[itex]f(a)=\frac{1}{n-1}\sum_{i=1}^{n}((x_{i}-\bar{x})+(\bar{x}-a))^{2}=\frac{1}{n-1}\sum_{i=1}^{n}((x_{i}-\bar{x})^{2}+(\bar{x}-a){}^{2}+2(x_{i}-\bar{x})(\bar{x}-a))=\frac{1}{n-1}[\sum_{i=1}^{n}(x_{i}-\bar{x})^{2}+\sum(\bar{x}-a){}^{2}+\sum2(x_{i}-\bar{x})(\bar{x}-a)][/itex]

I'm a little stuck here. Any ideas?
 
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  • #2
Any ideas, guys?
 
  • #3
autre said:
Any ideas, guys?

Try using [itex]\sum_{i=1}^{n} x_{i}=n \bar{x}[/itex].
 
  • #4
Thanks!
 
  • #5
autre said:

Homework Statement



Let [itex]f(a)=\frac{1}{n-1}\sum_{i=1}^{n}(x_{i}-a)^{2} [/itex]

Find the value of a that minimizes f(a) by replacing [itex](x_{i}-a)[/itex] by [itex]((x_{i}-\bar{x})+(\bar{x}-a))[/itex].


2. The attempt at a solution
[itex]f(a)=\frac{1}{n-1}\sum_{i=1}^{n}((x_{i}-\bar{x})+(\bar{x}-a))^{2}=\frac{1}{n-1}\sum_{i=1}^{n}((x_{i}-\bar{x})^{2}+(\bar{x}-a){}^{2}+2(x_{i}-\bar{x})(\bar{x}-a))[/itex]
[itex]=\frac{1}{n-1}\left[\sum_{i=1}^{n}(x_{i}-\bar{x})^{2}+\sum(\bar{x}-a){}^{2}+\sum2(x_{i}-\bar{x})(\bar{x}-a)\right][/itex]​

I'm a little stuck here. Any ideas?
In your final expression, the first sum doesn't depend on a. It's easy to make the other two equal to zero. Is that the minimum possible?

Is the third sum equal to zero for all values of a ?
 
  • #6
It's easy to make the other two equal to zero. Is that the minimum possible?

I know that the minimum should be the mean a = 1\n[itex]\sum x_i[/itex]. How do I make the other two equal to zero?
 
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  • #7
autre said:
I know that the minimum should be the mean a = 1\n[itex]\sum x_i[/itex]. How do I make the other two equal to zero?

What is [itex]\Sigma^n_1 (x_i-\bar{x})[/itex]?
 
  • #8
autre said:
I know that the minimum should be the mean a = 1\n[itex]\sum x_i[/itex]. How do I make the other two equal to zero?

Do you realize that [itex]\bar{x}[/itex] is:
[itex]\displaystyle\bar{x}=\frac{1}{n}\sum_{i=1}^{n}x_i \,?[/itex]​

So you're saying that the solution is [itex]a=\bar{x}\,.[/itex]
 

What is the concept of "minimizing a function"?

Minimizing a function involves finding the lowest possible value of a mathematical function or equation. This is often done in order to optimize a process or find the most efficient solution to a problem.

What is the difference between minimizing and maximizing a function?

Minimizing a function involves finding the lowest possible value, while maximizing a function involves finding the highest possible value. In both cases, the goal is to optimize the function, but the direction is different.

What are some common methods for minimizing a function?

Some common methods for minimizing a function include gradient descent, Newton's method, and the simplex algorithm. These methods use different approaches to iteratively find the minimum value of a function.

How do you know when a function has been minimized?

A function has been minimized when its value can no longer be decreased by making small adjustments to the input variables. This is known as a local minimum. In some cases, a global minimum can also be found, which is the absolute lowest possible value for the function.

What are some real-world applications of minimizing a function?

Minimizing a function has many real-world applications, such as in optimization problems in engineering, finance, and machine learning. It can also be used to find the most efficient solution in manufacturing processes or to minimize costs in business operations.

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