Least Square Method


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Added by Chong Cheng Chiang on November 03, 2000 at 09:39:23:

Given a set of data points, we need to fit a straight line y = a + bx to these set of points such that the sum of squares of the distances to this straight line, y = a + bx, from the given set of point is a minimum.

The normal equation is given by

an + b*(Summation)x = (Summation)y
a*(Summation)x + b*(Summation)x² = (Summation)xy

From these normal equations, the specific values of a and b can be determined.