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LudwigNagasena
8 days ago
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Why does a least squares fit appear to have a bias...
OLS estimator is the minimum-variance linear unbiased estimator even without the assumption of Gaussian distribution.
rjdj377dhabsn
8 days ago
[–]
Yes, and if I remember correctly, you get the Gaussian because it's the minimum entropy (least additional assumptions about the shape) continuous distribution given a certain variance.
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porridgeraisin
7 days ago
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And given a mean.
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