Abstract
In applications, it is often important to forecast the value of a random variable Y (which can be difficult or impossible to measure directly) using the observations of another random variable X (which can be more accessible for direct measurements). An important result of the probability theory is that when the two random variables are normal the forecast of Y in terms of X that minimizes the mean-square error is linear:
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 2013 Springer International Publishing Switzerland
About this chapter
Cite this chapter
Subramanian, S.V., Dutta, R. (2013). Statistical Analysis of Experimental Data Sets. In: Measuring SIP Proxy Server Performance. Springer, Cham. https://doi.org/10.1007/978-3-319-00990-2_9
Download citation
DOI: https://doi.org/10.1007/978-3-319-00990-2_9
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-00989-6
Online ISBN: 978-3-319-00990-2
eBook Packages: Computer ScienceComputer Science (R0)