Exercise 315 E

Show that SSQ(m) is minimized when m is the sample average 1/n 1 Y;.

Suppose that our first five data points are 6.4694, 5.096, 6.0359, 5.3725, 6.5354. The curve marked n = 5 in Figure 3.9 shows SSQ(m) using these data. Now imagine that we collect another five data points: 6.5529, 5.7963, 3.945, 6.1326, 7.5929. The curve marked n = 10 in Figure 3.9 shows SSQ(m) using all 10 points. Both curves have a minimum around 6 (which is the true value of M used to simulate the data). The curve marked n = 10 is uniformly higher than that marked

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