Sum of squares of the deviations is minimum when deviations are taken from
$A.$ Mean
$B.$ Median
$C.$ Mode
$D.$ Zero
Answer
594.3k+ views
Hint:
The arithmetic average of the series disperses the whole series into individual minimum values therefore the sum of their squares is minimum.
Complete step by step solution:
When we take deviations around any arbitrary constant and we square them and sum them it will be minimum that is, Let the observations,
$\begin{align}
& X \\
& {{X}_{1}} \\
& {{X}_{2}} \\
& . \\
& . \\
& . \\
& {{X}_{n}} \\
\end{align}$
Then the arbitrary constants,
$\begin{align}
& X-A \\
& {{X}_{1}}-A \\
& {{X}_{2}}-A \\
& . \\
& . \\
& . \\
& {{X}_{n}}-A \\
\end{align}$
Then we have to square this we get,
$\begin{align}
& {{(X-A)}^{2}} \\
& {{({{X}_{1}}-A)}^{2}} \\
& {{({{X}_{2}}-A)}^{2}} \\
& . \\
& . \\
& . \\
& {{({{X}_{n}}-A)}^{2}} \\
\end{align}$
Then we sum the squares value we get $\sum{{{(X-A)}^{2}}}$
Basically we need to minimize the term $\sum{{{(X-A)}^{2}}}$
This sum is minimum only when $A=\overline{X}$
Always the value of this summation is greater than the similar value around mean.
So we have,
$\Rightarrow \sum{{{(X-A)}^{2}}\ge \sum{(X-\overline{X})\forall A}}$
Also we can simply say,
$\Rightarrow \sum{{{(X-A)}^{2}}\succ \sum{{{(X-X)}^{2}},A\ne \overline{X}}}$
Both are the same value.
How we can prove this means let take,
$\Rightarrow Y=\sum{{{(X-A)}^{2}}}$
If we want to minimize the term we know that we need to differentiate the term with respect to $A$
Then differentiate the term we get,
$\Rightarrow \dfrac{\partial Y}{\partial A}=2\sum{(X-A)(-1)}$
We know the first order condition,
That is,
$\Rightarrow \dfrac{\partial Y}{\partial A}=0$
So we take,
$\Rightarrow 2\sum{(X-A)(-1)=0}$
We do further,
$\Rightarrow 2\sum{X=2\sum{A}}$
Then we have,
$\Rightarrow \sum{X=\sum{A}}$
Then we can say the summation of arbitrary constant as $nA$
$\Rightarrow \sum{X=nA}$
$\Rightarrow A=\dfrac{\sum{X}}{n}$
Now the first order condition is about two things one is maximum and another is minimum. So we go for second order conditions. So we get,
$\Rightarrow \dfrac{\partial Y}{\partial A}=2\sum{(X-A)(-1)}$
Here $X$ is constant, $A$ is variable.
$\Rightarrow \dfrac{{{\partial }^{2}}Y}{\partial {{A}^{2}}}=-2\sum{(-1)}$
$\Rightarrow \dfrac{{{\partial }^{2}}Y}{\partial {{A}^{2}}}=2n\succ 0$
Now we are minimized the term $\sum{{{(X-A)}^{2}}}$
So we conclude that,
Sum of squares of the deviations is minimum when deviations are taken from the mean.
Note:
The sum of the squares of deviations of a set of values is minimum when taken about arithmetic mean.
The arithmetic average of the series disperses the whole series into individual minimum values therefore the sum of their squares is minimum.
Complete step by step solution:
When we take deviations around any arbitrary constant and we square them and sum them it will be minimum that is, Let the observations,
$\begin{align}
& X \\
& {{X}_{1}} \\
& {{X}_{2}} \\
& . \\
& . \\
& . \\
& {{X}_{n}} \\
\end{align}$
Then the arbitrary constants,
$\begin{align}
& X-A \\
& {{X}_{1}}-A \\
& {{X}_{2}}-A \\
& . \\
& . \\
& . \\
& {{X}_{n}}-A \\
\end{align}$
Then we have to square this we get,
$\begin{align}
& {{(X-A)}^{2}} \\
& {{({{X}_{1}}-A)}^{2}} \\
& {{({{X}_{2}}-A)}^{2}} \\
& . \\
& . \\
& . \\
& {{({{X}_{n}}-A)}^{2}} \\
\end{align}$
Then we sum the squares value we get $\sum{{{(X-A)}^{2}}}$
Basically we need to minimize the term $\sum{{{(X-A)}^{2}}}$
This sum is minimum only when $A=\overline{X}$
Always the value of this summation is greater than the similar value around mean.
So we have,
$\Rightarrow \sum{{{(X-A)}^{2}}\ge \sum{(X-\overline{X})\forall A}}$
Also we can simply say,
$\Rightarrow \sum{{{(X-A)}^{2}}\succ \sum{{{(X-X)}^{2}},A\ne \overline{X}}}$
Both are the same value.
How we can prove this means let take,
$\Rightarrow Y=\sum{{{(X-A)}^{2}}}$
If we want to minimize the term we know that we need to differentiate the term with respect to $A$
Then differentiate the term we get,
$\Rightarrow \dfrac{\partial Y}{\partial A}=2\sum{(X-A)(-1)}$
We know the first order condition,
That is,
$\Rightarrow \dfrac{\partial Y}{\partial A}=0$
So we take,
$\Rightarrow 2\sum{(X-A)(-1)=0}$
We do further,
$\Rightarrow 2\sum{X=2\sum{A}}$
Then we have,
$\Rightarrow \sum{X=\sum{A}}$
Then we can say the summation of arbitrary constant as $nA$
$\Rightarrow \sum{X=nA}$
$\Rightarrow A=\dfrac{\sum{X}}{n}$
Now the first order condition is about two things one is maximum and another is minimum. So we go for second order conditions. So we get,
$\Rightarrow \dfrac{\partial Y}{\partial A}=2\sum{(X-A)(-1)}$
Here $X$ is constant, $A$ is variable.
$\Rightarrow \dfrac{{{\partial }^{2}}Y}{\partial {{A}^{2}}}=-2\sum{(-1)}$
$\Rightarrow \dfrac{{{\partial }^{2}}Y}{\partial {{A}^{2}}}=2n\succ 0$
Now we are minimized the term $\sum{{{(X-A)}^{2}}}$
So we conclude that,
Sum of squares of the deviations is minimum when deviations are taken from the mean.
Note:
The sum of the squares of deviations of a set of values is minimum when taken about arithmetic mean.
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