On a Certain Minimization Problem
- 1 October 1970
- journal article
- Published by Taylor & Francis in The American Statistician
- Vol. 24 (4) , 29-30
- https://doi.org/10.1080/00031305.1970.10477206
Abstract
Rao ([1], p. 475, equation 8c.6.10) considers a certain minimization problem in which one is required to minimize a sum of quadratic forms subjected to certain linear restrictions. The proof given by Rao, although elegant, is involved and complicated as he uses N dimensional geometric and regression theory arguments. Perhaps, an alternative simpler and straightforward algebraic proof of this minimization problem might be of interest.Keywords
This publication has 0 references indexed in Scilit: