Marks 1
One million random numbers are generated from a statistically stationary process with a Gaussian distribution with mean zero and standard deviation $$\sigma_0$$. The $$\sigma_0$$ is estimated by randomly drawing out 10,000 numbers of samples ($$x_n$$). The estimates $${\widehat \sigma _1}$$, $${\widehat \sigma _2}$$ are computed in the following two ways.
$$\matrix{ {\widehat \sigma _1^2 = {1 \over {100000}}\sum\nolimits\limits_{n = 1}^{10000} {x_n^2} } & {\widehat \sigma _2^2 = {1 \over {9999}}\sum\nolimits\limits_{n = 1}^{10000} {x_n^2} } \cr } $$
Which of the following statements is true?
Three points in the x-y plane are ($$-$$1, 0.8), (0, 2.2) and (1, 2.8). The value of the slope of the best fit straight line in the least square sense is _________ (Round off to 2 decimal places).
Marks 2
equation (i) $$10\,{x_2}\,\sin \,{x_1} - 0.8 = 0$$
$$\,\,\,\,\,\,\,\,\,\,\,\,\,\,$$ $$10\,x_2^2\, - 10\,{x_2}\cos \,{x_1} - 0.6 = 0$$
Assuming the initial values $${x_1} = 0.0$$ and $${x_2} = 1.0$$ the Jacobian matrix is