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[parent] mean square deviation (Definition)

If $f$ is a Riemann integrable real function on the interval $[a,\,b]$ which is wished to be approximated by another function $\varphi$ with the same property, then the mean $$m \;=\; \frac{1}{b\!-\!a}\int_a^b[f(x)\!-\!\varphi(x)]^2\,dx$$ is called the mean square deviation of $\varphi$ from $f$ .

For example, if $\sin{x}$ is approximated by $x$ on $[0,\,\frac{\pi}{2}]$ , the mean square deviation is $$\frac{2}{\pi}\int_0^{\frac{\pi}{2}}(\sin{x}-x)^2\,dx \,\approx\, 0.04923.$$




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See Also: variance, mean square error, average value of function

Other names:  mean squared error

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Cross-references: property, function, interval, real function, Riemann integrable
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This is version 5 of mean square deviation, born on 2008-09-07, modified 2009-09-12.
Object id is 11005, canonical name is MeanSquareDeviation.
Accessed 1271 times total.

Classification:
AMS MSC41A99 (Approximations and expansions :: Miscellaneous topics)
 26A06 (Real functions :: Functions of one variable :: One-variable calculus)
 26A42 (Real functions :: Functions of one variable :: Integrals of Riemann, Stieltjes and Lebesgue type)

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