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Convex Combinations. Suppose we have data n observations for t variables ( x 1 , x 2 , …, x t ). Observation j ’s data are represented by ( x 1j , x 2j , …, x tj ). A convex combination of the data points is given by:. Notes. The γ cannot be negative. The sum of the γ must equal 1.
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Convex Combinations • Suppose we have data n observations for t variables (x1, x2, …,xt). Observation j’s data are represented by (x1j, x2j, …,xtj). • A convex combination of the data points is given by:
Notes • The γ cannot be negative. • The sum of the γ must equal 1. • γj represents the weight placed on data point j. • The same γjis applied to all variables.
