we need a “scoring rule” for errors, a way to weight and combine individual errors into a single measure of overall error. Fortunately, such a tool exists. It is the method of least squares, invented in 1795 by Carl Friedrich Gauss, a famous mathematical prodigy born in 1777, who began a career of major discoveries in his teens. Gauss proposed a rule for scoring the contribution of individual errors to overall error. His measure of overall error—called mean squared error (MSE)—is the average of the squares of the individual errors of measurement. Gauss’s detailed arguments for his approach to
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