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— The least squares estimatê xN minimizes the sum of the squared residuals N i=1 Aix − bi 2 over a finite set of observations (Ai, bi). At x = ˆ xN , the squared residuals Aî xN − bi 2 are called the " empirical costs ". Intuitively, the empirical costs carry information on the probability distribution of the cost AˆxN − b 2 that is paid for other, yet(More)