Satz (Arithmetisches Mittel minimiert quadratische Abweichung):

Sei x n MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEaabaaa aaaaaapeGaeyicI4SaeSyhHe6damaaCaaaleqabaWdbiaad6gaaaaa aa@3B47@ eine Stichprobe. Dann wird die quadratische Abweichung  f( t )= i=1 n ( x i t ) 2 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaaeaaaaaaaaa8 qacaWGMbWaaeWaaeaacaWG0baacaGLOaGaayzkaaGaeyypa0ZaaabC aeaadaqadaqaaiaadIhapaWaaSbaaSqaa8qacaWGPbaapaqabaGcpe GaeyOeI0IaamiDaaGaayjkaiaawMcaa8aadaahaaWcbeqaa8qacaaI YaaaaaqaaiaadMgacqGH9aqpcaaIXaaabaGaamOBaaqdcqGHris5aa aa@4738@für  t= x ¯ MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaaeaaaaaaaaa8 qacaWG0bGaeyypa0JabmiEayaaraaaaa@392B@ minimal, d.h. der arithmetische Mittelwert minimiert die quadratische Abweichung.

Satz (Median minimiert absolute Abweichung):

Sei x n MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiEaabaaa aaaaaapeGaeyicI4SaeSyhHe6damaaCaaaleqabaWdbiaad6gaaaaa aa@3B47@ eine Stichprobe. Dann wird die absolute Abweichung  f( t )= i=1 n | x i t | MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaaeaaaaaaaaa8 qacaWGMbWaaeWaaeaacaWG0baacaGLOaGaayzkaaGaeyypa0ZaaabC aeaadaabdaqaaiaadIhapaWaaSbaaSqaa8qacaWGPbaapaqabaGccq GHsislcaWG0baapeGaay5bSlaawIa7aaWcbaGaamyAaiabg2da9iaa igdaaeaacaWGUbaaniabggHiLdaaaa@47D4@ für  t= x 1/2 MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaaeaaaaaaaaa8 qacaWG0bGaeyypa0JaamiEamaaBaaaleGabaGTniaaigdacaGGVaGa aGOmaaqabaaaaa@3C2F@ minimal, d.h. der Median minimiert die absolute Abweichung.