Let $y$ be an $n \times 1$ vector of observations. Consider the $n \times 1$ vector $\bar{y}$, which contains the mean of $y$ vector. How does one show that the $\bar{y}$ vector is given by $$\bar{y}=\vec{1} \left( \vec{1}^T \vec{1} \right)^{-1} \vec{1}^Ty$$ where $\vec{1}$ is the vector of ones (also $n \times 1$).
2026-04-19 11:57:00.1776599820
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Finding the mean ($\bar{y}$ vector) given $y$ vector
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Perhaps it's cleaner when written with inner products:
$$\overline{y} = \frac1n \begin{bmatrix} y_1+ \cdots + y_n \\ \vdots \\ y_1+ \cdots + y_n\end{bmatrix} = \left\langle y, \frac{\vec{1}}{\|\vec{1}\|}\right\rangle\frac{\vec{1}}{\|\vec{1}\|} = \frac1{\|\vec{1}\|^2}\langle y, \vec{1}\rangle \vec{1} = \frac1{\vec{1}^T\vec{1}}(\vec{1}^Ty)\vec{1} = \vec{1}(\vec{1}^T\vec{1})^{-1}(\vec{1}^Ty)$$
$\displaystyle\color{blue}{\vec{1}^Ty} = \sum_{i=1}^n 1\cdot y_i=\sum_{i=1}^n y_i$
$\displaystyle\color{red}{\vec{1}^T\vec{1}}=\sum_{i=1}^n 1\cdot 1 =n$
$\displaystyle\color{green}{({\vec{1}^T\vec{1}})^{-1}\,{\vec{1}^Ty}}=\frac{1}{\color{red}{\vec{1}^T\vec{1}}}\,\color{blue}{\vec{1}^Ty} =\frac{1}{n}\sum_{i=1}^n y_i=\bar y$
$\displaystyle\vec{1}\,\color{green}{({\vec{1}^T\vec{1}})^{-1}\,{\vec{1}^Ty}}=\vec{1}\bar y$