(a) Consider the function \(F(q)=(q-i a-\mu b)^{2}\), where a and \(\mathbf{b}\)
are constant vectors, while for each choice of the vector \(q\) the scalars
\(\hat{A}\) and \(\mu\) are adjusted so as to minimize \(F(q) .\) Show that this
minimum \(F(\mathbf{q})=\mathbf{q}_{\perp}{ }^{2}\), where we define
\(\mathbf{q}_{\|}\)and \(\mathbf{q}_{\perp}\) by
\(\mathbf{q}=\mathbf{q}_{\|}+\mathbf{q}_{\perp}\), with \(\mathbf{q}_{\|}\)and
\(\mathbf{q}_{1}\) parallel and perpendicular, respectively, to the plane
containing a and \(\mathrm{b}\).
(b) Suppose a variable \(y\) is known to be a linear function of \(x, y=\) \(\alpha
x+\beta\), with \(x\) and \(\beta\) unknown constants. in order to determine these
constants experimentally, \(y\) is measured at \(N\) different values of the
variable \(x\), and a least squares fit of these data is made. If the
experimental values of \(y\) have equal standard errors \(\sigma\), the fit
\(i_{n}\) made by choosing \(a\) and \(b\) to minimize the quantity
$$
\chi^{2}=\sum_{i=1}^{N} \frac{1}{\sigma^{2}}\left(y_{i}-a x_{i}-b\right)^{2}
$$
so that \(a\) and \(b\) are lcast squares estimates of \(\alpha\) and \(\beta\). Show
that the random variable \(\chi^{2}\) has the chi-square distribution ( \(14-73\)
) but with \(N-2\) degrees of freedom.