I'm trying to solve the following least squares problem:

\(\displaystyle \underset{x}{\text{min}} ||Ax - \tilde{b}||_2\)

where \(\displaystyle Ax = b\) and \(\displaystyle \tilde{b} = b + w\)

\(\displaystyle w\) is a vector resulting from some operations and is not necessarily Gaussian. Also, I have access to \(\displaystyle b\) and therefore, \(\displaystyle w\). My question is as follows:

Given a vector \(\displaystyle w\), how do I determine which distribution fits it best?

Thanks in advance! This is my first time here, and the presence of LaTeX is very heartening (Clapping)

\(\displaystyle \underset{x}{\text{min}} ||Ax - \tilde{b}||_2\)

where \(\displaystyle Ax = b\) and \(\displaystyle \tilde{b} = b + w\)

\(\displaystyle w\) is a vector resulting from some operations and is not necessarily Gaussian. Also, I have access to \(\displaystyle b\) and therefore, \(\displaystyle w\). My question is as follows:

Given a vector \(\displaystyle w\), how do I determine which distribution fits it best?

Thanks in advance! This is my first time here, and the presence of LaTeX is very heartening (Clapping)

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