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.. [ ]:
: 2. . . . (1,0 ). .: -
,
2003.
:
http://anubis.bsu.by/publications/elresources/Chemistry/blohin2.pdf . .
. , 2002. PDF , 1.4 . .
: Adobe Acrobat 5.0 .
2003
..
-
www.elbook.bsu.by
elbook@bsu.by
. .
2002
542(042)
24..73
70
, . . ;
. .
70
. .
: . 2 . . 2 / , . . - .: , 2002. - 67 .
ISBN 985-445-815-6
, .
IV .
542(042)
24..73
ISBN 985-445-815-6(. 2)
ISBN 985-445-792-3
@ . ., 2002
@, 2002
7 __________________________________________________________ 4
7.1. .
. ___________________ 4
7.2. . . . ___ 6
7.3. .
______________________________________________________________ 9
7.4. . _________________ 13
8 _________________________________________________________ 16
8.1. _______________________________ 16
8.2. ________________________________________________ 17
8.2.1.
8.2.2.
8.2.3.
______18
_____________________19
_____________________21
8.3. _____________________________________ 22
8.4. . _____________________________ 23
8.5. __ 24
8.6. _____________________________________ 26
9 _________________________________________________________ 28
9.1. . __ 28
9.2. ________________________________ 32
10 ________________________________________________________ 37
10.1. ________________ 37
10.2. ____ 40
10.3. 22: ,
___________________________ 42
11 ________________________________________________________ 45
11.1. 23_______ 45
11.2. ,
22 23 _________________________ 47
11.3. . 2k-1 _____________________ 50
12 ________________________________________________________ 54
12.1. _____ 54
12.2. , .
-____________________________________ 56
12.3. ,
_______________________________________________________________ 59
12.4. -______________________ 62
7
. . . . . , .
. ; . ; .
7.1. . .
,
,
, .
, ; () .
, , .
Y.
F ( x, y ) = P ( X < x , Y < y ) .
(7.1)
f (x, y)
F(x, y)
2 F ( x, y )
.
f ( x, y ) =
x y
(7.2)
(, Y) D
P[( X , Y ) D ] =
f ( x, y ) d x d y .
( )
(7.3)
:
1) :
f ( x, y ) 0 ;
(7.4)
2)
:
+ +
f ( x, y ) d x d y = 1 ;
(7.5)
3)
x
F ( x, y ) =
f ( x, y ) d x d y ;
(7.6)
4)
:
x +
F1 ( x ) = F ( x, ) =
f ( x, y ) d x d y ,
(7.7)
dF ( x )
f1 ( x ) = 1 =
dx
dF ( y )
f2 (y) = 2
=
dy
f ( x, y ) d y ,
(7.8)
f ( x, y ) d x .
(7.9)
(. . ), , , .
.
Y, (X, Y), ,
.
F(y/x), f (y/x).
:
f ( x, y ) = f1 ( x ) f ( y / x ) ,
(7.10)
f ( x, y ) = f 2 ( y ) f ( x / y ) .
(7.11)
f (y / x) =
f ( x, y )
=
f1 ( x )
f ( x, y )
(7.12)
(7.13)
f ( x, y ) d y
f (x / y ) =
f ( x, y )
=
f2 (y)
f ( x, y )
f ( x, y ) d x
7.2. . . .
,
. ,
.
Y .
, .
.
, (7.107.11)
f ( y / x ) = f 2 ( y ) f ( x / y ) = f1 ( x ) ,
(7.14)
f ( x, y ) = f1 ( x ) f 2 ( y ) .
(7.15)
(7.15) , ,
.
. X Y
D {X + Y } = M
{[X + Y M ( X + Y )] }= M {[X M ( X ) + Y M (Y )] }=
2
= M [ X M ( X )] 2 + 2 M { [ X M ( X )][Y M (Y )] } + M [Y M (Y )] 2 =
= D( X ) + 2M { [ X M ( X )][Y M (Y )] } + D(Y ) .
(7.16)
X Y ,
D( X + Y ) = D( X ) + D(Y ).
X Y ,
M
( [X mx ][Y m y ] ) 0 .
(7.17)
cov xy
x y
M [ X mx ] Y m y
x y
]) ,
(7.18)
x y X Y.
, (, ) , . , X Y : (
). rxy = 0
.
:
1
,
f ( x, y ) =
2 x y 1 r 2
) (
( x m ) 2 2r ( x m x ) y m y
y m y 2
1
x
, (7.19)
exp
+
2
2
2
y
x
x y
2(1 r )
r . X Y (. .
r = 0), (7.19) ,
1 ( x m )2
y my
1
x
f ( x, y ) =
exp
+
2
2 x y
2y
2 x
)2 =
( x mx )2
1
=
exp
2 x
2 2x
y my
1
exp
2 y
2 2y
)2 =
= f1 ( x ) f 2 ( y ),
(7.20)
. . X Y
, .
:
1) rxy X Y
;
2) rxy X Y ;
3) , , 1,
1 .
,
Y my
X mx
X0 =
, Y0 =
,
y
x
rxy : rx o y o = rxy . (7.16) (7.18) ,
2 ( X + Y ) = 2 ( X ) + 2 (Y ) + 2r xy 2 ( X ) 2 (Y ) .
(7.21)
2(X0) = 2(Y0) = 1,
2 ( X 0 + Y0 ) = 2 + 2rxy .
(7.22)
(X Y) ,
2 ( X 0 Y0 ) = 2 2rxy .
(7.23)
2(X0 + Y0) 0 2(X0 - Y0) 0,
2 + 2rxy 0 , 2 2rxy 0 ,
rxy 1 , rxy 1 ,
1 rxy 1 .
(7.24)
rxy = 1
y = b0 + b1 x ,
rxy = 1, b1 > 0; rxy = 1, b1 < 0.
e X Y , 1 < rxy < 1. rxy > 0 8
X Y, rxy < 0 . ,
, .
,
f ( x, y )
f (y / x) =
=
f1 ( x )
=
1
y 1 r2
y my
x
m
1
x
=
r
exp
2
2(1 r )
2
y
x
1
y my r
(x mx ) . (7.25)
=
exp
2
2
2
2(1 r ) y
y 1 r 2
x
Y
y
(x mx )
m y/x = m y + r
(7.26)
x
y/x = y 1 r 2 .
(7.27)
my/x Y . (7.26) Y
X.
(7.28)
mx/y = mx + r x y m y
y
X Y.
. (7.26) (7.28) , X Y .
7.3. .
- . Y n ,
9
(xi, yi), i = 1, 2, , n.
Y ,
(xi, yi) .
. ,
mx my
x y , 2x
2y s x2 s 2y . , covxy
cov*xy
1
=
n 1
(x x)(y y ).
i
(7.29)
i =1
(x x)(y y )
i
*
rxy
=
i =1
(n 1) s x s y
(7.30)
, r (1 r 2 ) / 2n . n > 50 1 %.
, rxy,
:
*
1 rxy
1.
(7.31)
X Y. ,
, ,
X Y , .
, r* ,
. ,
r* . n ( 20), (0: r = 0)
10
r * (1 r *2 ) / n .
(7.32)
= 0,95
:
1.96 (1 r *2 )
1.96 (1 r *2 )
r r *+
.
r *
n
n
(7.33)
0,95 , , 0 .
, n < 20,
, X Y.
. ,
X Y , . .
.
, , , r* - .
Pn ( r * r1 * )
, n X Y r* ( ), r1*. Pn
n r1* . 1.
, n
(xi, yi) , r1*. . 1 Pn ,
n
11
1
Pn , n
|r*| r1*
( , 0,01)
n
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
25
30
35
40
50
60
80
100
r1 *
0.1
0.94
0.90
0.87
0.85
0.83
0.81
0.80
0.78
0.77
0.76
0.75
0.73
0.72
0.71
0.70
0.69
0.68
0.67
0.63
0.60
0.57
0.54
0.49
0.45
0.38
0.32
0.2
0.87
0.80
0.75
0.70
0.67
0.63
0.61
0.58
0.56
0.53
0.51
0.49
0.47
0.46
0.44
0.43
0.41
0.40
0.34
0.29
0.25
0.22
0.16
0.13
0.08
0.05
0.3
0.81
0.70
0.62
0.56
0.51
0.47
0.43
0.40
0.37
0.34
0.32
0.30
0.28
0.26
0.21
0.23
0.21
0.20
0.15
0.11
0.08
0.06
0.03
0.02
0.01
0.4
0.74
0.60
0.50
0.43
0.37
0.33
0.29
0.25
0.22
0.20
0.18
0.16
0.14
0.12
0.11
0.10
0.09
0.08
0.05
0.03
0.02
0.01
0.5
0.67
0.50
0.39
0.31
0.25
0.21
0.17
0.14
0.12
0.10
0.08
0.07
0.06
0.05
0.04
0.04
0.03
0.03
0.01
0.01
0.6
0.59
0.40
0.28
0.21
0.15
0.12
0.09
0.07
0.05
0.04
0.03
0.02
0.02
0.01
0.01
0.01
0.01
0.01
0.7
0.51
0.30
0.19
0.12
0.08
0.05
0.04
0.02
0.02
0.01
0.01
0.01
0.8
0.41
0.20
0.10
0.06
0.03
0.02
0.01
0.01
0.9
0.29
0.10
0.04
0.01
, r1*. Pn 0,05 (
Pn 0,01), X Y ( 0,05
0,01 ).
, 5 (xi, yi) r1* = 0,9.
r* , |r*| 0,9, 5
Pn = 0,04 (. 1). ,
0,05.
12
7.4. .
n
, :
k
y ( x) = b0 + b1 x + b2 x + b3 x + ... = b0 +
b x
j
(7.34)
j =1
b0 bj
k
m y/x = ( x) = 0 + 1 x + 2 x + 3 x + ... = 0 +
x
j
(7.35)
j =1
. .
,
,
k.
, S
:
2
S=
y
i y ( xi ) = min .
i =1
(7.36)
,
(x)
, .
yi m ( yi ) = (xi)
i2 . 12 = 22 = = 2n = 2 .
Yi
f i ( yi ) =
1
1
exp 2 [ yi ( xi )]2 .
2
2
(7.37)
yi /2, yi + /2. i = 1, 2, , n
P=
f (y ) =
i
n n
( 2 )
n/2
i =1
1
= K exp 2
1
exp 2
2
[ yi ( xi )] =
i =1
n
[ yi ( xi )] ,
i =1
n
(7.38)
, (xi).
, 2
,
n
[y
( xi )]2 = min .
i =1
,
.
.
y ( x) = f ( x, b0 , b1 , b2 , ..., bk ) .
(7.40)
S=
y
i y ( xi ) = min .
i =1
S ,
S
S
S
= 0,
= 0,
= 0, ... ,
b0
b1
b2
S
= 0,
bk
(7.41)
y ( xi )
2 yi y ( xi )
= 0,
0
i =1
2 y
i =1
y ( xi )
y ( xi )
= 0,
b1
,
14
(7.42)
2 y
i =1
y ( xi )
y ( xi )
= 0.
bk
(7.42)
y ( xi )
yi
b
0
i =1
y
i =1
y ( xi )
b1
i =1
y ( xi )
= 0,
y ( xi )
b0
y (x )
i
i =1
y ( xi )
= 0,
b1
(7.43)
,
n
y ( xi )
yi
b
k
i =1
i =1
y ( xi )
= 0.
y ( xi )
bk
(k + 1) ,
(7.40), . .
. S 0 ,
. (7.43)
, S.
15
8
. . , . ,
. .
8.1.
(xi, yi) n.
y = b0 + b1 x .
(8.1)
(7.43) ,
y ( xi ) = b0 + b1 xi ,
i =1
i =1
yi (b0 + b1xi )
n
= 0,
yi xi (b0 + b1xi ) xi
i =1
= 0,
(8.2)
i =1
nb0 + b1
xi = yi
i =1
b0
xi
+ b1
i =1
i =1
xi2
i =1
yi xi
(8.3)
i =1
,
n
i =1
i =1
yi
b0 =
i =1
xi2
i =1
i =1
2
xi xi yi
xi2
xi
i =1
16
(8.4)
n
b1 =
i =1
i =1
i =1
xi yi xi yi ( xi x) ( yi y)
n
xi2
i =1
xi
i =1
i =1
( xi x) 2
i =1
( xi x) ( yi y)
=
i =1
(n 1) s x2
(8.5)
(8.3) , b0
b1 ,
, , :
b0 = y b1 x .
(8.6)
(8.5)
n
*
rxy
(xi x )( yi y )
=
i =1
(n 1) s x s y
b1 (n 1) s x2 b1s
=
=
(n 1) s x s y
sy
(8.7)
Y .
8.2.
, . ,
.
.
,
1)
y;
2) yi ;
3) i , si2 .
17
8.2.1.
.
1. i m .
f. = n (m 1)
n
2
s.
si2
i =1
.
n
n
2
s.
m
y i y ( xi )
i =1
(8.8)
,
(8.9)
nl
l (
c l = 2),
1
yi =
m
iu
(8.10)
u =1
f. = n l.
2
2
F = s.
/ s.
.
(8.11)
F
F1-p(f1, f2) f1 = f.
f2 = f., .
2. , m ,
2
s.
yi y ( xi )
i =1
nl
18
(8.12)
(y
0
u
2
s.
y0
1
, y =
m
u =1
m 1
0
i
(8.13)
u =1
(8.11),
f2 = f. = m 1.
3. , .
F=
s 2y ( f1 )
2
s.
( f2 )
(8.14)
(y y)
s 2y =
i =1
.
(8.15)
n 1
F F1-p(f1, f2)
f1 = n 1 f2 = n l,
.
8.2.2.
tj =
bj
s (b j )
(8.16)
bj j- ; s(bj) j- . tj
t1-p/2
f j- , bj
.
:
19
s (b0 ) =
s (b1 ) =
s2
2
n
n
xi2
xi ,
n
i =1
i =1
2
xi
i =1
( s n)
2
(8.17)
2
n
n
n xi xi ,
i =1
i = 1
(8.18)
s2
2
s =
2
2
f . s.
+ f . s.
f . + f .
2
2
n(m 1) s.
+ (n l ) s.
n(m 1) + (n l )
(8.19)
s2
f = n(m 1) + (n l ) = nm n + n l = nm l .
(8.8) (8.9) (8.12) (8.13).
2
(. . m = 1), s 2 = s.
f = f. = n l.
(8.12).
.
b 0
t= 0
,
(8.20)
s (b0 )
0 b0. ,
4,
b0 s (b0 ) t1 p/2 0 b0 + s (b0 ) t1 p/2 ,
(8.21)
0 = b0 s (b0 ) t1 p/2 ,
(8.22)
t1-p/2 t- f
.
b1:
b1 s (b1 ) t1 p/2 1 b1 + s (b1 ) t1 p/2 ,
(8.23)
20
1 = b1 s (b1 ) t1 p/2 .
(8.24)
(8.22) (8.24), :
y = 0 + 1 x = (b0 s (b0 ) t1 p/2 ) + (b1 s (b1 ) t1 p/2 ) x .
8.2.3.
,
.
, ( ) .
, ,
. , , .
t=
y m y/x
(8.25)
s ( y)
my/x Y ;
s ( y ) ,
s 2 ( y ) = s 2 (b0 ) + x 2 2 x x s 2 (b1 )
(8.26)
f = nm 2, s2, (8.19), f = n 2,
2
s 2 = s.
. x :
m y/x = y ( x) t1 p / 2 s ( y ) ,
(8.27)
t1-p/2 t- f
( 0,05).
,
, . , . (8.27)
( ) 21
. ,
,
. , .
8.3.
,
Y
=
2
(n l ) s.
(n 1) s 2y
(8.28)
( ) (8.12) (8.15) . , .
= 1
(8.29)
,
0 1.
(8.30)
, .
. , = 1.
= 0
.
:
= 1
2
(n 2) s.
(n 1) s 2y
22
= r* .
(8.31)
8.4. .
, . .
. .
, Y
y ( x) = b0 + b1 x + b2 x 2 .
(8.32)
y ( x)
y ( x)
y ( x)
= 1,
= x,
= x2 ,
b1
b2
b0
(8.33)
(7.43)
b0 n + b1
i =1
i =1
xi + b2
b0
xi + b1
i =1
n
b0
i =1
xi2
+ b2
i =1
xi2
+ b1
xi2
yi ,
i =1
xi3
i =1
xi3
+ b2
i =1
i =1
xi yi ,
(8.34)
i =1
xi4
xi2 yi .
i =1
(8.34),
.
.
.
k- k + 1 . ,
( ) k + 1 ( sk2 +1 ) ,
23
k- ( sk2 ).
F = sk2 / sk2+1 ,
sk2
( yi y ( xi ))
i =1
n (k + 1)
sk2+1
( yi y ( xi )) 2
i =1
n ( k + 2)
(8.35)
z=
a0 a1x
z = a0 t a1
(8.36)
y = b0 + b1 x :
ln z = ln a0 + x ln a1 ,
ln z = ln a0 + a1 ln t ,
y = ln z , b0 = ln a0 , b1 = ln a1 ,
y = ln z , b0 = ln a0 , b1 = a1 , x = ln t .
(8.37)
(8.38)
(8.37) (8.38) .
- .
1.
S H 1
ln K =
,
(8.39)
R
R T
24
S .
K T. :
S
H
1
, b1 =
,x= .
R
R
T
b0 b1 .
S = R (b0 s (b0 ) t1 p/2 ) = R b0 R s (b0 ) t1 p/2 ,
y = b0 + b1 x , y = ln K , b0 =
H
1
, x= .
R
T
H = R (b1 s (b1 ) t1 p/2 ) = ( R b1 R s (b1 ) t1 p/2 ) .
y = b0 + b1 x , y = ln P, a = b0 , b1 =
3. :
1 C
(8.41)
k = ln 0 ,
t C
ln C = ln C0 k t ,
k , 0
t . :
y = b0 + b1 x , y = ln C , b0 = ln C0 , b1 = k , x = t .
b1 ,
:
25
y = b0 + b1 x1 + b2 x2 + ... + bk xk .
(8.42)
, . .
n
S=
yi yi = min ,
i =1
(8.43)
S
= 0, ... ,
b1
S
= 0.
bk
(8.44)
(k + 1) ,
(8.44).
, Y X1 X2. (x1i, x2i, yi)
n.
y = b0 + b1 x1 + b2 x2 .
(8.45)
y
= 1,
b0
y
= x1 ,
b1
y
= x2 .
b2
(8.46)
, (8.44),
:
2 yi y i
= 0,
b0
i =1
26
2 y y by
2 y y by
(8.47)
i =1
n
= 0,
= 0.
i =1
, y i = b0 + b1 x1i + b2 x2 i (8.46),
b0 n + b1
n
b0
i =1
i =1
i =1
x1i + b2 x2i = yi ,
n
x1i + b1
i =1
b0
i =1
x1i2
+ b2
(8.48)
i =1
i =1
i =1
i =1
x2 i2
x2 i yi .
i =1
b0, b1 b2,
(8.45).
1 2
n
(x1i x1 )(x2i x2 )
r * ( x1 , x2 ) =
i =1
(n 1) s ( x1 ) s ( x2 )
27
(8.49)
9
, . .
9.1. .
( ),
, .
. ( )
. ,
,
.
.
, . ,
. ,
,
. .
, :
1) ;
2) ;
3) ,
( ).
: .
. , . , . 28
, .
,
k ( k ai, i = 1, 2, , k). yij j-
ni ( j = 1, 2, , ni), i-
(. 2).
2
1
2
1
y11
y12
y1n
B1, C1
y21
y22
y 2n
B2, C2
k
yk1
yk2
y kn
Bk, Ck
,
:
yij = + i + ij ,
(9.1)
; i , i-; ij i-. ,
( + i) 2..
,
( + i) :
H 0 : m1 = m2 = ... = mk = m ,
(9.2)
mi = M{ + i}.
,
(n1 = n2 = = nk = n).
N = n1 + n2 + ... + nk = kn .
(9.3)
() i-
29
Bi =
yij ,
(9.4)
j =1
i-
Ci =
yij 2 .
(9.5)
j =1
i-
n
yij
yi =
j =1
Bi
,
n
(9.6)
N
1
y=
N
1
1
yij =
yi =
Bi .
k
kn
i =1 j =1
i =1
i =1
(9.7)
s2 =
( yij y) 2
i =1 j =1
N 1
k
1
=
N 1 i =1
yij 2
j =1
k
1
N i =1
yij
j =1
2
k
k
1
1
=
Ci
Bi ,
N 1 i =1
N i =1
(9.8)
i-
2
n
n
n
1
1
1
y 2
( yij yi ) 2 =
si2 =
yij =
ij
n 1 j =1
n 1 j =1
n j =1
Bi2
1
C
i
.
n 1
n
(9.9)
si2 ( ), 2.,
,
30
2
s
1
=
k
si2
(9.10)
i =1
f = k(n 1) = N k. :
2
.
2A s 2 s
(9.11)
:
1
k -1
( yi y ) 2 2A +
i =1
2
s2
2A + .
n
n
(9.12)
, .
s 2A
n
=
k -1
( y y)
i
2
n 2A + s
(9.13)
i =1
fA = k 1 (9.2) .
2
, ( H 0 : 2A =
) , :
(s
2
A
2
s
F1 p ,
(9.14)
2
,
. . s 2A s
( ).
, 2
H1 : 2A >
.
(s
2
A
2
s
> F1 p ,
(9.15)
( + i) ( ). ,
, ,
.
(9.13):
2A
2
s 2A s
=
.
n
31
(9.16)
,
k
Bi2 1
1
sA =
k -1
ni N
i =1
i =1
Bi
(9.17)
, ,
2
s
f i si2
i =1
fi ,
(9.18)
i =1
2
fi = ni 1. s
f = N k.
2
s 2A s
, . . (9.15),
k 1 2
2
2A
s A s
.
(9.19)
N 1
9.2.
.
k (i = 1, 2, , k), m
( j = 1, 2, , m). n (q = 1, 2, , n).
N = nkm. yijq q- , i- j- .
,
:
yijq = + i + j + i j + ijq ,
(9.20)
( ); i j
, i-
j- ; ijq , 2
; ij . ij
(ij)- - (9.20), 2AB
.
32
(. 3) ,
,
yij = + i + j + ij .
(9.21)
3
. 3
3 (k)
b1
y11
y21
y31 (yk1)
y1
b2
y12
y22
y32 (yk2)
y2
b3 (bm)
y13
y23
y33 (ykm)
y1
y2
y3 ( y k )
y3 ( y m )
'
'
'
'
'
y i y j :
m
yij
yi =
j =1
yij
'
, yj =
i =1
(9.22)
yi .
(9.23)
y :
k
1
y=
km i = 1
1
yij =
k
j =1
i =1
.
,
, .
, k ,
2B
2
1
+
k
m 1
( y
m
'
j
j =1
33
(9.24)
2A
1
+
m
k 1
2
(
)
y
y
.
i
(9.25)
i =1
, , .
. i- :
si2
1
=
m 1
( y
yi
ij
2
) 2 2B +
.
(9.26)
j =1
(9.26) , :
2B
2
+
2
i
(9.27).
i =1
(9.24) (9.27),
2
2
1
k
k
si2
i =1
m 1
( y
m
'
j
(9.28)
j =1
1
(m 1)
si2 k
(k 1)(m 1)
i =1
(
m
j =1
2
. (9.29)
y j y s
'
2
f = (k 1)(m 1) s
.
:
s A2
s B2
m
=
k 1
2
2
(
)
m 2A + s
,
y
y
i
(9.30)
i =1
k
=
m 1
( y
m
'
j
2
k 2B + s
j =1
fA = (k 1) fB = (m 1).
34
(9.31)
:
s 2A
s B2
F1 p ( f A , f ) () 2 F1 p ( f B , f ) ,
2
s
s
(9.32)
(i = 0 () j = 0).
( ) (9.32) , () . , , .
,
n (u = 1, 2, , n),
.
, , . 3 y11
y111, y112, , y11n . y ij
( ):
n
1
y ij =
n
(9.33)
iju
u =1
1
yi =
m
j =1
1
y=
km
1
y ij , y j =
k
'
i =1 j =1
1
y ij =
k
ij
(9.34)
i =1
k
(9.35)
i =1
s 2A s B2 (9.30) (9.31).
2
s
1
=
mk
sij2 ,
(9.36)
i =1 j =1
sij2
1
=
n 1
2
(
)
y
y
.
iju
ij
u =1
35
(9.37)
2
s
f = mk (n 1).
,
m
k m
2
n
2
'
y ij y i k
y j y , (9.38)
(k 1)(m 1)
j =1
i =1 j =1
s 2AB
2
s
.
(s
2
A
(s
2
s
> F1 p ( f A , f ) ,
(s
2
AB
2
B
2
s
> F1 p ( f B , f ) ,
2
s
> F1 p ( f AB , f ) ,
(9.39)
.
2.
,
. , :
(s
(s
)
)> F
2
A
s 2AB > F1 p ( f A , f AB ) ,
2
B
s 2AB
1 p
36
( f B , f AB ) .
(9.40)
10
. . 22: , .
10.1.
( ),
, : N = km. ().
k n,
N = nk .
(10.1)
2
, k = 2 n = 3 (. 3, 9), N = 3 = 9.
, , (). ,
.
n . n = 2.
N = 23 = 8 (. 4).
4
c1
c2
1
b1
*y111
y112
2
b2
y121
*y122
b1
y211
*y212
b2
*y221
y222
yijq = + i + j + q + ijq ,
(10.2)
: , , .
37
, .
n x n , n ( ) ,
. 2 x 2:
AB
c1 c2
;
(10.3)
BA
c2 c1
3 x 3:
c1 c2 c3
ABC
B C A c2 c3 c1 .
C AB
c3 c1 c2
(10.4)
, ,
( (10.3) (10.4)).
.
, n2. , n = 2
22 ( ) 2 x 2 (. 5). , . 5, . 6. .
5
2 x 2
a1
a2
b1
c1
c2
b2
c2
c1
2 x 2 , . 5
. , . . 6 23 (
. 4 ).
38
6
2 x 2
(k = 3, n = 2, N = 4)
1
2
3
4
1
1
2
2
b1
b2
b1
b2
c1
c2
c2
c1
y111
y122
y212
y221
3 x 3
(. 7). 32, () (10.4). 32 1/3 33.
7
3 x 3
A
a1
b1
c1
a2
c2
a3
c3
y1
y4
y7
b2
c2
c3
c1
y2
y5
y8
b3
c3
c1
c2
y3
y6
y9
n (, n = 4, N =43 = 64,
4 x 4 N = 42 = 16).
,
, .
, q. , , ,
. 7,
y + y6 + y8
y + y4 + y9
y + y5 + y7
C1 = 1
.
(10.5)
, C2 = 2
, C3 = 3
3
3
3
39
.
,
( ) .
. ,
, .
10.2.
(, , )
, , , , ():
y = (x1, x2,, xk).
(10.6)
-
.
,
, ,
.
, .. ,
(10.6):
k
y = 0 +
x +
j j
j =1
uj xu x j
u , j =1
u j
2
jj x j
j =1
iuj xi xu x j
i ,u , j =1
iu j
40
+ ... ,
(10.7)
0 = (0), j =
jj =
(0)
(0)
, uj =
,
xj
xu x j
( 0)
(0)
.
,
=
iuj
xi xu x j
2 x 2j
(10.8)
-
(10.7) b0, bj, buj,
bjj, buij,
.
y = b0 +
b x + b x x +
uj u j
j j
j =1
u , j =1
u j
b jj x 2j
j =1
iuj xi xu x j
+ ...
i ,u , j =1
iu j
iuj xi xu x j
+ ... ,
(10.9)
i ,u , j =1
iu j
b0 ; bj ; buj
; bjj ; buij
.
, (,
, ,
, ).
, , , .
.
( )
. . ,
,
. 41
,
, , .
10.3. 22: ,
()
N = nk ,
(10.10)
n , k ( j = 1, 2, , k). 2k
, k . .
, (y) (): (z1) 50100 (z2) 12 . N = 22 = 4 . ( ):
xj =
z j z oj
zj
(10.11)
z oj
z max
+ z min
j
j
2
, zj =
z max
z min
j
j
2
(10.12)
z max
z min
j-.
j
j
( z1o , z 2o ) , ; z1 z2 z1 z2.
(10.11) (10.12), 1 2
1, +1,
. . 8 22, (. 1).
42
8
22
1
2
3
4
z1 (oC)
50
50
100
100
z2 ()
1
2
1
2
x1
1
1
+1
+1
, y
x2
1
+1
1
+1
y1
y2
y3
y4
. 1. 22
y = b0 + b1 x1 + b2 x2 .
(10.13)
b0 0 = 1;
. 9. ,
y j
(. 9), :
N
bj =
x
i =1
43
ji yi
(10.14)
9
22
1
2
3
4
+1
+1
+1
+1
1
1
+1
+1
1
+1
1
+1
y1
y2
y3
y4
, b1
1
b1 =
4
x1i yi =
i =1
[ y1 + y 2 y3 + y 4 ]
.
4
(10.15)
y = b0 + b1 x1 + b2 x2 + b12 x1 x2 .
(10.16)
b12
, . 9, x1x2,
(. 10).
10
22
1
2
3
4
0
+1
+1
+1
+1
1
-1
-1
+1
+1
2
-1
+1
-1
+1
12
+1
-1
-1
+1
y
y1
y2
y3
y4
x1 x2:
(10.17)
( x1 x2 )i = x1i x2i .
b12 , :
1
b12 =
N
i =1
1
( x1 x2 )i yi = [ y1 y2 y3 + y4 ] .
4
44
(10.18)
11
23.
, 22 23. . 2k-1.
11.1. 23
23,
. N = 8 .
(10.11) (10.12).
. 11,
(. 2).
11
23
x1
1
+1
1
+1
1
+1
1
+1
1
2
3
4
5
6
7
8
x2
1
1
+1
+1
1
1
+1
+1
x3
1
1
1
1
+1
+1
+1
+1
, y
y1
y2
y3
y4
y5
y6
y7
y8
y = b0 + b1 x1 + b2 x2 + b3 x3 + b12 x1 x2 + b13 x1 x3 +
+ b23 x2 x3 + b123 x1 x2 x3 ,
(11.1)
. 2. 23
12
23
x0
x1
x2
x3
x1 x2
x1 x3
x2 x3
x1x2x3
1
2
3
4
5
6
7
8
+1
+1
+1
+1
+1
+1
+1
+1
1
+1
1
+1
1
+1
1
+1
1
1
+1
+1
1
1
+1
+1
1
1
1
1
+1
+1
+1
+1
+1
1
1
+1
+1
1
1
+1
+1
1
+1
1
1
+1
1
+1
+1
+1
1
1
1
1
+1
+1
1
+1
+1
1
+1
1
1
+1
y1
y2
y3
y4
y5
y6
y7
y8
22, (11.1) y
,
(.
(10.14) (10.18)).
, , b123
:
1
b123 = [ y1 + y 2 + y3 y 4 + y5 y 6 y 7 + y8 ].
(11.2)
8
46
11.2.
,
22 23
, - .
( ( z1o , z 2o ) ( z1o , z2o , z3o ) 22
23 ) m .
,
,
m
(y
o
u
2
s
=
yo
u =1
m 1
(11.3)
yuo u- (u = 1, 2, , m), y o . ,
,
s
s (b j ) =
.
(11.4)
N
.
0: j = 0; .
t-:
tj =
bj
s (b j )
bj
s
N,
(11.5)
tp(f ) ( 0,05) f = m 1.
tj > tp(f ), . , tj tp(f ), , .
,
(11.1) , ,
, .
47
y = b0 + b1 x1 + b2 x2 + b3 x3 ,
(11.6)
b0, b1, b2 b3 -
, .
, , , , .
2
2
F = s
s
,
(11.7)
( )
2
s
2
s
1
=
N l
( yi y i ) 2 ,
(11.8)
i =1
l ( l = 4). ,
F F1 p ( f1 , f 2 ) ,
(11.9)
F1-p (f1, f2) = 0,05
f1 = f = N l f2 = f = m 1.
, m .
23;
( (11.6)). . 13.
:
m
1
yi =
yiu ,
m u =1
si2
1
( yiu y i
=
m 1 u =1
48
(11.10)
)2 .
(11.11)
13
23
x0
x1
x2
x3
yi
si2
+1
y1
s12
+1
+1
y2
s22
+1
+1
y3
s32
+1
+1
+1
y4
s42
+1
+1
y5
s52
+1
+1
+1
y6
s62
+1
+1
+1
y7
s72
+1
+1
+1
+1
y8
s82
.
2
smax
G= N
(11.12)
2
i
i =1
1
=
N
2
i
(11.13)
i =1
f = N (m 1).
1
bj =
N
ji
yi .
(11.14)
i =1
m
, . .
2
s 2 ( y ) = s
m,
(11.15)
:
49
s (b j ) =
s
Nm
1
N m
2
i
(11.16)
i =1
tj =
bj
s (b j )
> tp( f ),
(11.17)
tp(f ) = 0,05
f = N (m 1), .
.
N
m
2
s
=
( y
yi ) 2
i =1
,
(11.18)
N l
l .
,
F=
2
s
2
s
F1 p ( f , f ) ,
(11.19)
50
y = b0 + b1 x1 + b2 x2 + b3 x3 .
(11.20)
23 8 .
4 ,
22 (. 10, 10) 12
3.
23-1, 23, . 14.
14
23-1
1
2
3
4
0
+1
+1
+1
+1
1
1
1
+1
+1
2
1
+1
1
+1
3
+1
1
1
+1
y
y1
y2
y3
y4
(11.20),
,
.
:
b1 1 + 23 , b2 2 + 13 , b3 3 + 12 .
(11.21)
4 ,
(, 23 1). , ,
x3 = x1 x2 ,
(11.22)
, 2k (k + 1)- .
(11.22) x3,
51
x32 = x1 x2 x3 .
(11.23)
I = x1 x2 x3
(11.24)
, . I x1, x2 x3,
x1 = x12 x2 x3 = x2 x3 , x2 = x1 x22 x3 = x1 x3 ,
x3 = x1x2 x32 = x1 x2 ,
(11.25)
(11.21).
k 4
. ,
,
.
, , 24-1, 24. 23 (. 12). :
x4 = x1 x2 x3 ,
(11.26)
x4 = x1 x3 .
(11.26)
I = x1 x2 x3 x4 .
(11.27)
(11.28)
x1 = x2 x3 x4 , b1 1 + 234 ; x2 = x1 x3 x4 , b2 2 + 134 ;
x3 = x1x2 x4 , b3 3 + 124 ; x4 = x1 x2 x3 , b4 4 + 123 ;
x1 x2 = x3 x4 , b12 12 + 34 ; x1 x3 = x2 x4 , b13 13 + 24 ;
x1 x4 = x2 x3 , b14 14 + 23 .
(11.29)
. , (11.26) , .
(11.27)
I = x1 x3 x4 .
(11.30)
52
x1 = x3 x4 , b1 1 + 34 ; x2 = x1 x2 x3 x4 , b2 2 + 1234 ;
x3 = x1 x4 , b3 3 + 14 ; x4 = x1 x3 , b4 4 + 13 ;
x1 x2 = x2 x3 x4 , b12 12 + 234 ; x2 x3 = x1 x2 x4 , b23 23 + 124 ;
x2 x4 = x1 x2 x3 , b24 24 + 123 .
(11.31)
,
x4 = x1x3 , .
:
k + 1 N < 2k ,
(11.32)
k . (N = k + 1),
,
.
,
.
, 2k 2k-1 : ; ;
.
53
12
.
, . -. ,
.
-.
12.1.
k ( (k+1)- ), () y ( ), . .
y = ( x1 , x2 ,..., xk )
.
,
(1 2 ).
y = const k = 2 (. 3 ).
. 3. ()
()
. L
, 1,
2. 2
, y (. 3 ). 2 1. N
54
y 1
2 . . ,
LMNR (. 3 ) .
, L
y = const ( . 3 ).
i +
j ,
grad =
x
1
2
(12.1)
i j . ,
, .
. L :
y = b0 + b1 x1 + b2 x2 .
(12.2)
y
= b1;
x1
y
= b2 .
x2
(12.3)
, . 3 , L : b1 > 0, b2 < 0, 1 , 2 . , y. y ( )
. , .
: bj zj.
, L x1 2, 2b1z1 2b2z2 .
. n
j- n2 ,
55
n bj. .
.
12.2. , . -
, , ( ) , .
, .
, , N k
y = b0 +
b x + b x x + b x
j =1
2
jj j
uj u j
j j
u , j =1
u j
(12.4)
j =1
(12.4) :
k
m y = 0 +
x +
j j
j =1
u , j =1
uj
uj xu x j
2
jj x j
(12.5)
j =1
l (12.4)
l = (k + 1) + k + Ck2 = 2k + 1 +
k!
(k + 1)(k + 2)
,
=
2!(k 2)!
2
(12.6)
Ck2 k ,
.
, ,
. ,
, .
56
, 2k 2k-1 . (12.5):
y o 0 .
(12.7)
b0,
1
b0 =
N
0i y i
(12.8)
i =1
:
k
b0 0 +
jj
jj
(12.9)
j =1
,
k
(b0 y )
(12.10)
j =1
.
. , k , 3k.
. 15 32.
3k , l (12.4)
k > 2:
k
3k
l
2
9
6
3
27
10
57
4
81
15
15
32
1
2
3
4
5
6
7
8
9
1
0
+1
1
0
+1
1
0
+1
1
1
1
0
0
0
+1
+1
+1
y1
y2
y3
y4
y5
y6
y7
y8
y9
-.
k < 5 2k, k 5.
, :
1) 2k ,
.
( , 0, ..., 0), ( 0, , ..., 0), ..., ( 0, ..., 0, ) ,
,
;
2) n0.
k 4
N = 2 k + 2k + n0 .
(12.11)
k = 2
(. 4). 1, 2, 3, 4 22, 5, 6, 7, 8
( , 0) (0, ) , n0
(0, 0).
. 16,
( 911).
58
. 4.
16
x0
x1
x2
x1 x2
x12
x22
1
2
3
4
5
6
7
8
9
10
11
+1
+1
+1
+1
+1
+1
+1
+1
+1
+1
+1
+1
+1
1
1
+1
1
1
+1
0
0
+1
1
+1
1
0
0
0
0
0
0
0
+1
+1
+1
+1
+1
+1
+1
+1
0
0
y1
y2
y3
y4
y5
y6
y7
y8
y9
y10
y11
0
0
0
0
0
0
0
0
2
2
0
0
0
0
0
2
2
0
0
0
12.3. ,
,
k < 5 ,
:
4 + 2k 2 2 k 1 (k + 0.5n0 ) = 0 .
2, (12.12), . 17.
59
(12.12)
17
2 k n0
n0
1
2
3
4
5
k
2
1.00
1.160
1.317
1.475
1.606
3
1.476
1.650
1.831
2.00
2.164
n0
4
2.00
2.164
2.390
2.580
2.770
2
1.742
1.873
2.00
2.113
2.243
6
7
8
9
10
3
2.325
2.481
2.633
2.782
2.928
4
2.950
3.140
3.310
3.490
3.66
, :
x 'j
x 2j
x 2j
x 2j
2
ji
(12.13)
i =1
, , .
k = 2 n0 = 1 . 18. (. 16) N = 9.
. 17: 2 = 1, = 1. . 16
x12
1
=
9
x12i
x22
i =1
1
=
9
x
i =1
2
2i
1
2
= (4 + 22 ) = .
9
3
(12.14)
,
N
bj =
ji yi
i =1
2
ji
(12.15)
2
ji
(12.16)
i =1
s (b j ) =
2
s
x
i =1
60
18
x0
x1
x2
x1 x2
x1'
x2'
1
2
3
4
5
6
7
8
9
+1
+1
+1
+1
+1
+1
+1
+1
+1
+1
+1
1
1
+1
1
1
+1
0
0
+1
1
+1
1
0
0
0
0
0
+1/3
+1/3
+1/3
+1/3
+1/3
+1/3
2/3
2/3
2/3
+1/3
+1/3
+1/3
+1/3
2/3
2/3
+1/3
+1/3
2/3
y1
y2
y3
y4
y5
y6
y7
y8
y9
0
0
0
.
(. 18) :
(12.18)
b0
b0 = b0' b11 x12 b22 x22
,
( )s
2 2
(12.19)
( )s
(b11 ) + x 22
2 2
(b22 ) .
(12.20)
tj =
bj
s (b j )
> tp( f ),
(12.21)
tp(f ) = 0,05
, .
61
, , . , k 4, (12.16)
s
s (buj ) =
2 k + 2 2
2
s
2k
2
s
, j = 1, 2, ..., k ;
, u , j = 1, 2, ..., k , u j ;
2
s
s (b jj ) =
2
s
s (b j ) =
(b0' )
2 k (1 x 2j ) 2 + 2( 2 x 2j ) 2 + (n0 + 2k 2)( x 2j ) 2
(12.22)
, j = 1, 2, ..., k .
. ,
F=
2
s
2
s
F1 p ( f , f ) ,
(12.23)
62
.
xj =
z j z oj
zj
(12.24)
z oj j- ; z j
j-.
-
:
, . , .
,
, , . ,
.
. .
,
.
. 5
-
y . (. 5 )
22, 59.
22 ( 1013) 7,
y. ( 1415)
.
- (. 5 ) ( 13) 2.
1 13 4. 1, 3, 4 1,
3, 4, 5 . .
9, 10, 11.
, -
63
. 5.
() - ()
:
y ,
; ; .
: ,
, , ( ).
k = 5
x2
x3
x4
x5
x1
x
x2
x3
x4
x5
1
0 2 x2
x3
x4
x5
X =
.
0
0
3
x
x
x
3
4
5
0
0
0 4 x4
x5
0
0
0 5 x5
0
(12.25)
k < 5 (12.25), ,
k + 1; k > 5 (12.25) . 64
k
N = (k + 1) , . . .
1,
1
.
2 j ( j + 1)
xj =
(12.26)
(12.25) (12.26)
0.289
0.204
0.158
0.129
0.5
0.5
0.289
0.204
0.158
0.129
0 0.578
0.204
0.158
0.129
X =
.
0
0
0
.
612
0
.
158
0
.
129
0
0
0 0.632
0.129
0
0
0 0.645
0
(12.27)
k k k + 1 (12.27).
k
y = b0 +
b x
j
(12.28)
j =1
:
1
b0 =
N
y ,
bj = 2
i =1
ji yi
(12.29)
i =1
,
2
s (b j ) =
2
s
N
2
= 2 s
.
(12.30)
2
ji
i =1
, , ,
,
2k 2k-1,
65
2
s 2 (b j ) = s
/N.
(12.31)
. :
x (jk + 2) = 2 x (jc ) x (jl ) ,
j = 1, 2, ..., k ,
(12.32)
x (lj ) j- ; x (jk + 2) j-
, ; x (cj ) j- ,
x (jc )
1
=
k
k +1
(i )
j ,
il,
(12.33)
i =1
x (ij ) j- i- (i = 1, 2, , k+1).
( S)
:
x (jS )
1
=
(k + 1)
66
k +1
x
i =1
(i )
j
(12.34)
2
. .
. .
. .
. .
20.11.2002. 60x84/16. .
. . . 3,95. .-. . 3,62.
100 . .58
.
315 14.07.98.
220050, , , 4.
- .
.
461 14.08.2001.
220030, , . , 6.