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,
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)

(7.17) , cov{XY}, (covxy) . , .


(7.17) ,
,
. , , :
rxy =

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 yi. : (xi), . i = fi (yi)


, Yi 13

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)

b0, b1, b2, , bk ,


2

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)

F F1-p(f1, f2) f1 = f k = n k 1 f2 = f k+1 = n k 2,


k-.
8.5.


. , . ,

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 = R (b1 s (b1 ) t1 p/2 ) = ( R b1 R s (b1 ) t1 p/2 ) .


2.
H 1
ln P = a
,
(8.40)
R T
, (
).
T.
:

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

k = (b1 s (b1 ) t1 p/2 ) .


8.6.
( ) . , Y
,

y = b0 + b1 x1 + b2 x2 + ... + bk xk .

(8.42)

, . .
n

S=
yi yi = min ,

i =1

(8.43)

y i = y ( x1i , x2i , ..., xki ) . S :


S
= 0,
b0

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

x1i x2i = x1i yi ,


i =1

(8.48)

i =1

i =1

i =1

i =1

x2i + b1 x1i x2i + b2

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

fAB = (k 1)(m 1).


, :
1. s 2A , s B2 s 2AB -

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)

b12, b13 b23 , b123 .


(11.1) , . 12.
45

. 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

y11, y12, , y1m

y1

s12

+1

+1

y21 y22, , y2m

y2

s22

+1

+1

y31, y32, , y3m

y3

s32

+1

+1

+1

y41, y42, , y4m

y4

s42

+1

+1

y51, y52, , y5m

y5

s52

+1

+1

+1

y61, y62, , y6m

y6

s62

+1

+1

+1

y71, y72, , y7m

y7

s72

+1

+1

+1

+1

y81, y82, , y8m

y8

s82

.
2
smax
G= N
(11.12)

2
i

i =1

G1-p ( f1, f2) = 0,05


f1 = m 1 f2 = N. G G1-p ( f1, f2), .
2
s

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)

F1-p (f, f) = 0,05


f = N l f = N (m 1).

.
11.3. . 2k-1
( ). .
, 22
23.
.

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) :

y = b0' + b1 x1 + b2 x2 + b12 x1 x2 + b11 ( x12 x12 ) + b22 ( x22 x22 ) . (12.17)

y = b0 + b1 x1 + b2 x 2 + b12 x1 x 2 + b11 x12 + b22 x 22 ,

(12.18)

b0
b0 = b0' b11 x12 b22 x22
,

( )s

s 2 (b0 ) = s 2 (b0' ) + x12

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)

F1-p (f, f) = 0,05; f = N l


(l ); f
.
12.4. -
22 23
.
. k- , (k + 1) , k . ,
. .

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.