Вы находитесь на странице: 1из 10

# 2

1. ,

, ,
, ,
, (
) . ,
- ,
,
,
.

, () [1,2].

= ((1),, ())
= (ij) (i,j = 1, 2,, p), ,
. p
Z = (z(1),,z(p))

. p = 1, 2,, p

Z = LX.
L
l11 ...l1 p

L = . . . . . . . . ,

l p1 ...l pp

Z = (z(1),, z ( p) )
(1)

(2)

.
z(1)(),,z(p)()
.
z(1)()
= ((1), , (p)) -
, (1), , (p)
.
k- (k = 2, 3, , )
= ((1), , (p)) ,
k 1 -

k 1
(1), , (p)
.

, (j) x ( j ) ,
kj kj =

( xi(k ) x (k ) )( xi( j ) x ( j ) ) / n

(j, k = 1,

i 1

2,, p).
. (1) ,

D(l1 X ) max;

l1
(3)

T
l1l1 1,
l1 L (2), D() .
(.. = 0) , = ,
D(l1 X ) = ( l1 )2 = ( l1 l1T ) = l1l1T .
, (3)
l1l1T max;

l1
(4)

T
l1l1 1,
(4) l1 :
(I) l1T = 0.
(5)

0 = (0, 0,0) - - .
, (5) (
, l1l1T = 1), I
, ..
I = 0.
(6)
.
(6)
.
( )
1 2 0,
,
.
, Dz(1) = D (l1 X ) = l1l1T l1l1T = (. (5)),
Dz(1)() = .

z(1)
, .. Dz(1)() = 1.
1 (5) , l11,
l1p, l1.
,
z(1)() = l1, l1 ,
.
k z(k)() = lk, lk
, k
k .
,
Z=LX, Z = (z(1),, z(p))T,
= ((1), , (p)) , L lj= (lj1,, ljp), j=1,,p,
,
j . L
, .. LL=LL=I (I ).
.

:
) Z = (LX) = LX = 0;
) :
0
1

T
T
T
Z = (ZZ ) = ((LX) (LX) ) = LL = . . . . .2 . . . .
(7)
0
p

(7)
( Z ),
k- Dz(k) k- :
Dz(k) = k, k =1,, p;
) ()
:
p

Dz (k ) = tr Z

## = tr ((L)LT) = tr (LT(L)) = tr ((LTL)) = tr =

k 1
p

= DX ( k ) ; tr() ,
k 1

;
) (),

, (Z):
Z= LLT = (L)LT = LT(L) = (LTL) = .
(7)
) ) ,
(6)

1 ... p
,
(8)
1 ... p
1 ... p
, .
(8)
,
,
.
. ( ) ,
.
. i, i = 1,, p;
i .
1. ,
.
2.
. ,
I p (Z()) =

tr =

i .

(8)

i 1

3. :
=

i .

(8)

i 1

(8) ,
p ,
, ,
. , , .1,
, =7
p =3,
(% )
10%. .1.
1
,
(=7)

1
2
3
4

43,65553
32,76078
12,59771
6,12667

3,055887
2,293255
,881839
,428867

. .
3,055887
5,349142
6,230981
6,659848

43,6555
76,4163
89,0140
95,1407

5
6
7

,259086
,079384
,001682

3,70122
1,13406
,02403

6,918934
6,998318
7,000000

98,8419
99,9760
100,0000

3,5

3,0

2,5

2,0

1,5

1,0

0,5

0,0
0

. 1. p .
[1].
1. ( ) ( ~
x ( 2) )
x (1) ), ( ~
( ~
x (3) ) 24 (=24)
R = ( rij ) ( agd5.sta):
1,000 0,974 0,973
R = 0,974 1,000 0,966 ,
0,973 0,966 1,000

## X (1) = 10,0, X ( 2) =8,0, X (3) =6,0

s1 = 21,245, s2 =13,100, s3 =8,160.
= ( sij ),
i, j = 1,,p sij = rij si si :

## 451,39 271,17 168,70

= 271,17 171,73 103,29 ,
168,70 103,29 66,65

## 1 = 680,40, 2 = 6,50, 3 = 2,86, ,

(6), .

1, 2 3
(5) li = ( li1 , li 2 , li 3 ) (i = 1,2,3),
li1 = (0,81 0,50 0,31), li 2 = (0,55 0,83 0,10), li 3 = (0,21 0,25 0,95).

z (1) = 0,81 x (1) + 0,50 x ( 2) + 0,31 x (3) ;
z ( 2) = 0,55 x (1) + 0,83 x ( 2) + 0,10 x (3) ;
z (3) = 0,21 x (1) 0,25 x ( 2) + 0,95 x (3) .
x (1) , x ( 2) x (3)
( x (1) ) ( x ( 2) ) ( x (3) ) .
,
, ,
(8)
q(1) =

= 0,9864;

1 ... p
1 2
q(2) =
= 0,9958;
1 ... p
2 3
q(3) = 1
=1.
1 ... p
,

.

2.
, . ,

R , .. ,
p

i / i *i /, ,
i 1

( i *i i-
R, i = 1,, p ). p
( R)
1 2 ( 1* *i *p ). 1 = 2

1 2 ,
. ,
, .
:
0 : 1 = 2 == ;
1 : .
,
.
.
, ,
,
( n 1) / 2

| |

L =
.
(9)
p

((1 / p) tr)
,
,
.

(9)
s = ( s11 ++ s pp )/,
*

sii i.
(.1, ):
s 0 ... 0
p
p
0 s ... 0 = s11 ... s pp = tr .
(10)

p
........
p

0 . . . . .s
(10) (9),
L*. ,

: , ,
.

2ln L*

tr
2 = ( 1) (ln ln
)
(11)
p
( + 1)/2 1 .
,

i tr =
i 1

i .

(11)

i 1

:
p

2 = ( 1) ( ln i ln

i
i 1

).
(12)
p
i 1
R ,
:
0 : 1* = *2 == *p ;
1 : .
(9)
L* = (| R |)( n1) / 2 ,
tr R = p. ,

2 = ( 1) ln R
( 1)/2 .
. ,
,

. ,
. ,
q = p K . ,
:
0 : +1 = +2 == ;
1 : .
, ,
. ,
z(+1),, z(p) = ( K 1 ++ p )/q.
,
p

i 1

i 1

L = ( i /( q i ))(1)/2.
*

(13)

2ln L*

p

2 = ( 1) (

ln i q ln i Kq1

(14)

i K 1

q (q + 1)/2 1 .

R , :
0 : *k 1 = *k 2 == *p ;
1 : .
, , (14),
, i *i .
2.
( ) i-
i ( )
n 1 ( i):
i

,
(15)
1 u1 / 2 2 /(n 1)
1 u1 / 2 2 /(n 1)
1 (
), u1 / 2 1 /2
(
Probability Calculator
STATISTICA).
2. 1 (15) 95%-
(=0,05)
3
3 = 2,86. = 24,
u1 / 2 = 1,96, 1,81 3 6,78.

1. , agd5.sta,
1.1. :
) ,
) (9) (7) ,
) i ,
,
) ,
1,

) *i ,
1.2.
(
).
1.3. 2-
2 .
2. agd6.sta
2.1.:
) ,
) *i
, ,
)
.
2.2.
(
) q
.
2.3. 1-
1* .

agd5.sta

= ( rij )

: ( x (1) ), ( x ( 2) ) ( x (3) ) 24
(=24) ,
.
agd6.sta , 1900
1910 . [3].

, ,
, Factor Analysis
STATISTICA.

1. ., . .
. .: , 1979.
2. . ., . .
. .: - "", 1987.
3. :
/.., .. , .. , .. .
.:
, 1989.

## Нижнее меню

### Получите наши бесплатные приложения

Авторское право © 2021 Scribd Inc.