多元统计分析期末试题及答案2.pdf
22121212121(,),(,),(,),1XNXxxxxxx1、设其中则 Cov(,)=_.10312(,),1,10,()()_iiiiXNiWXX、设则=服从。1234433,492,3216_XxxxR、设随机向量且协方差矩阵则它的相关矩阵4、_，_，_。215,1,16(,),(,)154()4()_ippXiNXANTXAX、设是来自多元正态总体和分别为正态总体的样本均值和样本离差矩阵,则。12332313116421(,)(,),(1,0,2),441,2142Xx x xNxxxxx、设其中试判断与是否独立？,123设X=xxx的相关系数矩阵通过因子分析分解为211Xh的共性方差111X 的方差21Xg1公因子 f 对的贡献121330.93400.1280.9340.4170.8351100.4170.8940.02700.8940.44730.8350.4470.1032013R11262(90,58,16),82.04.310714.62108.946460.2,(5)(115.6924)14.62103.17237.14.5XS0、对某地区农村的名周岁男婴的身高、胸围、上半臂围进行测量，得相关数据如下,根据以往资料,该地区城市 2周岁男婴的这三个指标的均值现欲在多元正态性的假定下检验该地区农村男婴是否与城市男婴有相同的均值。其中0.010.010.0137608.946437.376035.5936(0.01,(3,2)99.2,(3,3)29.5,(3,4)16.7)FFF12124122411362190.5,(21),(12)35qqCe CeBayesX12、设已知有两正态总体G与G，且，而其先验概率分别为误判的代价；试用判别法确定样本属于哪一个总体？1234411(,)(0,),0111TXXXXXN4、设，协方差阵(1)试从出发求 X的第一总体主成分；(2)试问当取多大时才能使第一主成分的贡献率达95以上。1212111221225(,),(,),100000010.950()00.9510000100TTXXXXYY XZYZ、设为标准化向量，令且其协方差阵V，求其第一对典型相关变量和它们的典型相关系数？1,()XE XX、设随机向量的均值向量、协方差矩阵分别为、试证：。文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W32(,),(,)PrXNNAb A Arpr 1、设随机向量又设 Y=AX+b试证：Y。1、0 2、W3（10，）3、211342113611146R4、0.872 1 1.743 5、T2（15，p）或（15p/(16-p)）F（p，n-p）2312131231112213312121,2,10021021210001102231642100102xxyyxxxxxxyxxyxxxyEyyVy、令则01-101-101-11234411002141021061661620162040210616(1,61620)3162040yyN01-1故，的联合分布为故不独立。文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W301001121000.02:8.02.2,1.54.310714.62108.9464(23.13848)14.62103.17237.37608.946437.376035.5936()()670.0741420.445HHXSTn XSXF0、假设检验问题：，经计算可得：构造检验统计量：由题目已知10 010.01(3,3)29.53 5(3,3)147.530.012TFH2.0，由是所以在显著性水平下，拒绝原设即认为农村和城市的周岁男婴上述三个指标的均值有显著性差异1112122112123321()()exp()()exp(424)()39124211?(),()411624283(1|2),()exp(2)5(2|1)35TBayesfxW xxxxfxq Cde W xdeq CX3、由判别知其中，2G文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W312134112311401 3,1111101111112222111222xxxxZXXX1234、(1)由得特征根为解所对应的方程得所对应的单位特征向量为故得第一主成分411121 395%40.954 10.9333X234(2)第一个主成分的贡献率为得1122112211122111222211122120.1010,0100.10.10001000.950.1000010.95000.01000100.9025000.902500.90250.9025,TTTTTT5、由题得求的特征值，得211112111111112221112111100.95000.9025,00.90250.100001111000.9501100.100100.95,0.54,0.95TTTeeeVXWYV W的单位正交化特征向量为第一典型相关变量，且（）为一对典型相关系数。文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3文档编码:CP2M4F9J5M4 HY1O10Q6G5N8 ZF2C3I10X8W3
