多元统计分析第07章.pdf

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7、Z1?Z2X?z?97.85%.1?!?7.1 oN?n!?5?m?Xi?z(m)i.i(Z1,Xi)(Z2,Xi)(1)i(2)i10.92500.8560.8562-0.99800.9960.99630.00010.0001.000d?,?m=1?,Z1?zfi?72.8%,?n?,?Z1X3?z?0,?Z1vk?X3?&E,?,?Z1,Z2Xi?z?p.1?!?7.1 oN?o!IOzC?95?ooo!IIIOOOzzzCCC?999555?Xi=Xi E(Xi)VarXi=Xi ii(i=1,2,p)?IOz?C?.555?1D(Z)=diag(1,p),?1 2 p?R?A?.555

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