多元统计分析第05章.pdf
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1、1?!?O?1?!?O?June 11,20031?!?O?O?u?a.?O?X13?,?fik?5?U?U?U,k?.23L,?I!?!?Y?I5?I?Lu?a.33|?N?I?eG?!?1?!?O?3=?+?,?O?flK?:?kk?m?oNG1,G2,Gk,?A?fi?(Xfi?O?F1(x),F2(x),Fk(x),?5g?oN?).?#?X,?5g=?oN.A?O?k:?l?O!Bayes?O!Fisher?O!?O!S0?O?.1?!?O?5.1?l?O5.1?l?O?l?O?g?:?=?oN?l?C,?u=?oN.?l?O?*?O.1?!?O?5.1?l?O?!?l?!?lllf
2、i?k?aG1?G2,XG1?A)?,G2?B)?a?.?A?p,?F?(1)=80,?N?21=0.25;?B,?F?(2)=75,?22=4.8k?X0,?F?(0)=78,?T?5g=?oN?*?X0?A)?,e?5?l.PX0?G1?G2?l?d21(x)?d22(x),Kd21(x0)=(x0(1)221=(78 80)20.25=16d22(x0)=(x0(2)222=(78 75)24.00=2.25dud22(x0)d21(x0),?X0?B)?n.1?!?O?5.1?l?O?!?l?,?b?oNG1?N(1),21),oNG2?N(2),22),K|?l?.:(b?(1)X
3、G2,x 1?!?O?5.1?l?O?!?l?m?oN?l?(5.1.1)?oNG?m?oN,?=(1,2,m)0,?=(ij)mm,K?X?oNG?l?d2(X,G)=(X )01(X )1?!?O?5.1?l?O?!?oN?l?O?!?oooNNN?lll?OOO0.?VVVggg?k?oNG1?G2,5gGi?X(i)(t)=(x(i)(t1),(i)(t2),(i)(tm)0i=(1,2);t=(1,2,ni),K?O?X(i)=(1niniXt=1x(i)t1,1niniXt=1x(i)tm)0=(x(i)1,x(i)2,X(i)m)0oNG?i?OSi(?|SSS?)?Si=1ni
4、 1Ai=(s(i)lj)mm1?!?O?5.1?l?O?!?oN?l?O?Ai=niXt=1(X(i)(t)X(i)(X(i)(t)X(i)0?|Sl?s(i)lj=1ni 1niXt=1(x(i)tl x(i)(x(i)tj x(i)(l,j)=(1,m)1?!?O?5.1?l?O?!?oN?l?O?b1=2=?,?O?S=1n kkXi=1Ai=(slj)mmS?slj=1n k2Xi=1niXt=1(x(i)tl x(i)(x(i)tj x(i)(l,j)=(1,m)1?!?O?5.1?l?O?!?oN?l?O1.1=2?OOO?O?X?oN?ld2(X,G1)?d2(X,G2),?O
5、OK?:(X G1,d2(X,G1)0X G2,W(X)0W(X)?5?O.1?!?O?5.1?l?O?!?oN?l?O?m=1?A?,?oN?oN,?N(1),2)?N(2),2),?O?W(x)=(x 12(1)+(2)2(1)(2)PP(2|1)L?uG1?G2?V.O?P(2|1)=P(1|2)=1 (1)(2)2)?oN?C?,?V?,?O?v,?k?oN?kw?,?O?k.1?!?O?5.1?l?O?!?oN?l?O2.16=2?OOO?,O?O,-W(X)=d2(X,G2)d2(X,G1)=def=Z(X)Z0?Z(X)?X?g(16=2),Z0?.?OOK?:(X G1,W(X
6、)0X G2,W(X)01?!?O?5.1?l?O?!?oN?l?O?m=1?,?Gi?N(i),2i)(i=1,2).?(1)(2)?l?di(x)=|x (i)|i?*?v(2)x X G2,x 1?!?O?5.1?l?O?!?oN?l?O?m=1?,?Gi?N(i),2i)(i=1,2).?(1)(2)?l?di(x)=|x (i)|i?*?v(2)x X G2,x 1?!?O?5.1?l?O?!?oN?l?O5.1.1(?aaa555?OOO)1?!?O?5.1?l?O?!?oN?l?Osas/stat?discrimL,O?(J?|m?l?37.02876,u?H0:1=2?F?O?
7、14.46436,P=0.0059 0.01,?a?kw?.?5?OY1(X)=42.2473+7.6741X1+5.5488X213.9631X3+1.1813X4Y2(X)=5.1627+2.9311X1+1.3570X25.3738X3+0.4558X4?(J5gA?B?10?,8?(J?:2,3,6,7,8?a?,?.1?!?O?5.1?l?On!oN?l?Onnn!oooNNN?lll?OOO?kk?m?oN:Gii=1,k,?O?(i),i,?X5g=?oN.O?X?oN?ld2i(X)i=1,k?OOK:X Gl,d2l=mini=1,kd2i(X)1?!?O?5.1?l?On!
8、oN?l?Onnn!oooNNN?lll?OOO?kk?m?oN:Gii=1,k,?O?(i),i,?X5g=?oN.O?X?oN?ld2i(X)i=1,k?OOK:X Gl,d2l=mini=1,kd2i(X)1?!?O?5.2 Bayes?O92?l?O5.2 Bayes?O92?l?O?lll?OOO?:1.T?O?oN?y?.2.vk?Bayes?OOOggg?:b?fik?,k?V?5;,?,?5?fik?(k?),?V?.?Bayesg?u?O?Bayes?O?O?,?mRm?y:D=D1,Dk.?yA?O?.Bayes?O?mRm?y.1?!?O?5.2 Bayes?O92?l?
9、O?!k?V(k?)?!kkk?VVV?kk?oN,G1,Gk.b?flk?k?,=fi?k?oN?g?y?V?q1,qk(?cV).|?cVq1,qk?k?V.X?+?J(G1)?vkJw(G2)?a+N?flK,d?:q1=0.001,q2=0.999.k?V?:1|?9?1?O2|?a?oN?ni/n?qi?3bq1=qk=1/k1?!?O?5.2 Bayes?O92?l?O?!k?V(k?)?!kkk?VVV?kk?oN,G1,Gk.b?flk?k?,=fi?k?oN?g?y?V?q1,qk(?cV).|?cVq1,qk?k?V.X?+?J(G1)?vkJw(G2)?a+N?flK,d
10、?:q1=0.001,q2=0.999.k?V?:1|?9?1?O2|?a?oN?ni/n?qi?3bq1=qk=1/k1?!?O?5.2 Bayes?O92?l?O?!2?l?!222?lll?X?oNGt(t=1,k)?2?l?:D2t(X)=D2(X,Gt)=d2t(X)+g1(t)+g2(t),?g1(t)=(ln|St|,e?|?i?0e?|?i?g2(t)=(2ln|qt|,ek?V?0ek?V?2?l?O?:?X Gt,eD2t(X)P(i|X)(i 6=t,i=1,k)1?!?O?5.2 Bayes?O92?l?Oo!?d?OOKooo!?ddd?OOOOOOKKK?ddd?O
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