多元正态分布的假设检验.ppt

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1、nproc iml;n n=20;p=3;n x=3.7 48.5 9.3,5.7 65.1 8.0,3.8 47.2 10.9,n 3.2 53.2 12.0,3.1 55.5 9.7,4.6 36.1 7.9,n 2.4 24.8 14.0,7.2 33.1 7.6,6.7 47.4 8.5,n 5.4 54.1 11.3,3.9 36.9 12.7,4.5 58.8 12.3,n 3.5 27.8 9.8,4.5 40.2 8.4,1.5 13.5 10.1,n 8.5 56.4 7.1,4.5 71.6 8.2,6.5 52.8 10.9,n 4.1 44.1 11.2,5.5 40.

2、9 9.4 ;n m0=4 50 10;n ln=20 1;n x0=(ln*x)/n;print x0;n xm=x0-m0;print xm;n mm=i(20)-j(20,20,1)/n;n a=x*mm*x;print a;n ai=inv(a);print ai;n dd=xm*ai*xm;d2=(n-1)*dd;n t2=n*d2;n f=(n-p)*t2/(n-1)*p);n print dd d2 t2 f;n p0=1-probf(f,p,n-p);n print p0;n fa=finv(0.95,p,n-p);n beta=probf(fa,p,n-p,t2);n pri

3、nt fa beta;nquit;n The SAS System 08:48 Wednesday,March 10,2008 4n X0n 4.64 45.4 9.965n XMn 0.64 -4.6 -0.035n An 54.708 190.19 -34.372n 190.19 3795.98 -107.16n -34.372 -107.16 68.9255n AIn 0.0308503-0.001162 0.0135773n -0.001162 0.0003193-0.000083n 0.0135773-0.000083 0.0211498n DD D2 T2 Fn 0.0256283

4、 0.4869386 9.7387729 2.9045463n P0n 0.0649283n FA BETAn 3.1967768 0.3616381The SAS System 08:48 Wednesday,March 10,2008 18 T 47.143404 F 18.857362 P0 0.0091948 FA 6.9442719ndata d331;n input type x1-x4;n cards;n 1 65 35 25 60n 1 75 50 20 55n 1 60 45 35 65n 1 75 40 40 70n 1 70 30 30 50n 1 55 40 35 65

5、n 1 60 45 30 60n 1 65 40 25 60n 1 60 50 30 70n 1 55 55 35 75n 2 55 55 40 65n 2 50 60 45 70n 2 45 45 35 75n 2 50 50 50 70n 2 55 50 30 75n 2 60 40 45 60n 2 65 55 45 75n 2 50 60 35 80n 2 40 45 30 65n 2 45 50 45 70n;n proc iml;n n=10;m=10;p=4;n use d331(obs=10);n xx=x1 x2 x3 x4;n read all var xx into x;

6、print x;n ln=10 1;n x0=(ln*x)/n;print x0;n mx=i(n)-j(n,n,1)/n;n a1=x*mx*x;print a1;n use d331(firstobs=11);n read all var xx into y;print y;n lm=10 1;n y0=(lm*y)/m;print y0;n my=i(m)-j(m,m,1)/m;n a2=y*my*y;print a2;n a=a1+a2;xy=x0-y0;n ai=inv(a);print a ai;n dd=xy*ai*xy;d2=(m+n-2)*dd;n t2=n*m*d2/(n+

7、m);n f=(n+m-1-p)*t2/(n+m-2)*p);n print d2 t2 f;n pp=1-probf(f,p,m+n-p-1);n print pp;n quit;n The SAS System 08:48 Wednesday,March 10,2008 20n Xn 65 35 25 60n 75 50 20 55n 60 45 35 65n 75 40 40 70n 70 30 30 50n 55 40 35 65n 60 45 30 60n 65 40 25 60n 60 50 30 70n 55 55 35 75n X0n 64 43 30.5 63n A1n 49

8、0 -170 -120 -245n -170 510 10 310n -120 10 322.5 260n -245 310 260 510n Yn 55 55 40 65n 50 60 45 70n 45 45 35 75n 50 50 50 70n 55 50 30 75n 60 40 45 60n 65 55 45 75n 50 60 35 80n 40 45 30 65n 45 50 45 70n Y0n 51.5 51 40 70.5n A2n 502.5 60 175 -7.5n 60 390 50 195n 175 50 450 -100n -7.5 195 -100 322.5n A AI 992.5 -110 55 -252.5 0.0011142-0.000091 -0.00016 0.0004239 -110 900 60 505-0.000091 0.0016972 0.0000975-0.001076n 55 60 772.5 160 -0.00016 0.0000975 0.0013754-0.000372-252.5 505 160 832.5 0.0004239-0.001076-0.000372 0.0020539n n D2 T2 Fn 5.9724991 29.862495 6.2213532n PPn 0.0037058