多元统计分析第09章.pdf

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3、·pl=1k=1xlk=X··=T1ÊÙ!éA©Û{9.2éA©Û{n(2)zêâX5z”VÇ”ÝP,-1defP=X=(pij)n×pTÙ¥p=1x.ØJwÑ06p61,ijTijijXnXppij=1.i=1j=1Ïpijn)êâxijÑyVÇ,¿¡PéééAAA.1ÊÙ!éA©Û{9.2éA©Û{nrPL«¤éL:p11p12···p1pP1·p21p22···p2pP2·...............pn1pn2···pnpPn·P·1P·2···P·p1XnÙ¥P·j=pijn)1jCþ>V

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6、√,···,p(i=1,···,n).Pi·P·1Pi·P·2Pi·P·p3.±1i¬:VÇPi·5O1jCþ²þ:Xnppijp·Pi·=P·j(j=1,2,···,p)i=1Pi·P·j1ÊÙ!éA©Û{9.2éA©Û{n4.^{O1iCþ1jCþn!Xpαippαjpaij=√−P·ip−P·j·Pα·α=1Pα·P·iPα·P·jn!Xpαippαjp=√−Pα·P·ip−Pα·P·jα=1Pα·P·iPα·P·jXnpαi−Pα·P·ipαj−Pα·P·j=√·pα=1Pα·P

7、·iPα·P·jXn=zαizαj(2)α=11ÊÙ!éA©Û{9.2éA©Û{nÙ¥pαi−Pα·P·ixαi−Xα·X·i/Tzαi=√=√Pα·P·iXα·X·i-Z=(zij)n×pÝ,KCþmS=Z0Z=(a).Rijp×p1ÊÙ!éA©Û{9.2éA©Û{n(4)léAPÑuO¬m(Q.Ïf©Û).^aq{±Ñn¬mSQS=ZZ0=(b).Qijn×n1ÊÙ!éA©Û{9.2éA©Û{n(4)léAPÑuO¬m(Q.Ïf©Û).^aq{±Ñn¬mSQS=ZZ0

8、=(b).Qijn×n(5)?1êâéAC,-Z=(zij)n×p,Ù¥pij−Pi·P·jxij−Xi·X·j/Tzij=p=pPi·P·jXi·X·j(i=1,···,n;j=1,···,p).(3)1ÊÙ!éA©Û{9.2éA©Û{n(4)léAPÑuO¬m(Q.Ïf©Û).^aq{±Ñn¬mSQS=Z