-130, -131
..
2012
: .
: .
: 12 .
:
( . .)
Y=[19.7 38 40.9 41 56.2 68.5 75 89 91.1 91.2 99.8 108.5]T+z,
T z- ;
(.. .)
X1=[0.24 0.31 0.55 0.48 0.78 0.98 0.94 1.21 1.29 1.12 1.29 1.49]T+ ;
(..)
X2=[8.2 10.2 9.3 11 8.5 7.5 12.3 10.8 9.9 13.7 12.3 13.9]T+ .
: , .
, :
y= 0+ 1x1+ 2x2+ 3x12+e | |
y= 0+ 1x1+ 2x2+ 3x22+e | |
y= 0+ 1x1+ 2x2+ 3x1x2+e | |
y=0+1x1+2x2+3 +e | |
y= 0+ 1x1+ 2x2+ 3 +e |
: y ; x1 ; x2 ; i, i=0, 1, 2, 3, , e .
1. z , , Y, X1, X2 .
2. .
3. y x1, x2. ( ) x1 x2. .
|
|
() y x1 x2 :
= ,
k=1,2. (1)
gk= ~t(n-2), k=1,2, (2)
n-2 . 1-a
[2] Mathcad- 100a/2- w100a/2 n-2 . , k gk>w100a/2, a y k , . 1-a k- , k . Mathcad , ,
.
4. ryk, k=1,2, : 1-a
thck<ryk£thdk, k=1,2, (3)
ck,dk=0.5ln ua/2 - , (4)
thb = ,
ua/2 a/2 N (0, 1), [2] Mathcad
.
5. 3, 4 , . (1) x1 x2.
, (5)
-
. H0 ( ) (2). ry1 ry2 (3), (4) , (2), (4) n n-1. .
1-a=0.95 .
6. , ʖ . -
,
|
|
=(X T X)-1 X T y,
= , = , = , n=12. (6)
j(x1,x2) , ; x1i, x2i .
7.
= , (7)
- i- , m+1 , || c || - c, - i- , , yi , ( ).
8. Kd2, ,
Kd2= , (8)
yi, = [1 1... 1]TÎRn.
.
9. .
z = ~ F(m, n-m-1), (9)
m n-m-1 . w100a 100a% - F- m n-m-1, [2] Mathcad-
z< w100a, 1-a y x1, x2 . a . .
10.
K = , (10)
K . .
11. 3=0 3 0. 1-a ,
, (11)
w100a/2 100a/2- n-m-1 , K. a .
12. 3=0, . 6 10.
13. (1-a)- 1 2 .
i+ua/2 < i£ i-ua/2 , i=1,2, (12)
ua/2 a/2- n-m-1 , K. Mathcad
(12).
14. , , , 100 . ., 500 .
15. .6 , , ( ). , .2.