:
matrix X={X1, X2, X3, X4, X5} -
matrix mx=meanc(X) - mx, (
matrix m0={76,11,70,23,28} - m0, - ( . , , )
matrix S=mcov(X) S,
matrix S1=invpd(S) S1, ,
matrix S1=invpd(S) k,
scalar n=rows(X)
scalar Tnabl=n*(mx-m0)*S1*(mx-m0)' - Tnabl, ( ' )
scalar Tkrit=k*(n-1)*critical(F,k,n-k,0.05)/(n-k)
:
0,167, 16,58. , .
:
:
mx:
m0:
S:
S1:
, .
:
1) ;
2) .
24(n=24)
, 10 1, 11 24 2.
1.
W:
W=b*a,
b=
,W :
W
, - .
:
smpl 1 10 1 10
matrix X={X1, X2, X3, X4, X5} - ( ) 11 22
matrix Y={X1, X2, X3, X4, X5}- Y - ( )
scalar nx=rows(X) , ( )
scalar ny=rows(Y) Y
scalar k=cols(X) k,
matrix Sx=mcov(X) - Sx,
matrix Sy=mcov(Y) Sy,
|
|
matrix Sxy=((nx-1)*Sx+(ny-1)*Sy)/(nx+ny-2) - Sxy,
scalar a=(nx+ny-2)*ldet(Sxy)-((nx-1)*ldet(Sx)+(ny-1)*ldet(Sy)) a
scalar b=1-(1/(nx-1)+1/(ny-1)-1/(nx+ny-2))*((2*k^2+3*k-1)/(6*k+6))
scalar c=((k^2+k)/(48*b^2))*((k-1)*(k+2)*(1/(nx-1)^2+1/(ny-1)^2+1/((nx-1)^2+(ny-1)^2))-6*(1-b)^2)
scalar Wnabl=a*b
scalar Wkrit=critical(c,k*(k+1)/2,0.05)
:
26,0894 24,9956. , , .
, .