, D= êx-m ê e
(D£e)=(mx-e £ mx+e)
P(-e£ xo £ e)=(e)-(-e)=2(e)
, mx s
(D£e)=(D£e/s)=2(e/s)
k=e/s
(D£ks)= 2(k)
P(D£s)=2(1)=0,6826
P(D£2s)=2(2)=0,9544
P(D£3s)=2(3)=0,9973
.
----------------------------------------------------------------------------------------------
2. h , s =0,3 . , Dh³0,5 ?
: (Dh£0,5)=2(0,5/0,3)=0,905
(Dh³0,5)=1-0,905=0,095.
---------------------------------------------------------------------------------------------------
.
(n ) (..
. k . k:
k=1+3,2lg(n)
h=(X -X)/k.
, n. i- i =ni/n. , i-
Xi* =(Xi-1 +Xi)/2
-,
Xi * ni. , - . . , ni , ( X).
.
Xcp =S Xi /n S2=S(Xi -Xcp)2 /n. S .
n/(n-1). :
S2 =S(Xi -Xcp)2/(n-1)=(SXi 2 -(SXi)2 /n)
.
, .
- , , , .
, X n , , X s2. (X -Xi)/sn-1/2) , . s2
. () , S2 ( ) t:
|
|
t=((Xcp - mx)/S) n1/2
t , n. f(t) - ¥ t Sn(t) to , t:
Sn(t)=[t <t]
S(t) - t-. , ( ).
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
. 10 - . , . 1 +0,75 +2,33 . , . X =1,54. S=1,23. t=(1,54/1,23)101/2=3,96.
t , 9 t 3,25 100. ,
, , .
: , 0,95. 0,99
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
.
n . X, S2 . , X.
X (+e -e) , , 5% , , . 5% n=n-1, t0,05, [|t|>| t0,05| ],
[|t|<t0,05]=0,95
- t0,05 <(X-X)/Sn-1/2 < +t0,05;
0,90 , X :
X -t0,05S/n1/2 <X <X +t0,05 S/n1/2
( 1-=95%)
n>=50 , S=sx , k=e/s (e/s); e=ks/n1/2: - e £mx £ + e
([-mx |£e)=2(e/s)
=0,05 n=9 t0,05 =2,26
, n=10, S=0,1 X0 =1 e=tS/n1/2=2,26.0,1/101.2 = 0,0715 X0 - 0,90 1,0715 0,928.
n=5 S=+0,2 t0,05 =2,776 e=2,776.0,1/51/2 =0,124
.. X0 1,124 0,876 ( 0,90).
, 0,9 Xcp? n>4.
, n1 n2 , X0 s2.
|
|
S1 S2 . Xcp1 Xcp2,
s12/n1+s22/n2 = (n1 + n2)s2 /n1n2
S12 S22 s2 n1 -1 n2 -1, s2
S2 =[(n1 -1)S12 +(n2 -1)S22]/[(n1 -1)+(n2 -1)] =
= [S(X-Xcp)2 +S(X-Xcp)2]/(n1 +n2 -2)
t = [(X -Xcp1)2/S][n1n2 /(n1 +n2)]
t n1+n2 -2.
t=2,8, t=2,567 n=18 P=0,02. .. t, t . , .
. .
X'...Xn1 ' X"...Xn2 " Xcp1 Xcp2. S12 S22. , p , s2.
F - ( ) - S12 S22 s, F=S12/S22. F , 0,05; 0,01 .
: . S12 .
- - - - - - - - - - - - - - - - - - - - - - -- - - - - - - - - - - -
. . X1 =4,57 S12 =0,0295 n=19 (n=20). X2 =4,56 S22=0,0139 n=12
F=0,0295/0,0139=2,12. n=19 12 5% F=2,54. F , .
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
f=[(n -2)/n ]F, F- . 1, sr =+[(2n1 +n1 -2)/ n1(n2 -4)]1/2.
R=|f-1|/sr S12 S22.
R³3, .
R<3, .
, 4. n2. p f=1,77 sr =0,72 R=1,07. .
P(c2)
, F(X). -. , , , F(X), () F0(X). h. i , i. .
(c2) ,
c2 =S(Xh2/sh2) ( Xh =ni -n; n - ) , :
h
c2 =S(ni-npi)2/npi
i=1
i=ni/n h- ; Xh(h=1,n) - , , sh2 (h=1,n). n - .
|
|
.
, ,.. . - .
. Q=(y -y)/R y - p , y- ; R=ymax -ymin - . Q a N, ya p.
. Q .
a.
a | a=0,1 | a=0,05 | a=0,01 |
0,89 | 0,94 | 0,99 | |
0,56 | 0,64 | 0,76 | |
0,40 | 0,48 | 0,58 |
.
v=(xmax - xcp )/Sx [(n-1)/n)]1/2
v=(xcp-xmin)/Sx [(n-1)/n]1/2
v ( v) , f=n-2. v =0,1; 0,05; 0,01 . f=0...23.
, , . , :
1.
Y =SYij/m; i=1,2,..n j=1,2,..m
2.
Si2 =S(Ycpij -Yicp)2 /(m-1)
3. S2 =SSi2
4. G=S2max/S2, - . G- .
G<G. (N,f), (*)
1-a .
a=0,05. m=3 n=10 G =0,445.
(*) , ,, ,
, , .
5. ,
S2 =SSi /N
6.
S=(S2)1/2.
().
. . , . .
, . , , , ( ).
.
: ( A: 1...k)
1 | 2 | 3.... | k | |
y11 | y21 | . | yk1 | |
y11 | y22 | . | yk2 | |
. | . | . | . | |
n | y1n | y2n | . | ykn |
A1 =Sy1j A2 = Sy2j A=Sykj
ycp =(1/N)SSy1j =
=(1/k) Syicp S2 =[SS(yij -ycp)2 ]/(N-1)
, . Si2 =[S(yicp-yij)2]/(n-1).
|
|
,
. , S2 =(1/k) SSi2.
sA2 =S2 - S2.
s2 = [1/(k-1)] S(yic -ycp)2 - S2/n; S2 =ns2 +S2
k-1 .
S2 S2, .
.
n . N . . ( ), - .
,
Y= a0 +a1 X1 +a2 X2 +a3 X3
, - .
23. .
b1 | b2 | b3 | (y) | ||
1 | 1(1) | 2(2) | 3(3) | (3) | 1 |
2 | 2(4) | 3(5) | 1(6) | (6) | 2 |
3 | 3(7) | 2(8) | 1(9) | (9) | 3 |
S2/S2 <F1-(f1,f2); S2/S2 <F1-(f1,f2); S2/S2<F1-(f1.f2) p - , f =n-1; f2 =(n-1)(n-2);
a1 =0, 2 =0 3=0; , .
.
X,Y,Z.
- X,Y,Z .
, :
N=1 Xmin Ymin Zmin 1 -1 -1 -1
" 2 Xmax Ymin Zmin 1 1 -1 -1
" 3 Xmin Ymax Zmin 1 -1 1 -1
" 4 Xmax Ymax Zmin 1 1 1 -1
" 5 Xmin Ymin Zmax 1 -1 -1 1
" 6 Xmax Ymin Zmax 1 1 -1 1
" 7 Xmin Ymax Zmax 1 -1 1 1
" 8 Xmax Ymax Zmax 1 1 1 1
.4 .14
, :
F=b0+b1*x1+b2*x2+b3*x3+b12*x1*x2+b13*x1*x3+b23*x2*x3+
+b123*x1*x2*x3;
x1=(X-z1)/dz1; x2=(Y-z2)/dz2; x3=(Z-z3)/dz3)
z1:=(Xmax+Xmin)/2; dz1:=(Xmax-Xmin)/2; z2:=(Ymax+Ymin)/2;
dz2:=(Ymax-Ymin)/2; z3:=(Zmax+Zmin)/2;dz3:=(Zmax-Zmin)/2;
:
F=a0+a1*X+a2*Y+a3*Z+a12(X-z1)(Y-z2)+a13*(X-z1)(Z-z3)+
+a23*(Y-z2)*(Z-z3)+a123*(X-z1)(Y-z2)(Z-z3);
, 123. :
F=c0+c1*X+(c2+c4*X)*Y+(c3+c5*Y+c6*X)*Z;
4,5,6=0, " ", 1,2,3.
.
() 1 3. , ,
2-3 .
=(X -X)/ DX.
X - . =+1,
= -1.
n>3 , 25 = 32 , , , . .
, tX1X2X3. 5 ,, X1X3. .
.4 .15
, 25-2 . ( ). 25-1 (16 ) .
|
|
.
.
: .
- - , , Y=b0 +b1X bi: DXi bi. , . 1.
, .
, .
- , -
, . ,
dR/dX =...=0; dR/dX =...0; dR/dX =0
( )
-
k- , k+1 , k . (. . ) . - ; ,. . . :
x =(zj -zjo)/DZj
zjo - j- . DZj - .
- j , , j, .
.
-
: , , , ( ). , , , . , , , .
.
, , , . . , , . . ,
Y = (1/n)SXi
-
S2 = (1/(n-1))S(X -Xi)2
-
Xi, Xcp, , X:
tt=|X -X|/(S[(n+1)/n]1/2)
1-2(tt).
, X
. 5% ( 1%).
S S2. S
G = S2/SS2
G . , . . G , n (f=n-1) N. G f=(n-1) N.
G <G , . ( , ).
.
t =|b|/Sb
t<tp
.
-
, . . . ( )
Sa =(1/(N-B))S(Xi -Xip)
B - . N - . Xi Xip - i- .
Fp =S2/S2
,
F <F, F - f =N-B.
3. .
. X Y n , X,Y. , X,Y . (. . 4) 1- ; 2- 3- .
Y Y Y
+ + + +
+ + + +
+ + + + +
+ + + + +
+ + +
+ + +
+
X X X 1) 2) 3)
.4. : 1- ; 2- ; 3- .
X Y -
:
R = [S(xi -xcp)(yi -ycp)]/(n-1)SxSy -1£R£+1
R , . R=1 R= -1,
y = a + bx (R=1)
y= a - bx (R=-1)
Y X
mx,y = my + R(sy /sx)(x-mx)
my = ycp mx = xcp
Y X.
sy,x = sy (1-R2)
-
X Y.
, X Y.
-
, R .
sR =(1-R2)/(n)1/2.
0,95,
R - 1,96(1-R)/(n)1/2 £ R £ R + 1,96(1-R)/(n)
, 0,95 , X Y , 0 p ,
|R| = 1,96(1+R2)/(n)1/2 > 0
, . 0,95
Z-1,96/(n-3)1/2 £ mz £ Z+1,96/(n+3)1/2
mz - Zcp
Z = (1/2)ln[(1+R)/(1-R)]
.
7: n .
- . . f(x), :
= S(yi -f(xi))2 = min
, Y X
Y=f(x,b0,b1,b2,b3...bk)
bk.
d/db0 =0; d/db1 =0;... S2[y-f(xi,...)]df/db0 = 0
Sy(df/db0) - Sf(df/db0) = 0
...........
, -
bk.
Y=b +b X, Y X.
:
Syi - S(b +b1X) = 0 /b0 = S(yi -(b0+b1xi)) = 0
Sxiyi - S(b0+b1xi) =0 /b1 = S(yi -(b0+b1xi)xi ) = 0
b = [SxiSyi - NSxiyi ]/[ (Sxi)2-NSxi2]
b0 =Ycp-b1Xcp
R = [S(xi -xcp)(yi -ycp)]/(n-1)SxSy -1£R£+1
R=b1Sx/Sy = b1{[nSxi2 -(Sxi)2 ]/[nSyi2 -(Syi)2 ]}1/2
:
S(xi+yi)2 = Sxi2 + 2Sxiyi + Syi2
, S2
S2 = [S(yi-Ycp)2]/(n-1)
S2 = [SS(yin -Yicp)2]/(Smi -L)
L - .
Y=b0+b1X+b2X2
:
b0N + b1Sxi + b2Sxi2 = Syi
b0Sxi + b1Sxi2 +b2Sxi3 =Sxiyi
b0Sxi2 + b1 Sxi3 +b2Sxi4 =Sxi2yi2
e. Y=b0b1x Y=b0Xb1
- .
.5 .21
lgY=lgb0 +Xlgb1;
lgY=lgb0 +b1lgX;
- 29 -
lgY=Z; lgb0 =a0; lgb1 =a1; lgx=t
Z=a0 +a1 X Z=a0 +b1t
Y = b0 + b1x1+ b2x2 + b3x3 +...+ bkxk
,
Yi0 =(yi -Ycp)/Sy; Xij0 = (xij -Xj0)/Sxj
i = 1,2,3,...n; j = 1,2,3,..k;
Y0 = a0 + a1x10 + a2x20 + a3x30 +...+ akxk0
/a1=1; /a2=1; /ak =1
a1S(x1i0)2 + a2Sx1i0x2i0 +...+ akSx1i0xki0 =Sx10yi0
a1 S(x2i0x2i0) + a2S(x2i0)2 +...+ak Sx2i0 xki0 =Sx2i0 yi0
........
a1Sxki0x1i0 + a2Sxki0x2i0 +...+akS(xki0)2 =Sxki0yi0
1/(n-1) ,
[1/(1-n)] S(xij2) = 1
a1rxkx1+ a2rxkx2 +... + ak = ryxk
.
1. ()=[1(2p)1/2 ]ò(-2/2) d
o
() | () | () | () | ||||
0,00 | 0,70 | 0,2580 | 1,40 | 0,4192 | 2,10 | 0,4821 | |
0,05 | 0,0199 | 0,75 | 0,2734 | 1,45 | 0,4265 | 2,20 | 0,4861 |
0,10 | 0,0398 | 0,80 | 0,2481 | 1,50 | 0,4332 | 2,30 | 0,4893 |
0,15 | 0,0596 | 0,85 | 0,3023 | 1,55 | 0,4394 | 2,40 | 0,4918 |
0,20 | 0,0793 | 0,90 | 0,3159 | 1,60 | 0,4452 | 2,50 | 0,4938 |
0,25 | 0,0987 | 0,95 | 0,3289 | 1,65 | 0,4505 | 2,60 | 0,4953 |
0,30 | 0,1179 | 1,00 | 0,3413 | 1,70 | 0,4554 | 2,70 | 0,4965 |
0,35 | 0,1368 | 1,05 | 0,3531 | 1,75 | 0,4599 | 2,80 | 0,4974 |
0,40 | 0,1554 | 1,10 | 0,3643 | 1,80 | 0,4641 | 2,90 | 0,4981 |
0,45 | 0,1736 | 1,15 | 0,3749 | 1,85 | 0,4678 | 3,00 | 0,49865 |
0,50 | 0,1915 | 1,20 | 0,3849 | 1,90 | 0,4713 | 3,20 | 0,49931 |
0,55 | 0,2088 | 1,25 | 0,3944 | 1,95 | 0,4744 | 3,40 | 0,49966 |
0,60 | 0,2257 | 1,30 | 0,4032 | 2,00 | 0,4783 | 3,60 | 0,49984 |
0,65 | 0,2422 | 1,35 | 0,4115 | 2,06 | 0,4803 | 4,00 | 0,499968 |
2. t: t N ( ) .
N | = 0,10 | P= =0,05 | P= =0,02 | = 0,01 | N | = 0,10 | P= =0,05 | P= =0,02 | = =0,01 |
6,31 | 12,704 | 31,821 | 63,7 | 1,80 | 2,201 | 2,718 | 3,11 | ||
2,92 | 4,303 | 6,965 | 9,93 | 1,78 | 2,179 | 2,681 | 3,06 | ||
2,35 | 3,182 | 4,541 | 5,84 | 1,77 | 2,160 | 2,650 | 3,01 | ||
2,13 | 2,778 | 3,747 | 4,60 | 1,76 | 2,145 | 2,624 | 2,98 | ||
2,02 | 2,571 | 3,365 | 4,03 | 1,75 | 2,131 | 2,602 | 2,95 | ||
1,94 | 2,447 | 3,143 | 3,71 | 1,75 | 2,120 | 2,583 | 2,92 | ||
1,90 | 2,365 | 2,998 | 3,50 | 1,74 | 2,110 | 2,567 | 2,90 | ||
1,86 | 2,306 | 2,896 | 3,36 | 1,73 | 2,086 | 2,528 | 2,85 | ||
1,83 | 2,262 | 2,821 | 3,25 | 1,71 | 2,060 | 2,485 | 2,79 | ||
1,81 | 2,288 | 2,764 | 3,17 | 1,70 | 2,042 | 2,457 | 2,75 |
- 31 -
3. : F=S12/S22 =0,05 N1- ( ); N2- .
N2 | N1=1 | N1=3 | N1=5 | N1=20 |
161,4 | 215,70 | 230,2 | ||
18,51 | 19,16 | 19,30 | 19,4 | |
10,13 | 9,28 | 9,01 | 8,66 | |
7,71 | 6,59 | 6,26 | 5,80 | |
6,61 | 5,41 | 5,05 | 4,56 | |
5,59 | 4,35 | 3,97 | 3,44 | |
5,32 | 4,07 | 3,69 | 3,15 | |
5,12 | 3,86 | 3,48 | 2,94 | |
4,96 | 3,71 | 3,33 | 2,77 | |
3,49 | 3,00 | 2,54 |
4. () c2: , (c2) N.
N | =0,95 | P=0,05 | P=0,02 | N | =0,95 | P=0,05 | P=0,02 |
0,0039 | 3,841 | 5,412 | 3,32 | 16,919 | 19,679 | ||
0,103 | 5,991 | 7,824 | 3,94 | 18,307 | 21,161 | ||
0,352 | 7,815 | 9,837 | 7,3 | 24,996 | 28,259 | ||
0,71 | 9,488 | 11,668 | 10,9 | 31,410 | 35,020 | ||
1,14 | 11,070 | 13,388 | 14,6 | 37,652 | 41,566 | ||
2,17 | 14,067 | 16,622 | 18,5 | 43,773 | 47,962 |
1. .., .. .., , 1985 .
2. .. ..,,1976 .
3. .. . , .,,1977 .
4. ., . . ..,,1981 .
5. .., .., .., ..,,1976 .
1.
.
, , . , :
1.
Y =SYij/m; i=1,2,..n j=1,2,..m
2.
Si2 =S(Ycpij -Yicp)2 /(m-1)
3. S2 =SSi2
4. G=S2max/S2, - . G- .
G<G. (N,f), (*)
1-a .
a=0,05. m=3 n=10 G =0,445.
(*) , , , ,
, .
5. ,
S2 =SSi /N
6.
S=(S2)1/2.