. - x x j :
x x j ( ); x x j 䒺 ( ).
. x j [2].
. 2- () r d. 2, R. ³ y yˆ :
21. . .
˳ . (3.1) :
1. ˳ . (3.1) :
(3.11)
- - ; - - ] -
; - ; - -
. (3.11) :
(3.12)
1, 2.
:
, :
' 2 | ... 0 | '1 | 0. | . 0" | |||
(') = | 2 | ... 0 | = 2 | 1. | . 0 | ||
_ 0 | ... 2 _ | 0. | . 1_ |
: 2 , (3.15) |
- .
2. , :
; e = |
˳ :
, : |
e(ß) = ef = = (Y - *ß)'(Y - Xß) = Y Y - 2ß'X Y + ß'XXß min, (3.17)
i = 1
(') .
. (3.17) : (Xß)' = ß 'X'; ß 'X Y = Y Xß.
|
|
(3.17) ß : |
öe(ß) |
: |
X Xß = X Y |
/V /V /V /V /V /- (3 - 3 )(3 0 -3) (3 -3 )(31 - ) ■ (3 -3)2 _ |
(3.18) (3 0, 33 . X'X (^(X) 0), (XX)-1 (3.18) - = (X X)-1X (3.19) г (3.19) . 22. - . . = XP + . = (XX)-1X' , . , , . 30, 3- -, 3 , 3 j . ֳ - [( - ) ( - )'] = /V /- /V /V /V /V (30 - 30) (30 - 30)(31 -31) ■■■ (30 30)(3 3 ) /V /V /V \ /V /V = (31 - 31)(30 - 30) (31 - 31) ■■■ (31 - 31 )(3 - 3 ) = |
: |
6 2 = : (3.21) - -1 |
, - . - () : ) = 2(X X)-1 (3.20) 2 - , : .2 |
62 = ^ =. (3.21') - -1 - -1 |
23. . Գ (^). :
0 : 0 = 1 = = = .
:
1: (] = 0, ) .
, , . ^ 1
:
- , , - . |
=------------ ----------- =---------------------- =1--------------, (3.26) ( - );)2 (ӳ- ;)2 =1____________________ = 1 - -1 |
- : = ( - - 1>2 (3.26') (1 - 2) ϳ ^- Գ (; - -1;), ( -100%) - -1 . > , 0 % , , . < - 0 , . , , . |
|
|
24. : |
- 1: j 0, Xj
.
tj j :
-
var(ß), (3.20).
, ,
.
, ;
.
.
- ,
, : |