1、2.1. 12 (,) p X XXX p 12 (,) p X XXX p 2.2 12 () XX 12 () XX 12 2 112 2 212 1/2 1 2 22 112112 22 212212 11 ()exp()() 2 2 fxxx 2.3 12 () XX 1212 12 22 2()()()()2()() (,) ()() dcxabaxcxaxc fxx badc 1 axb 2 cxd 1 1 X 2 X 2 1 X 2 X 3 1 X 2 X 1 1 X 2 X 22 22 112112 112112 11 11 22 22 22 112112 112112 22
2、11 11 22 11 112112 112112 112112 11 22 112112 112112 112112 112112 112112 112112 112112 112112 22 22 22 ()exp()() 22 22 22 22 22 ()exp()() ()exp()() 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 ()exp()() ()exp()() ()exp
3、()() 22 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 112112 22 22 212212 212212 22 22 2 2 22 22 22 22 22 22 22 22 22 22 22 22 22 22 22 22 22 22 22 22 22 212
4、212 22 22 22 212212 212212 2 2 212212 212212 212212 212212 ()exp()() ()exp()() 22 22 ()exp()() 22 ()exp()() ()exp()() ()exp()() 112112 112112 112112 ()exp()() 112112 ()exp()() ()exp()() ()exp()() ()exp()() ()exp()() ()exp()() 22 ()exp()() 112112 ()exp()() ()exp()() 112112 ()exp()() 212 212 1 1 ()exp
5、()() 22 112112 112112 ()exp()() ()exp()() ()exp()() 22 22 ()exp()() 112112 112112 ()exp()() 112112 112112 112112 ()exp()() ()exp()() 22 22 22 22 ()exp()() 22 22 212212 212212 212212 212212 212212 121 121 2()()()()2()() 121 121 121 dcxabaxcxaxc dcxabaxcxaxc 2()()()()2()() 2()()()()2()() 2()()()()2()(
6、) 121 121 121 121 2()()()()2()() 2()()()()2()() 2()()()()2()() 2()()()()2()() 121 121 121 121 cxd cxd1 1212 1 22 2()()()()2()() () ()() d x c dcxabaxcxaxc fxdx badc 12 212 2 22 22 2()()2()()2()() ()()()() d d c c dcxaxbaxcxaxc dx badcbadc 12 1 22 22 0 2()()2()2() ()()()() d dc c dcxaxbatxat dt badcb
7、adc 22 121 2222 0 2()()()2()1 ()()()() dc d c dcxaxbatxat badcbadcba 1 X 2 ba 2 12 ba 2 X 2 1 2 1 , () 0 x xcd fx dc 2 dc 2 12 dc 2 1 X 2 X 12 cov(,) xx 1212 12 12 22 2()()()()2()() 22()() db ca dcxabaxcxaxc abdc xxdxdx badc ()() 36 cdba 12 12 cov(,)1 3 xx xx 3 1 X 2 X 1 X 2 X 12 1212 (,)()() xx fxx
8、fxfx 2.4 12 (,) p XXXX 2 2 () () 2 2 0 0 () () 22()() 22()() 1 2()()()()2()() xd 2()()()()2()() abdc abdc xd xd abdc abdc abdc abdc abdc abdc abdc xd xd xd 12 xd xd abdc abdc abdc abdc xd 22()() 22()() 12 22()() 22()() 12 xd xd 1212 (,) p X XXX 1/2 1 1 11 (,.,)exp()() 2 2 p p fxx x x 2 1 2 2 2 p 222
9、 12 p 2 1 2 1 2 2 1 1 1 p 1 (,.,) p f xx 2 1 1/2 2 2221 2 12 2 1 1 11 exp()() 2 2 1 p p p x x 2 2 2 1 23 11 12 222 12 () () () 11 11 exp . 222 2 p pp p p x x x 2 1 2 1 () 1 exp().() 2 2 p ii p i i i x fxfx 2.5 12p p 12 2221 2221 2221 11 11 1/2 1/2 2221 2221 2221 1/2 1/2 exp()() 2221 2221 11 exp()()1
10、 n i i n XX 1 ()() n ii i n XXXX 35650.00 12.33 17325.00 152.50 X 201588000.0038900.0083722500.00-736800.00 38900.0013.06716710.00-35.80 83722500.0016710.0036573750.00-199875.00 -736800.00-35.800-199875.0016695.10 1 1 pn n 1 XX ,S 1 () nnn n 11 XIX 10 01 n I SPSS 1. Analyze DescriptiveStatistics Des
11、criptives Descriptives Variables 2.1 2.1 Descriptives 2. Options Options Mean 2.2 Continue 1 () () 1 nnn nnn () () n n () () () () () () 1 () () () () DescriptiveStatistics DescriptiveStatistics Variables Variables 10 10 n n I I n DescriptiveStatistics Descriptives Descriptives Variables Variables2.
12、2Options 3. OK 2.1 35.3333 12.3333 17.1667 1.5250E2 2.1 SPSS 1. Analyze Correlate Bivariate BivariateCorrelations Variables 2.3 2.3BivariateCorrelations 2. Options Options Cross-productdeviationsandcovariances 2.4 Continue Analyze2.4Options 3. OK 2.2 Covariance Pearson Correlation SumofSquaresandCro
13、ss-products 2.6 2.7 (,) p N X 12 ,., n XXX X X 111 () nnn ii iii EEnEnn XXX 22 111 11 () nnn ii iii DDnD nnn XXX (,) p N X2.8 1 1 1 ()() 1 n ii i n XXXX 1 1 1 n ii i n n XXXX 1 1 ()() 1 n ii i EEn n XXXX 1 1 1 n ii i EnE n XXXX 1 11 (1) 11 n i nn nnn 2 1 () n ii i SX-X)(X-X 1 ( n ii i X- X )X- X ) 1
14、1 ()()2()()() nn iii ii n X- X- X- X- X )(X X 1 ()()2()() n ii i nn X- X- X )(X X )(X 1 ()()() n ii i n X- X- X )(X 1 1 ()()()() 11 n ii i EEn nn S X- X- X )(X 1 1 ()()() 1 n ii i EnE n X- X- X )(X 1 n S 2.9. (1)(2)() n X,X,.,X (,) p N X S ( ( ( ( ( ( ( ( ( ( ( 11 11 ()()2()()() nn nn iii iii ()()2(
15、)()() ()()2()()() ()()2()()() ii ii 11 11 11 11 11 11 11 11 ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() iii iii iii ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()()
16、()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()()
17、()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()()
18、()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()()
19、()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()2()() ()()() ()()() ii ()()() ()()() ()()() ()()() ()()() ()()() ()()() ()()() ()()() ()()() ()()() ()()() ()()() ()()() ()()() ()()() ()()() ()()() ()()() ()()() ()()() ()()() ()()() ()()()() ()()()() n n ()()()() ()()()() ()
20、()()() ()()()() ()()()() ()()()() ()()()() ()()()() ()()()() ()()()() ()()()() ()()()() ()()()() ()()()() ()()()() ()()()() ()()()() ()()()() ()()()() ()()()() ()()()() ()()()() ()()()() ()()()() ()()()() ()()()()* * () * 111 ij nnn I 12n12n =( )=XXX (1,2,3,4,) , in i X 12 () n 1 1 n ni i n 1 1 ()()
21、 n ni i EEn n () Var n Z 1 ()()(1,2,3,1) n aajj j EEran 1 1 n aj j n n r 1 0 n ajnj i nrr 1 ()() n aajj j VarVarr 22 11 nn aj j aj jj rVarr 121 n (0,) N 1 ()() n jj i SXXXX 1 n jj j n XXXX 11 11 nn iinn ii nnnn nn XX X XZZ 11 aj jj rVarr aj 11 22 aj rVarr aj rVarr 121 121 121 121 121n n n j j j X X
22、X X X X X X 2 1 2 1 1 1 2 12n n X X XXX X 1 2 12n n Z Z ZZZ Z n n n j j j n n n j j j Z ZZ Z Z Z X X 1 1 1122 . nn nn ZZZZZZ- 1 1 n jj j S 121 , n ZZZ (0,) p N 1 1 (1,) n jjp j Wn S 2.10. () ii Xnp (,) pii N 1,2,3, ik 1 2 . k 1 2 . k 1 2 2 . k 1 2 ,., k 1 1 11 12 1 . a n k a i ai k nnn xx 11 12 . a
23、n k aa ii ai k nnn xxxx (2) 1 ln(,) k L 2 11 1 ln()exp 2 a n k n paa iaia ai 2 -1 (x- ) (x- ) 121 121 121 n 121 121 121 ZZ ZZ 121 121 121 121 121 121 121 ZZ . . (0,) (0,) p N N p p (,) pii (,) (,) (,) k k k k . . .11 11 ln()ln()ln 222 a n k aa iaia ai n Lpn2 -1 , (x- ) (x- ) 2 11 11 ln(,)1 ()()0 22
24、a n k aa iaia ai Ln XX 1 1 ln(,) ()0(1,2,.,) j n j ijj i j L j k X 1 1 j n jjij i j n xx 11 12 . j n k jj ji k nnn ij ij xxxx 2 0 () X zn /2 | zz 2 0 () X tn S /2 |(1) ttn 22 1 1 () 1 n i i SXX n 2 00 H 212 000 ()()() Tnp X X 22 0 T 2 (1)1 (,) (1) np TFpnp np 2 (1) np TF np ()21 00 (1)()() Tnnn X SX
25、 012 H 212 0 ()()() nm Tp nm XY XY 22 0 T 2 (2)1 (,1) (2) nmp FTFpnmp nmp FF 21 (2)()() nm nm Tnm nm nm XYSXY m n -1 () (,) npn FFpnp p ZSZ FF m n 1 () (,) npn FFpn p p - ZSZ FF k H 2 1 0 (1) (1,) () SSAk F Fknk SSEnk FF (,1) pnkk EE TAE 0 0 p H I /2 /2 1 exp 2 np n e tr n SS 00p HI /2 /2 * 1 exp 2
26、np n e tr n SS 12 k012 k H /2/2 /2 /2 11 i i kk nn pn np kii ii nn SS 2 221 2 () ()()() nX tnXSX S (,) p N X (,) p Wn S XS (1,) (1,) (1,) (1,) (1,) (1,) (1,) (1,) (1,) (1,) (1,) (1,) EE EE EE TAE TAE TAE TAE 1 exp exp exp 00 p p (,1) (,1) (,1) (,1) (,1) (,1) (,1) (,1) 00 I Ip n T 2 (,) p N X0 (,) p
27、Wn S X S 21 Tn XSX 2 1 (,1) np TFpnp np 2 2 T F F F p 1 n 2 n F 1 11 1 1 11(,1) (,1) (,1) nppn Fpnp ppn 2 1 1 1 1 1(,2) (2,2() (,2) pn np Fpnp p pn 1 11 2 21 212 1(1,) (,) (1,) nnn Fnn nnn 2 12 1 21 2 12 1(2,) 1 (2,2(1) (2,) nn n Fnn n nn 012 k H 1 ij Hij (,1) pnkk EE TAE Wilks 1 11 11 212 1(1,) 1(1
28、,) 11 nnn nnn 11 11 1(1,) 11 nnn nnn 212 212 1(1,) 1(1,) n 2 11 2 2 212 212 1(1,) 1(1,) 11 2 2 (,) (,) (1,) (1,) 212 212 1(1,) 1(1,) 1(1,) 11 (,) nnn 212 (1,) (1,) (1,) 212 212 212 212 (2,2() (2,2() (2,2() (2,2() (2,2() (2,2() (2,2() (2,2() (2,2() (2,2() (2,2() (2,2() 1(2,) 1(2,) 1(2,) (2,) (2,) 1(2
29、,) 1(2,) 1(2,) 1(2,) 1(2,)22 12 (,)(,) DGDG XX11 1122 111111 111 222 111 211122 ()()()() 2(2) 2() XXXX X XX XXX X 11 211212 1 12 12 2()()() 2() 2 2()2() X X X X ()() W XX k k G G G, , , 2 1 k , , , 2 1 k , , , 2 1 k 2 1 21 (,)()() DG XXX 111 1 2 2() C X XX X XIX I 1 1 2 1 C k , , 2 , 1 () WC XIX k ,
30、 , 2 , 1 i G X 1 ()max() i k WC XIX k G G G , , , 2 1 ) ( , ), ( ), ( 2 1 x x x k f f f k q q q , , , 2 1 0 i q 1 1 k i i q i G j G ) | ( i j C k j i , , 2 , 1 , k k G G G , , , 2 1 p ) , , , ( 2 1 k R R R R R i G j G x x d f R i j P j R i ) ( ) , | ( j i k j i , , 2 , 1 , k j R i j P i j C R i r 1
31、) , | ( ) | ( ) | ( k i , , 2 , 1 21 (,)()() (,)()() 21 21 (,)()() (,)()() 21 (,)()() (,)()() (,)()() (,)()() (,)()() (,)()() (,)()() 21 (,)()() (,)()() (,)()() (,)()() (,)()() (,)()() (,)()() (,)()() (,)()() (,)()() (,)()() (,)()() (,)()() (,)()() 111 111 2() 2() 2() 2() 2() 2() 111 111 111 111 111
32、 111 111 111 111 111 111 111 111 111 X X 111 111 111 111 111 111 111 111 111 111 111 111 111 111 111 111 111 111 111 111 k k1 1 , 2 , 1 , 2 , 1 k , , 2 , 1 2 , 1 i G i ()max() i WC WC ()max() i ()max()R k i i R i r q R g 1 ) , ( ) ( k i k j i R i j P i j C q 11 ) , | ( ) | ( k R R R , , , 2 1 ) ( R
33、g k i k j i R i j P i j C q R g 11 ) , | ( ) | ( ) ( x x d f i j C q k i k j R i i j 11 ) ( ) | ( k j R k i i i j d f i j C q 11 ) ( ) | ( ( x x 1 (|)()() k iij i qCjifh xx k j R j j d h R g 1 ) ( ) ( x x ) , , , ( * * 2 * 1 * k R R R R k j R j j d h R g 1 * * ) ( ) ( x x k i k j R R j i j i d h h R
34、 g R g 11 * * ) ( ) ( ) ( ) ( x x x i R ) ( ) ( x x j i h h j ) , , , ( 2 1 k R R R R 1 |()min() iij jk Rhh xxx k i, , 2 , 1 k p 1122 () pp UuXuXuX XuX ) , , , ( 2 1 p u u u u p () UX j j 1 j j d ) ( ) ( j j h j x d h h j j j j ) , ) k , Rhh Rhh pp UuXuXuX UuXuXuX pp iij iij |()min() |()min() |()min
35、() Rhh |()min() |()min() iij |()min() |()min() |()min() |()min() |()min() |()min() |()min() |()min() |()min() |()min() |()min() |()min() p UuXuXuX UuXuXuX pp UuXuXuX UuXuXuX UuXuXuX UuXuXuX UuXuXuX2 1 q q ) 1 | 2 ( ) 2 | 1 ( C C 1 d 0 ln d 4.812.258 22.567 33.039 43.286 52.876 63.587 74.898 81.734 9
36、2.242 102.743 3.0 8 5 group group1 2 3 X1 X2 X3 spss 1. SPSS Analyze Classify Discriminate group X1 X2 X3 Enterindependentstogether 2. DefineRange 1 3 1 3 Continue 4.1 4.1 3. Statistics Function Coefficients Fishers Bayes Fisher Fishers Fisher 4.2 Continue 4.2statistics 1 X X2 2 3 Continue4. Classif
37、y classification Display Summarytable 4.3 4.3classification 5. OK 1) Bayes Bayes 4.1 Bayes Group1 3 761 . 16 2 297 . 12 1 689 . 11 843 . 81 1 X X X Y Group2 3 086 . 17 2 361 . 13 1 707 . 10 536 . 94 2 X X X Y Group3 3 447 . 6 2 960 . 4 1 194 . 2 449 . 17 3 X X X Y Bayes ClassificationFunctionCoeffic
38、ients group 1 2 3 x1 -11.689 -10.707 -2.194 x2 12.297 13.361 4.960 x3 16.761 17.086 6.447 (Constant) -81.843 -94.536 -17.449 Fisherslineardiscriminantfunctions 4.1 Bayes 4.2 4 3 1 75% 3 2 1 66.7% 3 80.0% ClassificationResults a group PredictedGroupMembership Total 1 2 3 Original Count 1 3 1 0 4 2 1
39、2 0 3 group 2 60 2 0 ClassificationFunctionCoefficients 16.761 -81.843 Fisherslineardiscriminantfunctions -10.707 13.361 3 4.13 0 0 3 3 % 1 75.0 25.0 .0 100.0 2 33.3 66.7 .0 100.0 3 .0 .0 100.0 100.0 a.80.0%oforiginalgroupedcasescorrectlyclassified. 4.2 2) 0 . 3 1 X 8 2 X 5 3 X 3 Bayes 2 Y classific
40、ation casewiseresults 4.9 1 X 2 X 3 X 4 X 5 X 6 X 7 X 8 X Bayes Fisher 53 1 9 18 50 11.20 2.02 3.58 1 X 2 X 3 X 4 X 5 X 6 X 7 X 8 X 123172316.600.341.71 2341173598.001.812.91 3422723414.600.94.94 43911954813.101.934.36 535191345.000.401.30 6371132415.101.801.82 7291131427.401.461.65 83221167523.307.
41、769.72 928223236.400.191.29 10261432710.502.47.36 group0 group1 53 1 9 18 50 11.20 2.02 3.58 11 group spss 1. SPSS Analyze Classify Discriminate group 6 1 X X Enterindependentstogether 2. DefineRange 0 1 0 1 Continue X Bayes Bayes 53 1 1 9 9 18 18 6371132415.101.801.82 123172316.600.341.71 123172316
42、.600.341.71 2341173598.001.812.91 2341173598.001.812.91 3422723414.600.94.94 3422723414.600.94.94 43911954813.101.934.36 43911954813.101.934.36 535191345.000.401.30 535191345.000.401.30 4 4 X X 4 4 X X 6 6 X X 6 6 Fisher Fisher 50 11.20 11.20 2.023. Statistics Function Coefficients Fishers Unstandar
43、dized Continue 4. Classify Display Casewiseresults Continue 5. OK 1) 4.3 4.3 Fisher 8 383 . 2 7 792 . 0 6 710 . 0 5 024 . 0 4 357 . 0 3 173 . 0 2 687 . 6 1 32 . 0 794 . 10 X X X X X X X X Y Y group0 group0 4.4 4.4 bayes bayes 4.5 group Bayes Bayes 8 504 . 37 7 994 . 10 6 723 . 13 5 969 . 2 4 943 . 4
44、 3 033 . 1 2 070 . 94 1 340 . 0 693 . 118 0 X X X X X X X X G 8 116 . 49 7 133 . 7 6 182 . 17 5 086 . 3 4 681 . 6 3 874 . 1 2 660 . 126 1 184 . 0 296 . 171 1 X X X X X X X X G 3 173 . 0 2 3 173 . 2 3 3 02 . 0 4 357 0 . 0 4 group04.5Bayes Bayes 2) CasewiseStastics group0 4.10 1 X 2 X 3 X 4 X 1 X 2 X
45、3 X 4 X 12281342011 22451341040 32001671227 417015078 51001672014 6225125714 7130100612 815011776 91201331026 10160100510 11185115519 1217012564 1316514253 14135108212 1510011772 group1 group2 group3 bayes spss 1. SPSS Analyze Classify Discriminate 12281342011 12281342011 22451341040 22451341040 1 1
46、 X X 1 1 12281342011 12281342011 6225125714 6225125714 7130100612 7130100612 815011776 815011776 51001672014 91201331026 6225125714 6225125714 7130100612 7130100612 12281342011 12281342011 22451341040 22451341040 32001671227 32001671227 417015078 417015078 51001672014 51001672014 2 2 X 2group X1 X2
47、X3 X4 Enter independentstogether 2. DefineRange 1 3 1 3 Continue 3. Statistics FunctionCoefficients Fishers Bayes 4. Classify classification Display Summarytable 5. OK Bayes Bayes 4.6 Bayes Group1 4 073 . 0 3 778 . 0 2 753 . 0 1 164 . 0 212 . 79 1 X X X X Y Group2 4 012 . 0 3 317 . 0 2 595 . 0 1 130
48、 . 0 721 . 46 2 X X X X Y Group3 4 059 . 0 3 100 . 0 2 637 . 0 1 130 . 0 598 . 49 3 X X X X Y Bayes 4.6Bayes 4.7 5 4 1 80% 5 4 1 80% 5 4 1 80.0% 4.7 45.1 n p k 5.2 5.3 n p n 1/ 1 ()( ) p q q ijikjk k dqXX q 1 1 q 1 (1) p ijikjk k dXX 2 2 q 2 1/2 1 (2)( ) p ij ikjk k dXX 3 q 1 ()max ij ikjk kp dXX 21
49、 ()()() ijijij dM XX XX 1 1 () p ikjk ij k ikjk XX dL pXX 1 1 q ijikjk ijikjk k k dqXX dqXX ijikjk ijikjk ijikjk ijikjk dqXX dqXX dqXX ijikjk ijikjk ijikjk ijikjk ijikjk ijikjk ijikjk ijikjk ijikjk dqXX ijikjk 1/ ) q 2 2 1/2 ) ikjk ikjk dXX dXX ikjk ikjk ikjk dXX dXX dXX ikjk ikjkp 5.4 dij Xi Xj Dij Gi Gj 1 . , min ikjr kr ij XGXG D d min, k
