kovariatsiya. kovariatsiya koeffiseinti

DOC 293,5 KB Bepul yuklash

Sahifa ko'rinishi (5 sahifa)

Pastga aylantiring 👇

1576504252.doc [ ] ) ( ( ) ( ) , cov( j j i i j i ij m m m x x x x x x s - × - = = i x j x i x j x j i j i ij m m m x x x x s - = ) ( = + - - = - - = ) ( ) )( ( j i j i i j j i j j i i ij m m m m m m m m x x x x x x x x x x x x s j i j i j i j i i j j i m m m m m m m m m m x x x x x x x x x x x x - = + - - = ) ( ) ( 1 …

1 x s x x h m - = 2 2 2 2 x s x x h m - = ÷ ÷ ø ö ç ç è æ - - = 2 1 2 1 2 2 1 1 , , cov x x x x s x x s x x r m m 2 1 2 1 ) , cov( 2 1 , x x x x s s x x r = 2 1 2 1 , 2 1 ) , cov( x x x x s s r x x = 1 x 2 x 0 2 1 , = x x r 0 ) , cov( 2 1 = x x ) 1 , 0 ( ~ 1 n x 1 ) ( 2 - = x x f 1 ) ( 2 1 1 2 - = = x x x f 1 …

kovariasiyasi yoki korrelyatsion moment deyiladi. unga va larning aralash markaziy momentga ham deyiladi. 1-teorema: kovariasiyani hisoblash uchun quyidagi formula o`rinli: isboti: 2-teorema: agar va lar bog`lanmagan bo`lsa, . bu teorema isboti 1-teoremadan, va larning bog`lanmaganligidan ni e`tiborga olsak, kelib chiqadi. agar bo`lsa, va tasodifiy miqdorlar bog`liq bo`ladi. kovariatsiya ta`rifi va matematik kutilma xossalaridan quyidagilar kelib chiqadi. (*) bu yerda va lar o`zgarmaslar. tasodifiy vektorning kovariasion matrisasi deb, matrisaga aytiladi, bu yerda kovariasiya xossalaridan kovariasion matrisa simmetrikligi va uning diognal elementlari tasodifiy miqdorlarning dispyersiyalari ekanligi kelib chiqadi. kovariasion matrisa determinantiga umumlashgan dispyersiya deyiladi. umumlashgan dispyersiya n o`lchovli tasodifiy miqdor tarqoqlik darajasini xaraktyerlaydi. kovariasion matrisa va o`rtachalar vektori tasodifiy vektorning asosiy sonli xarakteristikalaridir. quyidagi teoremani isbotsiz keltiramiz. 3-teorema: agar tasodifiy miqdorlar uchun mavjud bo`lsa, u holda har qanday o`zgarmaslar uchun , tasodifiy miqdorlarning kovariasiyalar mavjud va va larning kovariasion matrisalar va lar tenglik bilan bog`langan, bu yerda esa matrisa transponyerlangani. bu teoremadan …

sifat xarakteristikasi sifatida korrelyasiya koeffisienti dan foydalaniladi, u va normallangan tasodifiy miqdor kovariasiyasiga teng. . demak korrelyasiya koeffisienti (4). bu yerdan (5) bog`lanmagan tasodifiy miqdor , lar uchun , chunki . teskari tasdiq o`rinli emas, bog`liq tasodifiy miqdorlarning ham korrelyasiya koeffisienti nolga teng bo`lishi mumkin. masalan; agar , , bo`lsa, va bog`langan, ularning korrelyasiya koeffisienti nolga tengligini ko`rsatamiz. bo`lgani uchun, , bundan demak, . va tasodifiy miqdorlarning korrelyasiya koeffisienti nolga teng bo`lsa, ular korrelyasion bog`lanmagan deyiladi. 4-teorema: korrelyasiya koeffisienti absalyut qiymati bo`yicha birdan katta bo`lolmaydi: (5). isboti: bo`lsin. u holda o`rinli bo`lganligi uchun va hamda va dan bu tengsizlikdan va larga ega bo`lamiz. bulardan esa teoremaning isboti kelib chiqadi. 5-teorema: bo`lishi uchun va ( ) o`zgarmaslar topilib bo`lishi zarur va yetarli. jumladan bo`lsa , bo`lsa, . isboti: bo`lsin, u holda demak , dispyersiya xossasiga asosan (c-o`zgarmas). va demak ya`ni bundan bu yerdan bunda . agar bo`lsa, bo`ladi, bundan kelib chiadi. …

04567663.unknown _1304567295.unknown _1304567393.unknown _1304567576.unknown _1304567316.unknown _1304566927.unknown _1304567127.unknown _1304566909.unknown _1304248293.unknown _1304248375.unknown _1304248463.unknown _1304248562.unknown _1304248589.unknown _1304248969.unknown _1304249041.unknown _1304248950.unknown _1304248576.unknown _1304248473.unknown _1304248397.unknown _1304248422.unknown _1304248389.unknown _1304248336.unknown _1304248348.unknown _1304248304.unknown _1304248186.unknown _1304248234.unknown _1304248274.unknown _1304248211.unknown _1304248137.unknown _1304248173.unknown _1304248127.unknown _1304247095.unknown _1304247168.unknown _1304247233.unknown _1304247261.unknown _1304247331.unknown _1304247255.unknown _1304247181.unknown _1304247210.unknown _1304247175.unknown _1304247132.unknown _1304247149.unknown _1304247162.unknown _1304247143.unknown _1304247112.unknown _1304247126.unknown _1304247103.unknown _1304246815.unknown _1304246987.unknown _1304247036.unknown _1304247089.unknown _1304246993.unknown _1304246844.unknown _1304246850.unknown _1304246826.unknown _1304246745.unknown _1304246786.unknown _1304246800.unknown _1304246773.unknown _1304246721.unknown _1304246728.unknown _1304246699.unknown _1304246406.unknown _1304246535.unknown _1304246619.unknown _1304246639.unknown _1304246668.unknown _1304246625.unknown _1304246582.unknown _1304246599.unknown _1304246548.unknown _1304246446.unknown _1304246458.unknown _1304246469.unknown _1304246452.unknown _1304246423.unknown _1304246437.unknown _1304246412.unknown _1233394488.unknown _1304246333.unknown _1304246370.unknown _1304246393.unknown _1304246364.unknown _1233394980.unknown _1233397049.unknown _1304246280.unknown _1304246301.unknown _1304246216.unknown _1233395114.unknown _1233395176.unknown _1233396357.unknown _1233395006.unknown _1233394737.unknown _1233394952.unknown _1233394529.unknown _1233130969.unknown _1233133095.unknown _1233213480.unknown _1233220999.unknown _1233394474.unknown _12

Ko'proq o'qimoqchimisiz?

Faylni Telegram orqali bepul yuklab oling.

To'liq faylni yuklab olish

"kovariatsiya. kovariatsiya koeffiseinti" haqida

1576504252.doc [ ] ) ( ( ) ( ) , cov( j j i i j i ij m m m x x x x x x s - × - = = i x j x i x j x j i j i ij m m m x x x x s - = ) ( = + - - = - - = ) ( ) )( ( j i j i i j j i j j i i ij m m m m m m m m x x x x x x x x x x x x s j i j i j i j i i j j i m m m …

DOC format, 293,5 KB. "kovariatsiya. kovariatsiya koeffiseinti"ni yuklab olish uchun chap tomondagi Telegram tugmasini bosing.

Teglar: kovariatsiya. kovariatsiya koef… DOC Bepul yuklash Telegram