多元正态分布的均值向量和协差阵的检验.docxVIP

实验名称：多元正态分布的均值向量和协差阵的检验一、实验目的和要求通过上机操作，使用spss软件进行多元正态分布的均值向量和协差阵的检验二、实验内容和步骤变量服从正态分布的检验如下图所示进行操作多元正态分布的均值向量的检验多元正态分布的协差阵的检验结果如下图所示正态性结果分析Tests of NormalityKolmogorov-SmirnovaShapiro-WilkStatisticdfSig.StatisticdfSig.净资产收益率.15133.054.95033.134总资产报酬率.14133.095.93233.039资产负债率.15233.052.92933.032总资产周转率.22933.000.68333.000流动资产周转率.17933.009.84533.000已获利息倍数.19433.003.82633.000销售增长率.12433.200*.96333.318资本积累率.24833.000.70333.000lg总资产周转率.08533.200*.98233.832lg流动资产周转率.07033.200*.98133.806lg已获利息倍数.09333.200*.96133.283lg资本积累率.06133.200*.97933.748lg净资产收益率.20733.001.82433.000*. This is a lower bound of the true significance.a. Lilliefors Significance Correction上表为各变量以及各变量取对数后服从正态分布的检验结果，当第七列的P值大于0.05时，对应的变量就不服从正态分布。多元正态分布的均值向量的检验Between-Subjects FactorsN行业30电力煤气及水?1房地产行业1信息技术业1上表为主体间因子表，给出了来自三个行业的样本个数Multivariate TestsaEffectValueFHypothesis dfError dfSig.InterceptPillais Trace.97755.514b13.00017.000.000Wilks Lambda.02355.514b13.00017.000.000Hotellings Trace42.45255.514b13.00017.000.000Roys Largest Root42.45255.514b13.00017.000.000行业Pillais Trace.899.62539.00057.000.939Wilks Lambda.327.60139.00051.089.950Hotellings Trace1.432.57539.00047.000.961Roys Largest Root.8841.292c13.00019.000.298a. Design: Intercept + 行业b. Exact statisticc. The statistic is an upper bound on F that yields a lower bound on the significance level.上表为多变量检验表，因为概率P值均大于0.05，则接受原假设Tests of Between-Subjects EffectsSourceDependent VariableType III Sum of SquaresdfMean SquareFSig.Corrected Model净资产收益率132.434a344.145.979.416总资产报酬率51.071b317.024.903.452资产负债率760.471c3253.4901.123.356总资产周转率.256d3.085.373.773流动资产周转率1.236e3.412.855.475已获利息倍数88.036f329.345.417.742销售增长率4462.027g31487.3421.182.334资本积累率1694.639h3564.8801.164.340lg总资产周转率.255i3.085.560.646lg流动资产周转率.382j3.127.773.519lg已获利息倍数.239k3.080.427.735lg资本积累率1.451l3.4841.001.407lg净资产收益率.413m3.138.529.666Intercept净资产收益率995.4651995.46522.065.000总资产报酬率554.2391554.23929.395.000资产负债率11969.890111969.89053.035.000总资产周转率1.41711.4176.198.019流动资产周转率5.33915.33911.086.002已获利息倍数472.72