第五章数据分析(梅长林)习题.docxVIP

第五章习题1.习题5.1解：假定两总体服从正态分布，且协方差矩阵，误判损失相同又先验概率按比例分配，通过SAS计算得到先验概率如表：Class Level InformationgroupVariableNameFrequencyWeightProportionPriorProbabilityG1G166.00000.4285710.428571G2G288.00000.5714290.571429即：又计算可得：有计算的总体协防差距矩阵S为：Pooled Within-Class Covariance Matrix, DF = 12Variablex1x2x11.081944444-0.310902778x2-0.3109027780.174756944并且：计算广义平方距离函数：并计算后验概率：回代判别结果如下:Posterior Probability of Membership in groupObsFrom groupClassified into groupG1G21G1G10.93870.06132G1G10.93030.06973G1G10.99990.00014G1G2*0.42070.57935G1G10.98930.01076G1G11.00000.00007G2G20.00070.99938G2G20.00260.99749G2G20.00080.9