多元统计分析中两个问题的研究-统计学(理学)专业论文.docx

Abstract Statistical distribution is an important means to describe the characteristics and regular of random variable. Multivariate statistical analysis method is coll ection of a class of multivariate statistical data processing methods based on m ultivariate statistical distribution. It is an important branch of statistics have ric h the theory results and methods for many applications. In this article, we will study two parts. The first part is discriminant analysis in Bayesian decision the ory, and the second part is applied research of Canonical correlation analysis method. Discriminant analysis of bayesian decision theory: Statistical pattern recognition method is based on statistical probability of sample eigenvalues. This paper apply Bayesian decision theory, statistical theory to explore ways to do a series of works. Bayesian decision theory with its characteristics of smallest classification error probability have been widely used. According to the original Bayesian formula, scholars have deduced Bayesian discriminant function and decision-face of multivariate normal probability model, and through experiments to verify and analyze the derived conclusions. But under other statistical distribution analysis result is still unknown. Research data show that for many years, In practice, not all the distribution of sample data obey the multivariate normal distribution. When data presentation rush characteristics, on the probability density distribution picture, on the tail end of the show more serious. Multivariate normal distribution is unable to meet this situation. When we use the multivariate normal distribution to describe the long tail characteristics of the sample data. Abnormal points of sample data will inevitably affect the covariance matrix and estimates of the mean, so that the discriminant result appeared deviation, and will affect the robustness of the multivariate normal distribution. However, multivariate t distribution t