应用多元统计分析.pptxVIP

应用多元统计分析第1页/共54页 12.???? Mahal Distance马氏距离13.???? matrix矩阵[meitriks]14.???? maximum最大值[m?ksim?n]15.???? mean均值16.???? mean difference均值差值17.???? mean square均方18.???? mean sum of square均方和19.???? measure度量[me??]20.???? median中位数21.???? midpoint中值[mid,p?int]22.???? negative correlation负相关[neg?tiv]23.???? nominal variable名义变量nominal24.???? nonlinear correlation非线性相关[n?nlini?]25.???? nonlinear regression非线性回归26.nonparametric statistics非参数统计[n?np?r?metrik]27.???nonparametric test非参数检验28.???normal distribution正态分布[n?:ml]第2页/共54页 We have seen in the previous chapters how very simple graphical devices can help in understanding the structure and dependency of data. The graphical tools were based on either univariate (bivariate) data representations or on “slick” transformations of multivariate information perceivable by the human eye. Most of the tools are extremely useful in a modelling step, but unfortunately, do not give the full picture of the data set. 3 Moving to Higher DimensionsUnivariate[,ju:niv??ri?t] Adj.单变量的第3页/共54页 One reason for this is that the graphical tools presented capture only certain dimensions of the data and do not necessarily concentrate on those dimensions or subparts of the data under analysis that carry the maximum structural information. In Part III of this book, powerful tools for reducing the dimension of a data set will be presented. In this chapter, as a starting point, simple and basic tools are used to describe dependency. They are constructed from elementary facts of probability theory and introductory statistics (for example, the covariance and correlation between two variables).3 Moving to Higher Dimensions第4页/共54页 第5页/共54页 第6页/共54页 第7页/共54页 第8页/共54页 第9页/共54页 第10页/共54页 第11页/共54页 第12页/共54页 → The covariance is a measure of dependence.→ Covariance measures only linear dependence.→ Covariance is scale dependent.→ There are nonlinear dependencies that have zero covariance.→ Zero covariance does not imply independence.→ Independence implie