Professional Documents
Culture Documents
()
, , ,
():
2007920081
1.
2.
3.
4. /45/2
5.
6.
7.
8. /
2002
o
5
2004
21999
,2000
ii
-()-
Markov
2007928
iii
-()-
iv
1.1
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.1
2.2
2.3
2.4
2
3
. . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.1.1
2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.1.2
t () . . . . . . . . . . . . . . . . . . . . . . . . . .
2.1.3
F . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . .
10
2.2.1
. . . . . . . . . . . . . . . . . . . . . . . . .
10
2.2.2
. . . . . . . . . . . . . . . . . . . . . . . . .
12
2.2.3
. . . . . . . . . . . . . . . . . . . .
13
2.2.4
2 . . . . . . . . . . . . . . . . . . . . . . .
15
2.2.5
. . . . . . . . . . . . . . . . . . . . . . .
16
2.2.6
() . . . . . . . . . . . . . . . . . . . . . . .
17
2.2.7
. . . . . . . . . . . . . . . . .
18
2.2.8
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
19
. . . . . . . . . . . . . . . . . . . . . . . . . . . . .
21
2.3.1
Fisher . . . . . . . . . . . . . . . . . . . . . . . .
21
2.3.2
Bayes . . . . . . . . . . . . . . . . . . . . . .
28
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
31
-()-
2.4.1
. . . . . . . . . . . . . . . . . . . .
31
2.4.2
34
2.4.3
. . . . . . . . . . . . . . . . . . . . .
36
2.4.4
. . . . . . . . . . . . . . . . . . . . . . . . . . .
36
2.4.5
(Q) . . . . . . . . . . . .
38
39
. . . . . . . . . . . . . . . . . . . .
39
3.1.1
. . . . . . . . . . . . . . . . . . . . . . . . . . .
39
3.1.2
. . . . . . . . . . . . . . . . . . . . . . . . . . . . .
40
3.2
. . . . . . . . . . . . . . . . . . . . . . . . . . .
42
3.3
. . . . . . . . . . . . . . . . . . . . . . . . . . . .
42
3.3.1
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
43
3.3.2
. . . . . . . . . . . . . . . . . . . . . . .
46
3.3.3
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
47
. . . . . . . . . . . . . . . . . . . . . . . . . . . .
49
3.1
3.4
50
4.1
. . . . . . . . . . . . . . . . . . . . . . . . . . .
50
4.2
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
57
4.3
. . . . . . . . . . . . . . . . . . . . . . .
62
4.4
. . . . . . . . . . . . . . . . . . .
67
4.5
. . . . . . . . . . . . . . . . . . . . . . . . . . . .
72
74
5.1
. . . . . . . . . . . . . . . . . . . . . .
74
5.2
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
78
5.3
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
84
-()-
96
6.1
. . . . . . . . . . . . . . . . . . . . . . . . . . .
6.2
Lotka-Volterra . . . . . . . . . . . . . . . . . . . . . . . . 101
96
107
7.1
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
7.2
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
7.3
. . . . . . . . . . . . . . . . . . . . . . . . . 125
1.1
2.1
2.1.1
X1 , , Xn , N (0, 1) ,
X = X12 + + Xn2
n 2 .
N (0, 1)
1
2
f (x) = ex /2 , x R
2
X1 , , Xn , N (, 2 ) ,
n
1 X
Y = 2
(Xi )2
i=1
n 2n .
n
1 X
2
(Xi X)
2 i=1
2n1 =
n 1 2 .
2
f (x) =
1
(
n
2
n
22
e 2 x 2 1 , if
x>0
0,
x0
if
5
Xi
-()-
,
Z
(p) =
tp1 et dt.
(Cochran) X1 , , Xn , N (, 2 ) ,
X
= 1
Xi
X
n i=1
s2 =
1 X
2
(Xi X)
n 1 i=1
N (, 2 /n) ,
(a) X
X
n
N (0, 1) ,
H0 :
P (Ai ) = pi ,
i = 1, 2, , l
p1 , p2 , , pl .
n , Ai
l
P
A1 , A 2 , , A l
m1 , m 2 , , m l
mi = n . .
i=1
mi npi
2
l
X
(mi npi )2
i=1
npi
6
-()-
A1 , A 2 , , A l
2 .
.
(K.Pearson) P (Ai ) = pi , i = 1, 2, , l , p1 , p2 , , pl
. 2 ,
lim P {2 x} =
1
(
l1
2
l1
2 2
e 2 x
l3
2
, if
x>0
if
x0
0,
n 2 l 1 2 .
.
,,.
Yy; Rr.
4 4 = 16 , , ,
, , 4 . , , , ,
9 : 3 : 3 : 1 .
2.1:
YR
Yr
yR
yr
YR
YYRR
YYRr
YyRR
YyRr
Yr
YYRr
YYrr
YyRr
Yyrr
yR
YyRR
YyRr
yyRR
yyRr
yr
YyRr
Yyrr
yyRr
yyrr
-()-
104, 104, 35. 2
2 =
t ()
X N (0, 1) , 2n ,
X
2n /n
t= p
n t .
X1 , , Xn , N (, 2 ) ,
X
n
s
t=
n 1 t .
t
1
1
f (x) =
n+1
2
nB
1 + xn 2
n+1
1
2
=
n+1
n
n 2 1 + x2 2
,n
2 2
,
Z
B(p, q) =
B(p, q) =
(p)(q)
,
(p + q)
( 21 ) =
n , t(n) N (0, 1) .
8
-()-
, , 50,
x , x = 16.28 , s = 10.58 , ?
X N (, ) , 0. H0 : = 0 ,
t
t=
16.28
x 0
n=
50 = 10.88
s
10.58
= n 1 = 50 1 = 49 . = 0.01 ,
t49 (0.01) = 2.41 , P (t < 2.41) = 0.01 , t = 10.86 < 2.41 ,
, H0 , .
x , 1 = 0.95 , t0.025 = 2.01 ,
P (|t| < 2.01) = 0.95
t=
|
x |
n < 2.01
s
2.01
2.01
x s < < x + s
n
n
2.01
2.01
16.28 10.58 < < 16.28 + 10.58
50
50
19.29 < < 13.27
0.95 , 13.27 19.29 .
()
N (1 , ) , N (2 , ) .
Y , s1 s2 ,
n1 n2 , X
H 0 : 1 = 2 .
Y N
X
n1 + n2
0,
.
n1 n2
Y
X
U=q
n1 +n2
n1 n2
N (0, 1)
-()-
2
n1
X
xi x
i=1
2
n2
X
yi y
i=1
2n1
2n2
n1 + n2 2 2 . t ,
s
n1 n2 (n1 + n2 2)
x y
tn1 +n2 2
t= p
2
2
n1 + n2
(n1 1)s1 + (n2 1)s2
:
2.2:
0.19
0.18
0.21
0.30
0.66
0.42
0.08
0.12
0.30
0.27
0.15
0.13
0.00
0.07
0.24
0.24
0.19
0.04
0.08
0.20
0.12
10 11 19
= 2.48
10 + 11
H0 : 1 2 . P (|t| > t2 ) = 2 .
= 0.05 , t19 (0.1) = 1.729 , t = 2.48 > t19 (0.1) ,
, H0 , .
2.1.3
X Y n1 , n2 2n , X Y ,
F =
X/n1
Y /n2
10
-()-
n1 , n2 F . F (n1 , n2 )
F
n21 1
n1 +n2
n1
(n 2 n) n1
x
1+
n2
( 21 )( 22 ) n2
f (x) =
0,
11
n1
x
n2
n1 +n
2
2
, if
x>0
if
x0
-()-
2.2
2.2.1
:,.:
2.3:
(cm)
(kg)
136.6
161.9
157.5
200.0
139.0
176.5
144.0
205.0
138.6
180.2
138.6
113.0
141.9
148.0
149.7
180.3
134.6
133.8
:
(xi , yi )(i = 1, 2, , n) , xi , , yi
, . ,
y = b0 + b1 x + e
, b0 b1 , e . .
: b0 b1 ?
Q=
n
X
(yi b0 b1 xi )2
i=1
12
-()-
X
Q
= 2
(yi b0 b1 xi ) = 0
b0
i=1
n
X
Q
= 2
(yi b0 b1 xi )xi = 0
b1
i=1
b0 n + b1
b0
n
X
x i + b1
i=1
n
X
xi =
n
X
i=1
i=1
n
X
n
X
x2i =
i=1
yi
xi yi
i=1
Pn
Pn
Pn
1
x
y
x
i
i
i
i=1
i=1 yi
b1 =
Pn 2 n 1 Pn
2
i=1 xi )
i=1 xi n (
n
n
X
1X
b0 = 1
yi b1
xi
n i=1
n i=1
P
P
x = n1 ni=1 xi x = n1 ni=1 yi ,:
Pn
xi yi n
xy
b1 = Pi=1
n
2
x2
i=1 xi n
b0 = y b1 x
i=1
,
y = b0 + b1 x
:
n
X
xi = 1280.5,
i=1
n
X
x2i = 182605.59,
i=1
n
X
n
X
i=1
n
X
yi = 1497.7
yi2 = 256944.43
i=1
xi yi = 214308.15.
i=1
1
x = 1280.5,
9
1
y = 1497.7 = 166.5222
9
13
-()-
b1 =
b0
y = 199.0919 + 2.5697x
2.2.2
Y p 1 : X1 , X2 , , Xp1 ,
Y = 0 + 1 X1 + 2 X2 + + p1 Xp1 + e,
e (). 0 , 1 , , p1
Y X1 , X2 , , Xp1 n
(xi1 , , xi,p1 , yi ), i = 1, 2, , n,
y1
1 x11 x1,p1
1 x21 x2,p1
y2
= . .
..
..
..
.. ..
.
.
.
yn
1 xn1 xn,p1
14
.
..
p1
e1
e2
..
.
en
-()-
y = X + e, E(e) = 0, Cov(e) = 2 In
: ?
Q() = y0 y 2y0 X + 0 X0 X
, ,
X0 X = X0 y
X0 X p ,
1
= (X0 X) X0 y
= (0 , 1 , , p1 )0 , , ,
Y = 0 + 1 X1 + + p1 Xp1 ,
.
2.2.3
jn
n
1X
xj =
xij , j = 1, , p 1
n i=1
,
yi = + (xi1 x1 )1 + + (xi,p1 xp1 )p1 + ei
15
-()-
, 0
= 0 + x1 1 + + xp1 p1 .
, , .
Xc =
.
.
.
.
.
.
.
.
.
.
.
.
y = 1n + X + e
1n = (1, , 1)0 , 0 = (1 , , p1 )0 . Xc
10 Xc = 0
0 X0c Xc
1y
X0c y
= y,
1
= (X0c Xc ) X0c y
n
X
s2j
(xij xj )2 ,
zij
xij xj
=
.
sj
i=1
16
j = 1, , p 1,
-()-
Z = (zij ) , Z :
(a) 10 Z = 0
(b)
R
rij
def
= Z0 Z = (rij )
n
P
(xki xi )(xkj xj )
k=1
,
=
si sj
i, j = 1, , p 1.
R = Z0 Z (i, j) Xi Xj , R
, i, rii = 1
: (1) R ;
(2) , , ,
, , .
xip1 x1
xi1 x1
1 + +
1 + ei
yi = +
s1
sp1
,
y = 1n + Zc + e
2.2.4
e = y X , .
,
= y X
e
. x0i X i,
ei = yi x0i ,
i = 1, , n
i.
e
=
RSS = e
n
X
e2i
i=1
-()-
2.1.
2 .
2.2.5
yi = 0 + xi1 1 + + xi,p1 p1 + ei ,
ei N (0, 2 ),
i = 1, , n
H:
1 = = p1 = 0.
,
yi = 0 + ei ,
i = 1, , n
0 0 = y ,
RSSH = y0 y 0 10 y =
n
X
(yi y)2
i=1
0 y 10 y = 0 X0 y
RSSH RSS = X
0
c c
,
(Regression Sum of Squares, SSR ).,
T SS = RSS + SSR
18
-()-
FR =
SSR /(p 1)
.
RSS/(n p)
SSR
p1
SSR /(p 1)
FR
RSS
np
RSS/(n p)
T SS
n-1
P (F > FR )
,
n
X
T SS =
(yi y)2
i=1
n
X
SSR =
(
yi y)2
i=1
n
X
RSS =
(yi yi )2
i=1
2.2.6
()
R2 =
SSR
T SS
X1 , , Xp1 Y . , 0 R2 1
. , YX.
, R2 Y X .
P
2
[ ni=1 (yi y)(xi x)]
P
R = Pn
)2 ni=1 (xi x)2
i=1 (yi y
2
, R2 , .
19
-()-
,
( x1 cm), ( x2 cm)( x3 ), (y kg).
Y = b0 + b1 X1 + b2 X2 + b3 X3 + e,
p = 3, n = 48 .
x1 = 118.4,
x2 = 4.49,
x3 = 13.3,
x4 = 99.9,
b1 = 2.3836,
b2 = 1.4440,
b3 = 1.3536
b0 = 156.1709
T SS = 81769.3969
nT = 48 1 = 47
SSR = 68706.3435
nReg = 3
RSS = 12849.87324
nR = 48 3 1 = 44
68706.3435 44
F =
= 78.4205 > F3,44 (0.01) = 4.26
12849.87324
3
r
68706.3435
R=
= 0.91665
81769.3936
.
2.2.7
1
= b0 + b1 x1 + b2 x22 + b3 x33
y
20
-()-
t1 = x1 ,
t2 = x22 ,
t3 = x23 ,
z=
1
y
z = b0 + b1 t1 + b2 t2 + b3 t3
2.2.8
, , ,
, . ,,
, .
,
. .
, ,
, .
1.
x11 x12
x21 x22
xn1 xn2
x1p1
x2p1
xnp1
r11 r12
y1
r21 r22
y2
rp1 rp2
yn
ry1 ry2
r1p1
r2p1
rp1p1
ryp1
Pn
Pn
Pn
1
k=1 xki xkj n
k=1 xki
k=1 xkj
rij = rh
i
h
i,
Pn
P
P
P
2
2
n
n
n
1
1
2
2
k=1 xki n (
k=1 xkj n (
k=1 xki )
k=1 xkj )
r1y
r2y
rpy
ryy
(i, j = 1, 2, , p 1)
2.
G , g .
2
2
rky
riy
M =
= max
G
i
rkk
rii
M (n g 2)
F =
ryy M
21
-()-
F F , k , .
3.
2
2
rky
riy
m =
= min
iG
rkk
rii
m(n g 2)
F =
ryy
F < F , k , .
5.
, , ,
g :
bi = riy
b0 = y
ryy
rii
X
12
bi xi
iG
22
iG
-()-
2.3
2.3.1
Fisher
.
, .
.
, 32, 43
. l, d,.
, ,
. ,
, . ,
ld, P (l, d), P ,
; . .
,
G(l, d) = Al + Bd + C = 0
A, BC. P (l, d), G(l, d) = 0.
, G(l, d) > 0, G(l, d) < 0,
, .
-()-
III, pq,
: Ii
II
(1)
x11
(1)
x12
(1)
x1n
2
..
.
x21
(1)
x22
(1)
x2n
xp1
(1)
xp2
(1)
xpn
x11
(2)
x12
(2)
x1n
2
..
.
x21
(2)
x22
(2)
x2n
xq1
xqn
(1)
(2)
(2)
xq2
(1)
(1)
(2)
(2)
(1)
(1)
(1)
(2)
(2)
(2)
(2)
(2)
, IIIyi yi
:
Category
Category
(1)
(2)
I yi
II yi
(1)
(1)
(1)
(i = 1, 2, , p)
(2)
(2)
(2)
(i = 1, 2, , q)
24
-()-
(1)
(2)
, III
xi
xi
(1)
Category
Category
1
p
I xi =
(2)
1
q
II xi =
(1)
p
P
k=1
q
P
k=1
(1)
(i = 1, 2, , n)
(2)
(i = 1, 2, , n)
xki
xki
(2)
yi (i = 1, 2, , p)yi (i = 1, 2, , q)
p
1 X (1)
y
p i=1 i
y(1) =
y(2) =
1 X (2)
y
q i=1 i
(1)
(1)
(2)
(2)
y(1) = C1 x1 + C2 x2 + + Cn x(1)
n
y(2) = C1 x1 + C2 x2 + + Cn x(2)
n
A = (
y (1) y(2) )2 . A
(1)
(2)
yi (i = 1, 2, , n),
. ,
yi
q
p
P
P
(2)
(1)
B = (yi y(1) )2 + (yi y(2) )2 . , I,
i=1
i=1
.
I=
A
= p
P
B
i=1
(
y (1) y(2) )2
q
P
(2)
(1)
(yi y(1) )2 + (yi y(2) )2
i=1
: IC1 , C2 , , Cn , C1 , C2 , , Cn I
, .
I
lnI = lnA lnB
lnI
1 I
1 A
1 B
=
,
I Ci
A Ci B Ci
(i = 1, 2, , n)
B
1 A
=
I Ci
Ci
(i = 1, 2, , n)
25
-()-
A = (
y (1) y(2) )2
" n
#2
X
(1)
(2)
Ck (
xi xk )2
=
k=1
p
X
B =
(1)
(yi
i=1
y ) +
i=1
q
X
(1)
(2)
(yi y(2) )2
i=1
"
p
n
X
X
(1) 2
#2
(1)
Ck (xik xk )
" n
q
X
X
i=1
k=1
#2
(2)
(2)
Ck (xik xk )
k=1
1 A
2 (1)
(2)
(1)
= (
y y(2) )(
xi xi ),
I Ci
I
p
q
X
X
B
(1)
(1)
(1)
(2)
(2)
(2)
(1)
= 2
(yk y )(xki xi ) + 2
(yk y(2) )(xki xi )
Ci
k=1
k=1
= 2
n
X
Sij Cj
j=1
Sij =
p
X
(1)
(xki
(1)
(1)
xi )(xkj
(1)
xj )
k=1
q
X
(2)
(2)
(2)
(2)
(xki xi )(xkj xj )
k=1
, i n , C1 , C2 , , Cn
1 (1)
(1)
(2)
(
y y(2) )(
x1 x1 )
I
1 (1)
(1)
(2)
S21 C1 + S22 C2 + + S2n Cn =
(
y y(2) )(
x2 x2 )
I
1 (1)
(
y y(2) )(
x(1)
(2)
Sn1 C1 + Sn2 C2 + + Snn Cn =
n x
n )
I
S11 C1 + S12 C2 + + S1n Cn =
26
-()-
S11
S21
Sn1
S12
S1n
S2n
Snn
S22
Sn2
(1)
x1
(2)
x1
C1
(1)
(2)
C2
x2 x2
=
..
.
(1)
(2)
Cn
xn xn
1.:
p
X
(1)
xki ,
k=1
p
X
q
P
k=1
(2)
xki ,
(1)
xi =
1
p
p
P
k=1
q
P
(1) (1)
xki xkj
k=1
k=1
(1)
xki ,
(2)
xi =
(2) (2)
xki xkj ,
1
q
q
P
k=1
(2)
xki ,
(i = 1, 2, , n)
(i, j = 1, 2, , n)
2.
(1)
(2)
di = xi xi , (i = 1, 2, , n)
q
p
X
X
(2)
(2)
(2)
(2)
(1)
(1)
(1)
(1)
(xki xi )(xkj xj )
Sij =
(xki xi )(xkj xj ) +
k=1
k=1
Sij = Sji .
3.
S11 S12
S21 S22
Sn1 Sn2
C1
C2
=
..
.
Cn
d1
d2
..
.
dn
S1n
S2n
Snn
,
F (x1 , x2 , , xn ) = C1 x1 + C2 x2 + + Cn xn
4. ,
(1)
(1)
(2)
(2)
y(1) = C1 x1 + C2 x2 + + Cn x(1)
n
y(2) = C1 x1 + C2 x2 + + Cn x(2)
n
27
-()-
C=
p
y (1) + q y(2)
p+q
5. ,
y = C1 x1 + C2 x2 + + Cn xn
y > C,
XI
y < C,
XII
y > C,
XII
y < C
XI
:
I, , n = 2, p = 32;
II, , n = 2, p = 43;
1, :
X
(1)
xk1 = 2668,
(1)
xk2 = 1392,
1
(1)
(1)
1
x1 = 2668 = 83.375, x2 = 32
1392 = 43.5,
32
X (1) (1)
X (1) (1)
P (1) (1)
xk1 xk1 = 225956,
xk2 xk2 = 63002,
xk1 xk2 = 118478,
(2)
xk1 = 4136,
(2)
xk2 = 1491,
1
(2)
(2)
1
1491 = 34.67442,
x1 = 4136 = 96.186, x2 = 43
43
X (2) (2)
X (2) (2)
P (2) (2)
xk1 xk1 = 413824,
xk2 xk2 = 53927,
xk1 xk2 = 146544
2, Sij (i, j = 1, 2) di (i = 1, 2)
28
-()-
(1)
(2)
1
(2668)2 = 3511.5,
32
1
63002 (1392)2 = 2450,
32
1
(1)
S21 = 118478
2668 1392 = 2420
32
1
413824 (4136)2 = 15998.5116,
43
1
53927 (1491)2 = 2227.4419
43
1
(2)
4136 1491 = 3130.6047
S21 = 146544
43
(1)
(2)
S11 + S11 = 19510.0116,
(1)
= 225956
(1)
(1)
(2)
(2)
(2)
S11
S22
S12
S11
S22
S12
S11 =
(1)
(2)
(2)
(2)
(1)
(2)
d1 = x1 x1 = 12.8110
d2 = x2 x2 = 8.8256
3,
19510.0117C1 + 5550.6047
5550.6047C + 4677.4419C
1
C1
C2
= 12.8110
=
8.8256
1 12.8110 5550.6047
=
= 108910/4
4 8.8256 4677.4419
1 19510.0117 12.8110
=
= 243296/4
4 5550.6047
8.8256
19510.0117 5550.6047
4
5550.6047 4677.4419
1089 , C2 = 2433 ,
, , C1 =
-()-
4, ,
(1)
(1)
(2)
(2)
y(1) = 1089
x1 + 2433
x2 = 15040.125
y(2) = 1089
x1 + 2433
x2 = 20383.69
C=
32 y(1) + 43
y (2)
= 5269.53
32 + 43
5,
3 (110, 44) , (88, 34) (86, 41) .
(110,44) y = 1089 110 + 2433 44 = 12738 < C
(88,34)
(86,41)
2.3.2
Bayes
, Fisher ,
, Fisher , . , ,
Fisher , ,,
.
, Fisher . , Bayes
.
n , m , tl (l = 1, 2, , m)
, :
(1)
x11
(1)
x12
(1) (1)
x
21 x22
(1)
(2)
xt1 1 xt1 2
(1)
x1n
(1)
x2n
(1)
xt1 n
(2)
x11
(2)
x12
(2) (2)
x
21 x22
(2)
(2)
xt2 1 xt2 2
(2)
x1n
(m)
x11
(m)
x12
(m) (m)
(2)
x2n
x21 x22
(m)
(m)
(2)
xtm 1 xtm 2
xt2 n
X(x1 , x2 , , xn ) , ?
30
(m)
x1n
(m)
xtm n
(m)
x2n
-()-
Gl (l = 1, 2, , m) , X Gl (X, Gl ) . l
:
x11
(l)
x12
(l)
x1n
x21
(l)
(l)
x22
(l)
x2n
(l)
(l)
(l)
(l)
(l)
(l)
x12 x2
x21 x1
(l)
(l)
x11 x1
(l)
(l)
xtl 1 x1
(l)
(l)
x1n xn
x22 x2
(l)
(l)
x2n xn
(l)
(l)
(l)
(l)
(l)
(l)
(l)
xtl 2 x2
(l)
xtl n xn
(l)
xi
tl
1X
(l)
=
xki ,
tl k=1
Gl
(i = 1, 2, , n)
(l)
S11
(l)
S12
(l)
S1n
(l)
Snn
(l)
(l)
S
21 S22
S(l) =
(l)
(l)
Sn1 Sn2
(l)
S2n
(l)
Sij
tl
X
(1)
(xki
(1)
(1)
xi )(xkj
(1)
xj )
tl
X
(1) (1)
xki xkj
k=1
k=1
tl
tl
X
1X
xki
xkj
tl k=1
k=1
X Gl :
(l)
S11
(l)
S12
(l)
(l)
S
21 S22
(X, Gl ) = [x1 x, x2 x, , xn x]
(l)
(l)
Sn1 Sn2
31
(l)
S1n
(l)
S2n
(l)
Snn
x1 x
x2 x
xn x
-()-
1X
xi
x =
n i=1
, X X
X
x1
x
x2
x
X=
, X = .
..
xn
x
X Gl
T S(l)1 (X X)
(X, Gl ) = (X X)
32
-()-
2.4
2.4.1
y = 0 1 + X + e,
E(e) = 0,
Cov(e) = 2 I
X , i j
x1j
x2j
xnj
0
0 = y , 1 p1 X0 X ,
1 , , p1 ,
11
def
def 21
= (1 , , p ) =
p11
12
22
p12
1p1
2p1
p1p1
(p 1) (p 1) , Z = X , = 0
y = 0 1 + Z + e,
E(e) = 0, Cov(e) = 2 I
. . , Z = (z(1) , , z(p1) ) =
(X1 , , Xp1 ) ,
z(1) = X1 , , z(p1) = Xp1 ,
Z i z(i) p-1 , X0 X i
i . , Z p-1 p-1
( X0 X ). ,
.
33
-()-
1 X0 X , , 2
, . X , 10 X = 0 , 10 Z = 10 X = 0
. Z . Z
n
z(j) =
1X
zij = 0,
n i=1
j = 1, , p 1
0
(1) z(i) z(j) = z(i)
z(j) = 0,
(i 6= j; i, j = 1, 2, , p 1),
0
(2) kz(i) k = z(i)
z(i) = 0i X0 Xi = i ,
(i = 1, 2, , p 1)
(i = 1, 2, , p 1)
n
X
0
z(i) = i ,
(zij zj )2 = z(i)
i = 1, 2, , p 1.
i=1
X0 X i i i .
r+1 , , p 1 0 . p r 1 ,
(), . ,
, p r 1 ,
. (LSE)r ,
, .
= diag(1 , , n ) , ,, Z :
1 0
,
=
0 2
1 r r ,
2
34
-()-
1 r 1 ,
.
Z = (Z1 ..Z2 )
Z1 n r ,
.
= (1 ..2 )
1 (p 1) r , Z2 2
y = 0 1 + Z1 1 + e,
E(e) = 0, Cov(e) = 2 I
(LSE), 0 1 :
n
1X
yi ,
= y =
n i=1
1
1 = (Z01 Z1 )
0
Z01 y = 1
1 Z1 y.
p r 1 ,
2 = 0 2 = 0.
= ,
= (1 , 2 ) 1
=
2
0
0
1 0
0
= 1 1
1 Z1 y = 1 1 1 X y
(a) Z = X , , .
(b) : .
(c) Y ,,
.
(a) .
= (1 , 2 )
E()
35
1
0
= 1 1 ,
-()-
= = 1 1 + 2 2
6= .
E()
(b)
,
< M SE(),
M SE()
= Ek k2
M SE()
p1
r
P
P
r ,
i p 1
i (
i=1
i=1
), 75% 80% .
: , ,
, .
,, X1 X2
, 1C ()mm (), X3
, kg (). ,
, .
2.4.2
(),,
(),. ,,
(), . ,
p
y11
y21
yn1
y12
y1p
y22 y20
yn2 ynp
36
-()-
p
x11
x21
xn1
x12
x22
xn2
x1p
x20
xnp
. ,
,
Xi = i1 z(1) + i2 z(2) + + ip z(p) ,
(i = 1, 2, , p)
(i = 1, 2, , p)
rp,
(r+1,p)
Xi
(i = 1, 2, , p)
,
p
X
(r+1,p) 2
kXi
k
i=1
p
X
(r+1,p) T
(Xi
(r+1,p)
) (Xi
i=1
p
T
T
2i,r+1 z(r+1)
z(r+1) + + 2i,p z(p)
z(p)
i=1
p
X
2i,r+1 r+1
+ +
p
X
i=1
2i,p p
i=1
2
= kr+1 k r+1 + + kp k2 p
p
X
=
j
j=r+1
i k ,
kXi X
p
X
i k2 =
kXi X
i=1
p
X
(r+1,p) 2
k
kXi
i=1
p
X
j .
j=r+1
, r
Pr
j
Pj=1
p
j=1 j
i Xi .
, X
37
-()-
2.4.3
: : (1) X . X0 X
. (2) X . (3) 1 + + 1 3 = 13 (
p-1), 7 . (4) , r = 2 .
2-4 ,
7.2986
3.5286
1.2862
0.6013
0.1960
0.0895
0.000
Ci
0.5614
0.2714
0.0989
0.0463
0.0151
0.000
0.000
ACi
0.5614
0.8329
0.9318
0.9780
0.9931
1.000
1.000
0.2485
0.2477
-0.3416
0.2348
-0.0903
-0.3748
-0.3791
-0.0770
0.3516
0.5041
10
0.2180
-0.334
0.1343
-0.2208
0.3468
0.2591
0.0033
0.4432
-0.1177
0.0301
-0.3585
0.3194
-0.3468
-0.0844
-0.2140
-0.0301
:
(2-5, Biomath-t25)
2.4.4
r ,
. R .
Q .
R
38
-()-
, :
Xi = i1 z(1) + i2 z(2) + + ip1 z(p1) ,
(i = 1, 2, , p 1)
p
ei = z(i) /kz(i) k = z(i) / i ,
(i = 1, 2, , p 1)
i = 0 , z(i) .
Xi = i1
1 e1 + i2
p
p
2 e2 + + ip1 p1 ep1 ,
(i = 1, 2, , p 1)
i Xi .
r , X
i = i1
X
1 e1 + i2
2 e2 + + ir
r er ,
(i = 1, 2, , p 1)
i (i1 1 , , ir r ) ,
r r , X
r Pi (i1 1 , , ir r )
. r = 1, 2 3 , .
Pi j :
ij
j = kXi k
, Pi j ij
XTi z(j)
= kXi k cos (Xi , z(j) )
kXi k kz(j) k
j , j i
(factor loading).
Pi , , p 1
p 1 , , ,
.
: :
P1 :
P2 :
p
1
p
12 2
p
21 1
p
22 2
11
= 0.2485
7.2988 = 0.6713
2-6(Biomath-g26)
39
-()-
R
2.4.5
0.6713
-0.7040
0.6691
-0.7122
-0.9230
-0.1447
0.6343
0.6605
-0.2440
0.9468
0.5890
0.4866
-0.9024
0.0062
0.3628
0.8326
-0.5965
-0.2211
10
0.9368
0.0566
11
-0.9685
-0.1585
12
0.8629
-0.4019
13
-0.9368
-0.0566
(Q)
X = Z0 , :
Xi = z(i1) T1 + z(i2) 2 + + z(ip1) Tp1 ,
(i = 1, 2, , n)
Ti = [1i , , p1i ] . ,
0 i 6= j (i, j = 1, 2, , p 1)
T
i j =
1
i=j
, r,
Xi = z(i1) T1 + z(i2) 2 + + z(ir) Tr ,
(i = 1, 2, , n)
X .
r Xi
Qi (zi1 , , zir ) . n Qi (i = 1, 2, , n) . Qi
.
:
Q2-6(Biomath-g26)
40
3.1
3.1.1
,
(1) , , 3
. , ,
(operational taxonomic unit, OTU).
.
(2) ,, (character)
,.
, (character state), (state).
, ,
, .
(taxon).
:
(1) (phenetic classification):
.
(2) (cladistic classification):
.
.
A , x A , y A ,
41
-()-
x y , x y ,
xy
((equivalence relation))
1. (reflexivity), xx ;
2. (symmetry), xy , yx ;
3. (transitivity), xy yz , xz ;
, , .
.
. .
, ,,
,,, .
, .
3.1.2
1. (numerical character).
:,,,.,.
2. (binary character). :
, 01.
3. , ,
(ordered multistate character). :
4. ,
(disordered multistate character). :
, ,,,.
42
-()-
, :
4.1 , .
: , , , , , , ,
.
, . , 0; , 1.
, . , 0; , 1.
, . , 0; , 1; , 2.
,. , 0; , 1.
4.2 , ,
.
: , .
: , 0; , 1; , 2; , 3; , 4.
: , 0; , 1; , 2.
, .
: , , , 6 = 4 + 2 .
4.3 ,
, .
: , . . . . (
3-1)
: (Biomathg31) , ,
.
, t , n , :
y11
y12
y1n
2
..
.
y21
y22
y2n
yt1
yt2
ytn
43
-()-
3.2
:
x0i = xi c,
(i = 1, 2, , t)
x0i = xi c,
(i = 1, 2, , t)
m:
x0i = xm
i ,
(i = 1, 2, , t)
:
x0i = sinxm
i ,
x0i = arcsinxi ,
x0i = axi ,
x0i = logb xi .
:
xij =
(i = 1, 2, , t),
(j = 1, 2, , n)
().
:(Biomatht31, Biomatht32, Biomatht33)
3.3
, . ,
(similarity). , ,; .
, .
44
-()-
, (similarity coefficient).
, , , , .
,
.
(dissimilarity coefficient), ; ,
, . .
(similarity coefficient), ; ,
, .
3.3.1
, ,
(Biomathg32).
A x1
x2
x3
y2
y3
y1
dAB
dAB =
dAB
v
u n
uX
= t (xi yi )2
i=1
:
(1) dAB 0 , A = B , .
(2) dAB = dBA .
(3) dAB dAC + dCB C A B .
45
-()-
, , :
(30 ) dAB max{dAC , dBC }
,
max{dAC , dBC } dAC + dBC
.
. (3)0 .
, d0 > 0
dAB d0 OT UA OT UB
(3)0 .
. .
1X
dij =
(xik xjk )2
n k=1
# 12
1X
|xik xjk |
dij =
n k=1
Minkowski :
"
1X
dij =
(xik xjk )r
n k=1
46
# r1
-()-
r > 0 . r Minkowski ,
.
Chebyshev :
dij = max {|xik xjk |}
1kn
Mahalanobis -:
" n
#
X
dij =
mkl (xik xjk )(xil xjl )
k,l=1
mkl (k, l = 1, 2, , n) .
xi1 xj1
xi2 xj2
Xi Xj =
xin xjn
Mahalanobis
dij = (Xi Xj )0 M (Xi Xj )
M = [mkl ]nn . M = E , Mahalanobis
.
Canberra :
dij =
n
X
|xik xjk |
k=1
xik + xjk
xij 0 . , :
dij =
n
X
|xik xjk |
|xik | + |xjk |
k=1
:
"
2 # 21
n
1 X xik xjk
dij =
n k=1 xik + xjk
47
-()-
C.R.L.:
, .
21
n
2
X
1
(
xik xjk )
2
dij =
2
2
n k=1 sik + xjk
n
mi
mj
mi mj i j .
3.3.2
,
, i j
(correlation coefficient):
n
P
rij =
(xik xi )(xjk xj )
k=1
n
P
(xik xi )2
k=1
xi =
1
n
n
P
xik , xj =
k=1
1
n
n
P
n
P
(xjk xj )2
12
k=1
xjk .
k=1
k=1
, Xi Xj ,
cos =
Xi XjT
kXi kkXj k
, . :
(1) 1 rij 1 , xik = cxjk ( c 6= 0 ), rij = 1(c > 0) rij = 1(c <
0)
(2) rij = rji .
.
.
:(Biomatht34,Biomatht36)
48
-()-
3.3.3
,
.
. OT Ui OT Uj ,
, i j
OT Ui Yi = [yi1 , yi2 , , yin ],
OT Uj Yj = [yj1 , yj2 , , yjn ].
yik yjk (k = 1, 2, , n) 0 1 . OT Ui OT Uj ,
. OT Ui OT Uj 1 1 , 1 0 , 0 1 , 0 0 .
, :
OT Uj
OT Ui
n = a + b + c + d , a , b , c d OT Ui OT Uj .
:, 32:
OT Ui
111 100 111 011 010 001 001 001 110 110 11
OT Uj
110 010 110 111 100 001 110 101 001 110 10
OT Uj
OT Ui
11
n = 11 + 8 + 7 + 6 = 32 .
49
-()-
, OT Ui
OT Uj .
.
:
SSM =
a+d
17
=
= 0.53125.
n
32
3-8(Biomatht38, ).
, :
(a + c)s
(a + b)s
+
= 1.
a+b+c a+b+c
, 6, ,
( C62 = 15 ), 23 OT U , 15
, , (Biomathg36).
, ,
, 0 7 , :
0 7 , . , 32
:
3:
OT Ui
111 100 111 011 010 001 001 001 110 110 11
OT Uj
110 010 110 111 100 001 110 101 001 110 10
0 7
50
-()-
OT Ui
7 4 7 3, 2 1 1 1, 6 6 6
OT Uj
6 2 6 7, 4 1 6 5, 1 6 4
(, 0 3 .)
(Biomatht39, Biomatht310)
()
3.4
51
4.1
: (cladistic
-()-
x0 = x1 = x2 = = xn ,
2: 4,
, . 4, x y ,
z .
X Y , Y X ,
Y 4, Y . Y X
(evolutionary subset), X Y Y X .
3: ,
; , , .
. (evolutionary
graph), (cladistic point).
(cladistic line)(cladistic edge).
1: n + 1 N (n) = {0, 1, 2, , n} , ,
, N (n) .
2: 4-2(Biomathg41), {a, b, c, d, e, f, g, h}
, x y , x y ,
.
3: 6(Biomathg42).
4: T , T , x y , x
y , x y , T . ,
4, T .
5: {e} , {f } , {g} , {h} , {e, f } , {g, h} , {e, f, g, h}
, : A B B A , .
T
6: G , , : A B 6= ,
A B B A . , A B , B A
, .
53
-()-
: 4. G A B , C G ,
T
A C , B C C A , C B . , C , A B 6= . ,
A B B A .
:
,
(true evolutionary set).
, ?
?.
,
, .
:
1: , ,
,
.
2: .
3: ,
;
4: , .
4.2 X , x , x
y X , y x , y < x , x (ancestral
source). x y X , x y , x < y , x
(end of descendent).
(isolated cladistic unit).
4.1 .
4.3 X , x y , z X , z x z y
x y X (coancestral), z x y (common ancestor).
X , z x y , z 0 , z 0 6= z ,
z < z 0 , z x y (nearest common ancestor), z = x y .
54
-()-
, x y , x = x y .
4.2 .
4.3 X , x1 x2 , x2 x3 , x1 x3 .
(1) ().
(2) x y , y x ().
(3) x y , y z , x z ().
.
4.4 X Y X , x X ,
y Y x , x y , Y X , x Y . ,
Y = X , X , X . x Y ,
X x0 , x0 6= x , x < x0 , x Y X
.
4.4 X Y , Y X ,
Y .
4.5 X Y , Y X Y
X .
4.6 X , X .
4.7 () X m (1 m)
Xi , :
m
S
T
1, X =
Xi , Xi Xj = (i 6= j) ;
i=1
2 Xi (i = 1, 2, , m) X ,
Si (i = 1, 2, , m) ;
3 X .
m (cladistic number). Xi (i = 1, 2, , m) X
(cladistic evolutionary set).
X Xi Xj , x Xi y Xj x y X
, Xi Xj X .
55
-()-
X = (x1 , x2 , , xn ) , Xi .
Xi = {x|x X, x xi X }
(*)
, Xi X ,
, xi xj , Xi Xj , ,
, Xi ( m ).
, m
X1 , X2 , , Xm ,
, 3. , Xi
Xj = ,
i 6= j . X x , (*),
m
S
. Xi , x Xi , X =
Xi , 1. 2
i=1
, Xi , Xi , 4.6, .
1 x = x x ;
2 x y , x y = y x ;
3 x , y z ,
x (y z) = y (z x) = z (x y) = {x, y, z}
n , .
x1 (x2 (xn2 (xn1 xn )) )
ni=1 xi {x1 , x2 , , xn } {x1 , x2 , , xn }
,
ni=1 xi = {x1 , x2 , , xn }.
, ,
.,
.
56
-()-
t(3 t) xi (i = 1, 2, , t) , O ,
O . O
, .
O , ;
, ,
.
x y O ,
x y , O ,
x y , x y .
, x y , x y
. , O OTU.
4.5, , O .
O U , O U
. U O (fundamental evolutionary set). (
Biomathg44)
.
1 , ,
,
.
4.5 O , 1 U , O U
, x1 x2 O , x U x = x1 x2 , x1 x2 x
(hypothetical taxonomic unit), (HTU).
H = {x|x = x1 x2 , x1 , x2 O}
(hypothetical taxonomic unit set). H O
X =OH
O (induced set). U
57
-()-
, , O
(induced evolutionary set), .
4.8 .
.
4.6 X x ,
R(x) = {y|x y, y 6= x, y X}
x (evolutionary reachable set), R(x)
x (branch number), BN (x) .
x X , , BN (x) = 0 .
x BN (x) = 0 .
4.9 , O P (O)
O .
P (O) O
58
-()-
4.2
Y , , Y
Y X
4.7 Y X M ,
X , M Y (cladistic character).
(Biomathg45)
: .
M2 ()=
M2 ()=
Y , . X2 ,
. , ,
(ancestral character state), ; (derived
character state), . : , ,
.
, (evolutionary
polarity).
. :
4.8 Y X M , y1 ,
y2 Y x1 = M (y1 ) , x2 = M (y2 ) , x1 , x2 X , y1 y2
x1 x2 M (evolutionary isotone)
59
-()-
2 .
. M X Y , N Y
Z ,
M
X Y Z
X Z N M :
NM
X Z
M N .
N M (X) = N (M (X)) = N (Y ) = Z
M N , N M .
, M3 ,
0, 1 2 {0, 1, 2} .
4.9 X Y , X Y M ,
x1 , x2 X x1 x2
M (x1 ) M (x2 )
X Y (isomorphism of evolution). :
X
=Y
4.10 X , x X ,
A(x) = {y|y x, y X}
x (ancestral set of x).
4.10 X , x X , A(x) , X
, , x .
4.11 A(x) :
x0 = x1 < x 2 < < x n = x
60
-()-
x0 A(x) .
.
T (X, L) , X , L . X
, x y , x y , x = y ,
xy
X ,
4.12 T (X, L) , ,
X .
, .
X , x
y X , x < y , X z(z 6= x, z 6= y)
x<z<y
, l = (x, y) .
L , X , X L
X T (X, L) , (corresponding directed
graph)
4.13 X , T (X, L) .
4.14 X , T (X, L) . x y X ,
x y T (X, L) x y .
(Biomathg46, Biomathg47)
,
x0 x1 xn ,
xi i , xi i(i = 0, 1, 2, , n) .
Rn = {0, 1, 2, , n} .
Rn .
61
-()-
4.15
Rn = {0, 1, 2, , n} .
x X A(x) X x
(unit of evolutionary set), I(X, x) .
.
X l xi (i = 0, 1, 2, , l) , l
I(X, xi )(i = 0, 1, 2, , l) . l X .
4.16 .
l
[
I(X, xi )
i=1
xi (i = 0, 1, 2, , l) X l ; I(X, xi ) xi .
. .
Y , 1
, Y . M , Y X , X ,
M
2, Y X . X l , l
I(X, xi )(i = 0, 1, 2, , l) . i :
x0 < xi1 < xi2 < xini ,
(i = 0, 1, 2, , l)
X , x X , x xi xi , x xi A(xi ) =
I(X, xi ) , xik = x xi . X I(X, xi )
Ti : Ti (x) = x xi = xik , x X . . x0
x00 X ,
x0 x00
x0 xi x00 xi
Ti (x0 ) Ti (x00 )
62
-()-
Mi = Ti M , Y I(X, xi ) ,
. I(X, xi ) Mi (unit cladistic
character). I(X, xi ) Rn ,
. :
Ti
M
Y X
I(X, xi )
= Rni
Mi =Ti M
I(X, xi )
= Rni
:
Z = {z1 , z2 , , zt } , M Z
X .
M
Z X
X , l xi (i = 0, 1, 2, , l) ,
I(X, xi ) , :
I(X, xi ) : x0 = xi0 < xi1 < xi2 < < xini = xi ,
X x , xik = x xi , xik x I(X, xi )
, Ti ,
Ti (X) = I(X, xi )
x X , Ti (x) = x xi I(X, xi ) , Z
Mi = Ti M , Z I(X, xi ) ,
Mi (Y ) = Ti (M (Y )) = Ti (X) = I(X, xi )
, Mj ,
Mj
Z I
(j = 1, 2, , n)
63
-()-
j mj + 1 :
Ij : xj0 < xj1 < xj2 < < xjmi ,
(j = 1, 2, , n)
zi Z , j xjk ,
Mj (zi ) = xjk
i j yij k(0 k mj ) :
yij = k
i (i = 1, 2, , t) ; j (j =
1, 2, , n) , :
Y =
. , .
0 mj , 0 . mj
.
: biomatht41
: 6
biomatht42
4.3
(evolutionary coefficients).
d(x, y) x y , :
(1) d(x, y) 0 , x = y , .
(2) d(x, y) = d(y, x) .
,
64
-()-
1.
2.
3.
4.
5.
6.
3 4 5,
7.
8.
d(x, y) =
n
X
d(xi1 , xi )
i=1
.
:
xi xh xj
65
-()-
, k xik xhk xjk (k = 1, 2, , n) ,
n
X
|xik xjk | =
k=1
n
X
|xjk xhk | +
k=1
n
X
|xhk xik |
k=1
n
X
|xik xjk |
k=1
m
X
|xi1 xi | = d(x, y)
k=1
66
-()-
4(, Edward Cavall-Sforza)
, .
4.13 , (mean value).
A , B C n
A = [a1 , a2 , , an ],
B = [b1 , b2 , , bn ],
C = [c1 , c2 , , cn ]
4.14 ai , bi ci mi
M = [m1 , m2 , , mn ] , A , B C (median cladistic
point), .
4.17 (Farris ) ,
A , B C W (, W
), :
(1) W A , B C , W A , B C
;
(2) A , B C M :
1
[d(B, A) + d(C, A) d(B, C)]
2
1
d(B, M ) =
[d(C, B) + d(A, B) d(C, A)]
2
1
d(C, M ) =
[d(A, C) + d(B, C) d(A, B)]
2
d(A, M ) =
1 , A , B
C A , B C .
A , B C , C , A B , M
A B .
mi = min{ai , bi } (i = 1, 2, , n)
M A B (minimal value point). ,
ci ai , ci bi :
ci = min{ai , bi , ci } min{ai , bi } max{ai , bi , ci } = max{ai , bi }
67
-()-
A B A , B C .
2 1, C A B , A , B C
A B , .
3 ,
,
.
:
Xp [xp1 , xp2 , , xpn ]
Xq [xq1 , xq2 , , xqn ]
Xr , :
xri = min{xpi , xqi } (i = 1, 2, , n)
Xr
Xr [xr1 , xr2 , , xrn ]
4.15 , .
, L
mi (i = 1, 2, , n) .
Lmin =
n
X
mi
i=1
n
X
mi L Lmax =
i=1
t X
n
X
xij
i=1 j=1
,
, :
CL =
L Lmin
Lmax Lmin
68
-()-
0 CL 1 , CL = 1 , (
Biomathg49), CL = 0 , .
4.4
O , M , S ,
S . O ,
M .
: S S s ,
:
y O , s = M (y) , y = s .
yi O , s = M (yi )(i = 1, 2, , m) , S
yi li = (s, yi )(i = 1, 2, , m) .
S s , S , S .
. , S O S , O S
. M O S , M , S
2. S , O X .
X S . O
M .
4.17 , ,
B A A B , , ,
.
4.18 A B A B = , A B 6= , A B
A B A B , A B .
4.19 X G H , A G , B H , A B
, G H . , ,
.
( A B , B A ),
.
69
-()-
: A = {a, b, c} C = {c} , B = {c, d, e, f } C ,
A B .
, G = [{a}, {b}, {c}, {b, c}, {a, b, c}] , H = [{a}, {b}, {c}, {a, b, c}]
F = [{a}, {b}, {c}, {a, b}, {a, b, c}] , G H , H F , G F
.
4.19 .
.
:
G = [X{a, b}, Y {b, c}, Z{d}, U {b, c, d}, V {a, b, c, d}]
( A B B A) (
Biomathg410), X Y .
4.20 , ,
.
4.20 X , x X , x :
C(x) = {y|x y, y O}
x (evolutionary corresponding set),
. .
G(X) = {C(x)|x X}
X (evolutionary corresponding class), .
G(X) X .
.
4.21 .
4.22 X , x1 6= x2 ,
C(x1 ) 6= C(x2 ) .
4.23 X , x1 x2
C(x1 ) C(x2 )
70
-()-
4.24 X , x1 x2
C(x1 ) C(x2 ) = .
4.25 , .
4.26 x C(x) ,
:
x = C(x)
4.27() .
x X , 4.20:
C(x) = {y|x y, y B(0) B(1)}
X G(X) ,
, .
4.21 O M1 M2
X1 X2 , G(X1 ) G(X2 ) , M1 M2
(evolution compatible), (compatible).
O = {y1 , y2 , , yt } , n , Mj j
, Ij , Rmj = {0, 1, 2, , mj }
. Ij = {0, 1, 2, , mj } . Mj X Ij .
-()-
j , 4.28 Bj = {a0j , a1j , , amj j } , Bj
G(Bj ) j Xj G(Xj ) .
, G(Bj )(j = 1, 2, , n) . O = C(a0j ) = D(0, j)
, i = 0 ,
Aj = {a1j , a2j , , amj j
(j = 1, 2, , n)}
Aj
G(Aj ) = [C(a1j ), C(a2j ), , C(amj j )] (j = 1, 2, , n)
1 1 1 0 0 1 2
0 0 0 1 0 2 1
0 0 2 1 2 0 0
Y =
0 0 0 2 1 0 0
1 1 1 0 0 1 2
0 0 0 1 2 0 0
0
0
0
0
1
OT U
3 [102010] . () , G(A3 )
:
i = 1,
D(1, 3) = {1, 3, 5}
i = 2,
D(2, 3) = {3}
3 G(A3 ) :
G(A3 ) = [{1, 3, 5}, {3}]
72
-()-
4.1: 4-5
G(A1 )
{1, 5}
G(A2 )
{1, 5}
G(A3 )
{1, 3, 5} , {3}
G(A4 )
{2, 3, 4, 6} , {4}
G(A5 )
{3, 4, 6} , {3, 6}
G(A6 )
{1, 2, 5} , {2}
G(A7 )
{1, 2, 5} , {1, 5}
G(A8 )
{5}
Kexue ()
:
G(Ai ) = [D(1, i), D(2, i), , D(mi , i)]
G(Aj ) = [D(1, j), D(2, j), , D(mj , j)]
4.22 , i j :
1
ij
K(i, j) =
0
i
K(i) =
n
X
K(i, j)
j=1
i
C(i) =
1
K(i)
n1
:
K=
n
X
K(i)
i=1
73
-()-
C=
K
n(n 1)
: Kexue Biomatht46
4.5
t
O : {x1 , x2 , , xt }
n : C1 , C2 , , Cn . :
x11
x21
xt1
OTU
x12 x1n
x22 x2n
xt2 xtn
1kt
n
X
mj
j=1
Lmax =
t X
n
X
i=1 j=1
74
xij
-()-
X = O H . X
. L , :
Linf = inf {L}
4.24 L Linf ,
. Lmin , .
4.29 .
4.25 , ,
; , , .
, , .
Biomatht49
Biomathg412
75
5.1
{X(t), t T } , t T
. T = {0, 1, 2, } T = {0, 1, 2, } , ;
T = {t : < t < } T = {t : t 0} , .
n T n t1 , t2 , , tn , n X(t1 ) ,
, X(tn ) :
FX(t1 ), ,X(tn ) (x1 , , xn ) = P [X(t1 ) x1 , , X(tn ) xn ].
X(t), t = 0, 1, 2, , X(t), t 0
, , n t1 < t2 < < tn ,
X(t1 ) , , X(tn1 ) , X(tn ) X(tn1 ) .
x1 , , xn ,
P [X(tn ) xn |X(t1 ) = x1 , , X(tn1 ) = xn1 ] = P [X(tn ) xn |X(tn1 ) = xn1 ].
.
x X(t), t T , T
t , h > 0 , P [x h < X(t) < x + h] .
. ,
. .
. n ,
U = {u1 , u2 , , un }
76
-()-
U = {1, 2, , n}
. t0 , X(t0 ) i ,
t0 + t(t 0) , X(t0 + t) j pij (t0 , t0 + t) .
t0 , i , j t ,
, , pij (t) . , pij (1) (one
step transition probability),
P =
Biomathg51
(1)
pij 0 (i, j = 1, 2, , n)
n
X
pik = 1 (i = 1, 2, , n)
(2)
k=1
, 1,
(stochastic vector), (stochastic matrix).
.
: X = [x1 , x2 , , xn ] , P = [pij ] ,
Y = XP
Y ,
n
n X
n
X
X
yi =
xk pki
i=1
=
=
i=1 k=1
n
X
xk
k=1
n
X
n
X
pki
i=1
xk
note that
n
X
i=1
k=1
= 1
77
pki = 1
-()-
.
, ,
.
, ,
n
P
pik = 1 (i =
, pij 0 (i, j = 1, 2, , n)
k=1
1, 2, , n) . (transition
digraph).
, 1
(stochastic digraphs). .
3, , AA , Aa aa
x1 , x2 x3 , X = [x1 , x2 , x3 ]
, Aa ,
:
AA
Aa
aa
AA Aa
x1
1
2
x1
1
2
x1 0
Aa Aa
x2
1
4
x2
1
2
x2
1
4
aa Aa
x3 0
x3
1
2
x3
1
2
X (1) =
hx
x1
2
x2
4
x1
2
x2
4
x3
2
x2
4
x3
2
x2 x1 x2 x3 x2 x3 i
,
+
+ ,
+
4 2
4
2 4
2
X (1) 1,
X (1)
= XP = [x1 , x2 , x3 ]
1
2
1
2
1
4
1
2
1
4
1
2
1
2
1 Aa , 2,
X (2)
X (2) = X (1) P = (XP )P = XP 2
78
-()-
X (k) k Aa ,
X (k) = XP k
5.1 P , k i j
P k i j .
(1) k = 1 , .
(m)
n
X
(m)
pik pkj
k=1
= (P P m )ij
= (P m+1 )ij
P , X ,
k, X (k) = XP k .
3, AA , Aa aa
40, 60100, 200, 0.2 , 0.3 0.5 ,
X = [0.2, 0.3, 0.5] 3, Aa ,
:
X (1)
0.5 0.5 0
0 0.5 0.5
= [0.175, 0.5, 0.325]
Aa , 2
-()-
5.2
5.2 , k P k
0, (regular).
P , P (> 0) , n X ,
m0 M0 , P X m1 M1 ,
(1)
m 0 m 1 M1 M0
(2) M1 m1 (1 2 )(M0 m0 )
X j , xj = m .
x1
x
2
.
..
X=
x =m
0
j
..
xn
X x0 , M0 ,
M0
M0
..
.
M0
Y =
m
0
M0
..
.
M0
XY
80
-()-
P 0,
PX PY
P Y i
pij m0 + M0
k6=j
= M0 pij (M0 m0 )
M0 (M0 m0 )
P X P Y , M0
(M0 m0 ) , P X M1 ,
M1 M0 (M0 m0 ) M0
()
, X M0 ,
m0 ,
Z=
m0
m0
..
.
m0
M0
m0
..
.
m0
,
m1 m0 + (M0 m0 ) m0
()
(*)(**), (1).
M1 m1 M0 m0 2 (M0 m0 )
81
-()-
M1 m1 (1 2 )(M0 m0 ).
5.2 P , ,
(1) t , P t W ();
(2) W ;
(3) W 0 .
P 0 , (> 0) .
P t j mt Mt (t = 1, 2, ) .
P t = P P t1
(t 2)
P t P t1 j , :
Mt m t
(1 2 )(Mt1 mt1 )
Mt1 mt1
(1 2 )(Mt2 mt2 )
M2 m 2
(1 2 )(M1 m1 )
0 Mt mt (1 2 )t1 (M1 m1 ) ()
P , P ,
1
2
1 2 < 0
0 <
0 1 2 < 1
(*), t
Mt mt 0, as t ()
82
-()-
m 1 m 2 m t Mt M2 M1 < 1
m1 , m2 , M1 , M2 , ,
lim mt , and
lim Mt
(**)
def
lim mt = lim Mt = vj
V = [v1 , v2 , , vn ] , W V
v1 v2 vn
v1 v2 vn
W =
v1 v2 vn
P t W,
as t
P t , W . m1 P , mk (k =
1, 2, ) ,
0 < m1 vi
(i = 1, 2, , n),
P , P t W (t ) , V =
[v1 , v2 , , vn ] W ,
(1) X = [x1 , x2 , , xn ] , XP t V (t ) ;
(2) V V P = V , V P
(stationary vector).
: 2, P t
XP t XW
(t )
83
-()-
X , XW i
x1 vi + x2 vi + + xn vi = (x1 + x2 + + xn )vi
XW = V
XP t V
(t )
(1).
P t+1 = P t1 P
t ,
W = WP
V =VP
(2), . Z , ZP = Z ,
ZP t = (ZP )P t1
= ZP t1
ZP t = ZP t1 = = ZP 2 = ZP = Z
ZP t Z
84
-()-
(1)
ZP t V
(t )
Z = V , . .
: X , XP t t
, V ,
X .
VP =V
:
v1 p11 + v2 p21 + + vn pn1
v1
v2
v1 p1n + v2 p2n + + vn pnn
vn
v1 , v2 , , vn ,
v1 + v2 + + vn = 1
.
(3 Aa )
P2 =
3
8
1
2
1
8
1
4
1
2
1
4
1
8
1
2
3
8
P 2 0 . P P t :
2
3
P = 0.25 0.5 0.25
P = 0.25 0.5 0.25
-()-
P4 =
0.5
0.25
P5 =
P 10 =
0.25
0.5
0.25
0.25
0.5
0.25
P 19 =
0.250001 0.5
0.25
0.5
0.24999
0.25
5.2 P t W , W
[0.25, 0.5, 0.25] .
, [v1 , v2 , v3 ]
1
1
0
2 2
[v1 , v2 , v3 ] 14 12 14 = [v1 , v2 , v3 ]
1
1
0 2 2
:
v1
+ v42 = v1
v1 + v 2 + v3 = v 2
2
2
2
v
v
2
+ 23 = v3
v1 + v2 + v3 = v4
1
1
v1 = , v2 = 21 , v3 = ,
4
4
V = [ 14 , 12 , 14 ] . Aa , [AA, Aa, aa]
[ 41 , 12 , 41 ] .
5.3
5.3 :
(1)
pii = 1
(2) pik = 0,
86
k 6= i.
-()-
(absorbing state).
5.4 , (absorbing Markov
chain).
(1) ;
(2) .
(transient state).
3, . 5-8
, . (Biomathg58)
Biomathg58
5.3 , 1 .
: . ui ,
, , ri , , 0 , pi (pi > 0)
. T , T ,
ri pi (pi > 0) , , :
r = max{ri |ui T }
p = min{pi |ui T }
r 1 , p > 0 . .
T ui , ri 1 p1 ,
r r ri , 1 pi
, p pi , 1 pi 1 p .
T ui , r 1 pi 1 p . ui
T
T , r 1 p .
2r , r r ,
T , 2r (1 p)2 .
T , kr (1 p)k .
lim (1 p)k = 0 , .
87
-()-
(canonical form)
E
O
P =
R
Q
r
r
k
E r r , 1, 0,
.
O r k , 0, .
R k r , .
Q k k , ().
Pt =
Rt Q
Rt = (E + Q + Q2 + + Qt1 )R .
: (1) t = 2 ,
P2 =
E O
R Q
(R + Q)R Q
(2) t = l ,
P l+1 = P l P =
E O
Rl Ql
R Q
E
O
=
l
l+1
Rl + Q R Q
t = l
Rl = (E + Q + Q2 + + Ql1 )R
88
-()-
Rl+1 = Rl + Ql R
= (E + Q + Q2 + + Ql1 )R + Ql R
= (E + Q + Q2 + + Q(l+1)1 )R
E O
, :
5.4
R Q
t
(1) t , Q O ,
(2) E Q ,
(3) N = (E Q)1 = E + Q + Q2 + ,
N k , .
:
Pt =
Rt Q
5.3, t , Qt O . (1).
()
1
2
. (**) det(EQ) 6= 0
, E Q .
E Q , (*)
E + Q + Q2 + + Qt1 = (E Q)1 (E Qt )
89
-()-
,
lim (E Q)1 (E Qt ) = (E Q)1 lim (E Qt )
= (E Q) (E lim Qt )
t
= (E Q)1
(3).
:
1
2
..
.
r
r+1
r+2
..
.
r+k
1, 2, , r;r + 1, r + 2, , r + k
E
O
R
Q
P i1 = r + i , j1 = r + j , Q i ,
j ; P i1 = r + i , j , R i , j
.
5.5 r , i1 = r + i ,
, j1 = r + j
N = (E Q)1 i , j .
: j1 ,
1
c(S) =
0
i1 , S j1
S = 0 , i1 j1 C(0) = 1 ;
90
-()-
C(0) = 0 . i1 , j1 :
C(S)
S=0
(S)
(S)
= pi1 j1
S = 0 , C(0)
1
(S)
pi1 j1 =
0
i1 = j 1
(S)
QS i , j qij ,
(S)
(S)
pi1 j1 = qij
(0)
(S = 1, 2, )
(0)
X
S=0
(S)
pi1 j1 =
(S)
qij
S=0
, N i , j nij .
"
#
X
X
E
C(S) =
M [C(S)]
S=0
S=0
(S)
pi1 j1
S=0
(S)
qij
S=0
= nij
r , i1 = r + i ,
, N = (E Q)1
i .
91
-()-
: 4, AA,
P =
1 0 0
0 1 0
1
2
1
2
1
2
Q=
1 0
P
0.25 0
Q2 =
0.5 0
P 2 = 0.75 0.25 0
0.5 0.5 0
P 3 = 0.875 0.125 0
0.75 0.25 0
0.125 0
Q3 =
0.25 0
4
P = 0.9375 0.0625 0
0.875 0.125 0
0.0625 0
Q4 =
0.125 0
5
P = 0.96875 0.03125 0
0.9375 0.0625 0
0.03125
0
Q5 =
0.0625 0
10
= 0.99902 0.00098 0
0.998055 0.00195 0
92
-()-
, Qt O , 5.4(1). ,
AA, AA.
5.4(2)(3),
EQ=
1
2
1 1
,
N = (E Q)1 =
2 0
2 1
Q
Aa
aa
Aa
2+0=2
aa
2+1=3
1: , , :
0 0.99 0.01
Q=
0.99 0.01
0.9
0.09
EQ=
0.01 0.01
0.9
0.91
N = (E Q)1 =
9100 100
9000 100
93
-()-
1 , 9100 + 100 = 9200
(). 2 , 9000 + 100 = 9200 ().
7: , , Q :
0.89 0.1 0
Q = 0 0.1 0.8
0
0 0.99
EQ=
0.11 0.1
0
0.9
0.8
0.01
, ,
1.1111 88.8888
0
100
N 1
3
X
n1i = 90.909
i=1
.
90.91.
5.6 r(r > 1) , i1 = r + i
, j B = N R i , j .
:
Pt =
Rt Q
Rt = (E + Q + Q2 + + Qt1 )R
94
-()-
5.4
Rt N R (t )
Pt =
O
t
Rt Q
(t )
NR O
t , P t
, B = N R .
(t)
i1 = r + i j pi1 j B = N R i ,
j ,
(t)
pi1 j bij
(t )
9: 3,
E O
Pt =
t
Rt Q
P t Rt Qt
2
P = 0.0007
0.22
0
0.6923
0.017
0.07
0.0008
0
0.01 0.7912
0.008
0.09
100
95
-()-
, P t , 100 Qt , Rt
.
R600 :
0.0697
0.1550
0.7749
0.0542
0.3428
0.6027
0.0620
0.1378
0.7999
5.6. P =
E O
R Q
Q = 0.7
0.8
0.1
0
0 R=
0.1
0.001
0
0
0.2 0
0 0.1
E Q = 0.7
0.9
0
0.8
0
0.9
B = N R
96
-()-
, B = N R
0.0698
0.1550
0.7752
0.0543
0.3428
0.6029
0.0620
0.1378
0.8012
(i1 = r + i = 3 + 1 = 4) , 5.6,
B = N R i i = 1
i
6.98%
15.5%
77.52%
.
5.7, N i(i = 1)
3
X
i=1
= 78.295(year)
.
97
6.1
Malthusian
6-1. 1790180010
5.3083.929
18001790
5.3083.929
3.929(18001790)
= 0.03510 /
6.1:
()
()
1790
3929
1900
75995
1800
5308
1910
91972
1810
7240
1920
105711
1820
9638
1930
122775
1830
12866
1940
131669
1840
17069
1950
150697
1850
23192
1960
179323
1860
31443
1970
203185
1870
38558
1980
226500
1880
50156
1890
62948
, N (t) t ,
[t, t + 4t] ,
98
-()-
N (t+4t)N (t)
4t
4N
4t
N (t+4t)N (t)
N (t)4t
4N
N 4t
4t 0 , t
lim 4N
4t0 4t
lim 4N
4t0 N 4t
dN
dt
1 dN
N dt
, , r ,
. (Malthusian)
1 dN
=r
N dt
Z
dN
=
rdt
dt
lnN = rt + C
C . t = t0 N = N0 ,
lnN0 = rt0 + C
r(t t0 ) = ln
N
N0
N = N0 er(tt0 )
Logistic
, 1790180010
, r = 0.031 ,
N (t) = 3.929 106 e0.031(t1790)
99
-()-
1790-1860 ,
1860. ; ,
. .
, ,
, , . Malthusian.
,
, N
N )/N
. r N N
. (N
r
N
, Logistic:
N
1 dN
=r 1
N dt
N
dN
N
N)
N (N
1
1
=
+
dN
N
N N
rdt =
1
1
rt + C =
+
dN
N
N N
N)
= lnN ln(N
N
= ln
N N
t = t0 , N = N0 ,
N0
rt0 + C = ln
N N0
C
N0
N
/
r(t t0 ) = ln
N N N N0
N0
N N
= ln
N
N0 N
Logistic
r(t t0 ) = ln
N
N
N
ln
N0
N N0
100
()
-()-
N (t)
N
/N0 1)er(tt0 )
1 + (N
N (t) =
Logistic6-1(Biomathg61)
(,
N . 0 N = 0 (), N = N
) N =
N
2
. N =
N
2
,
N=
N0 =
N
2
dN
dt
N
2
. , t = t0 ,
= 14 rN
, Logistic(Bartlett),
N (t) =
=
r = 1 , N
a
b
N
1 + er(tt0 )
Logistic
dN
= aN bN 2
dt
N (t) =
a/b
1 + ea(tt0 )
Logistic
r .
Logistic, N
t0 , t1 , t2 t3 , t3 t2 = t1 t0 ,
A , B , C D . N (t0 ) = A , N (t1 ) = B , N (t2 ) = C , N (t3 ) = D.
()
r(t t0 ) = ln
N
N
N
N N0
N0
t0 , t1 t2 t3 ,
N A
B
r(t t0 ) = ln
B
A
N
101
-()-
r(t3 t2 ) = ln
N D
N C
C
t3 t2 = t1 t0 ,
A
C
B N
D N
=
B A
D C
N
N
, N
= 0 ()
N
= AD(B + C) BC(A + D)
N
AD BC
t1 = t2 , , B = C ,
(i = 0, 1, , m)
Logistic rt + C = ln N N
, yi ti . yi ti
N
m + 1 , r
m
P
r=
yi ti
i=0
m
P
i=0
t2i
1
m+1
1
m+1
m
P
yi
i=0
m
P
m
P
ti
i=0
2
ti
i=0
= 197.274 106
: 1790-1910, N
r = 0.031 . Logistic
197.274 106
N (t) =
1 + 197.274
1
e0.031(t1790)
3.929
Malthusian, (1790-1950),
. 2060,
. , , .
102
-()-
Logistic()
N
1 dN
N
=r 1 / 1
N dt
N
N
N
.
Logistic 1 N
, N
N
N ) dN
N (N
1
N
1
1
+
dN
=
N
N N
N N N
rdt =
N
1
N
N ) + N ln(N
N)
rt + C = lnN ln(N
N
t = t0 , N = N0 , , C
r(t t0 ) = ln
N
N
N
N
N
N
ln
+ ln
N0
N N 0 N N N0
(5)
Malthusian, Logistic,
.
,
. ,
, .
(5) Logistic;
01,
= 0 , ,
= 1 , ,
6.2
Lotka-Volterra
.
.
, . N1 (t) N2 (t) .
103
-()-
dN1 (t)
dt
, ,
a1 > 0 , a1 N1 ;
, b1 N1 N2 , b1 > 0 . ,
dN1
= a1 N 1 b 1 N 1 N 2 .
dt
dN2 (t)
dt
, ,
. ,
b2 > 0 , b2 N1 N2 ;
, a2 > 0 , a2 N2 . ,
dN2
= a2 N2 + b2 N1 N2 .
dt
,
dN1
= a1 N1 b1 N1 N2 .
dt
dN2
= a2 N2 + b2 N1 N2 . ()
dt
a1 , a2 , b1 b2 > 0 . Lotka-Volterra.
.
dN1
(a1 b1 N2 )N1
=
.
dN2
(a2 + b2 N1 )N2
, N1 , N2 .
a2 + b2 N1
a1 b 1 N 2
dN1 =
dN2
N1
N2
a2 lnN1 + b2 N1 + C = a1 lnN2 b1 N2
a1 lnN2 + a2 lnN1 b1 N2 b2 N1 = C
104
-()-
C . C .
: , ,
, ,
, .
N1 N2 , , N1 ,
N2 P (N1 , N2 ) . ,
. .
: 0, ,
dN1
= 0,
dt
dN2
=0
dt
() , ,
L1 :
a1 b1 N2 = 0
L2 : a2 + b2 N1 = 0
6-2(Biomathg62),
a2 a1
,
b2 b1
.
N1 , N2 > 0 , L1 L2 I, II, IIIIV.
L1 , a1 b1 N2 > 0 ,
, a1 b1 N2 < 0 ,
dN1
dt
dN1
dt
dN1
dt
> 0 ; L1
> 0 ;
> 0 < 0 , N1 .
L2 , 6-2.
dN2
dt
dN1
dt
>0
> 0 , .
, .
1: (6-3, Biomathg63)
0
0
ab22 , ab11 , N1 N2 , ,
N 0 = N1
1
N0 = N
2
2
105
a2
b2
a1
b1
-()-
N1 = N 0 +
1
N = N0 +
2
2
a2
b2
a1
b1
()
0
dN1 = b1 a2 N 0 b1 N 0 N 0
2
1 2
dt
b2
0
dN2 = b2 a1 N 0 + b N 0 N 0
dt
b1
, N1 N2 , N1 N2 ,
0
dN1 = b1 a2 N 0 ()
2
dt
b2
0
dN2 = b2 a1 N 0 ()
dt
b1
dN1 dN2
dN1
=
/
0
dt
dt
dN2
0
2
b 1 a2 N 2
= 2
0
b 2 a1 N 1
( )
C . ,
.
N 0 = b1 a2 rcos (4)
1
N 0 = b a rsin (4)
2
1
2
( )
a1 a2 b21 b22 r2 = C
C
r=
b 1 b 2 a1 a2
106
-()-
(4)
0
dN1
d
= b1 a2 rsin
dt
dt
()
0
dN1
= b1 a2 a1 rsin
dt
d
=
a1 a2
dt
= 0 + a1 a2 t
r (4) ,
r
1 C
0
N1 =
cos(0 + a1 a2 t)
b2 a1
r
1 C
0
N2 =
sin(0 + a1 a2 t)
b1 a2
C 0 .
, T =
2
a1 a2
. N1
1
T
t0 +T
t0
1
N1 dt =
T b2
0
N1 = N1 +
N2
a1
b1
a2
b2
C
a1
t0 +T
cos(0 +
a1 a2 t)dt = 0
t0
a2
b2
. ,
. .
,
N1
2
=
b2
N2
2
=
b1
C
a1
C
a2
2: , D. Ancona ,
.
107
-()-
V.Volterra . c ,
, Lotka-Volterra cN1 cN2 .
dN1
= (a1 c b1 N2 )N1
dt
dN2
= (a2 c + b2 N1 )N2
dt
N1 N2
1 = a2 + c ,
N
b2
2 = a1 c
N
b1
1 N
2 .
c N
1 b2 + N
2 b1 = a1 + a2
N
c(0 < c a1 ) , (6-4,
1 , N
2 .
Biomathg64). N
.
108
7.1
a , ,
, .
, n1 1 , n2
2 , n1 + + na = n . .
, , .
, . a
. a . a
.
7.1:
N (1 , 2 )
2
..
.
N (2 , 2 )
..
.
N (a , 2 )
yij i j , i = 1, , a ; j = 1, , ni .
i , yi1 , yi2 , , yini i ni .
, ni ,
, i , i (7.1
109
-()-
), yi1 , , yini ,
yij N (i , 2 ),
j = 1, , ni
(7.1)
a a 1 , , a
.
, A , a
, a . i ,
(7.1). :
yij = i + eij ,
i = 1, , a,
eij N (0, 2 ),
j = 1, , ni
(7.2)
i i , eij , A a
a .
a
1X
=
n i i ,
n i=1
i = i
n=
a
X
ni ,
i=1
E(yij ) . i i Y , i
a
P
.
ni i = 0 . i = + i , (7.2)
i=1
yij
= + i + eij ,
eij
ni i =
N (0, 2 ),
(7.3)
0,
i=1
Y = X + e,
N (0, 2 In ),
h0 =
0,
(7.4)
-()-
Xn(a+1)
1
..
.
1
..
.
1 1
1
..
.
1
..
.
1
..
.
1
...
1
..
.
1
..
.
n1
n2
..
.
na
(a+1)1 = (, 1 , 2 , , a )0 ,
en1 = (e11 , , e1n1 , e21 , , e2n2 , , eana )0 ,
h(a+1)1 = (0, n1 , n2 , , na )0 ,
, h0 = 0 .
A a ,
H0 :
1 = 2 = = a ,
H0 :
1 = 2 = = a = 0,
H0 , A .
, a . H0 .
y yij ,
a
y =
i
1 XX
yij .
n i=1 j=1
111
-()-
SST =
ni
a X
X
(yij y)2 .
i=1 j=1
SST , . .
:
SST =
=
=
ni
a X
X
i=1 j=1
ni
a X
X
i=1 j=1
ni
a X
X
(yij y)2
(yij yi + yi y)2
[(yij yi )2 + 2(yij yi )(
yi y) + (
yi y)2 ]
i=1 j=1
yi =
1
ni
ni
P
yij , i .
j=1
ni
X
(yij yi )(
yi y) = 0,
j=1
SST =
ni
a X
X
(yij yi )2 +
ni
a X
X
(
yi y)2
i=1 j=1
i=1 j=1
= SSE + SSA ,
(7.5)
,
SSE =
SSA =
ni
a X
X
i=1 j=1
ni
a X
X
(yij yi )2
(7.6)
(
yi y)2 .
(7.7)
i=1 j=1
SSE . .
SSA
SSA =
a
X
ni (
yi y)2 .
(7.8)
i=1
yi i , i i , a
1 , , a , y1 , , ya
112
-()-
. SSA a 1 , , a ,
A .
(7.1)
Si2
ni
X
(7.9)
j=1
i N (i , 2 ) yi1 , , yini , , 2
,
ESi2 = 2 .
(7.10)
a
X
E(SSE ) =
ni
X
i=1
a
X
(yij yi )2
j=1
(ni 1) 2
i=1
= (n a) 2
SSE /(n a) 2 .
"
E(SSA ) = E
= E
a
X
" i=1
a
X
ni (
yi y)2
#
ni (
yi y i + i )2
i=1
=
=
a
X
i=1
a
X
ni E(
yi y i )2 + i2
ni
i=1
2 2
ni
n
= (a 1) 2 +
a
X
a
X
ni i2
i=1
SSA
a1
1X
ni i2
= +
a i=1
2
113
i=1
ni i2
-()-
, SSA /(a 1) . H0 ,
SSA /(a 1) 2 . , , H0 ,
SSA /(a 1)
SSE /(n a)
1 ; H0 , . SSA
SSE H0 .
F =
SSA /(a 1)
SSE /(n a)
H0 F .
,
ni
X
(yij yi )2 / 2 2ni 1 ,
i = 1, , a.
i=1
yij , a ,
2
SSE / =
ni
a X
X
(yij yi )2 / 2 2P
a
i=1 j=1
i=1
(ni 1)
= 2na ,
i = 1, , a.
(7.11)
SSA /(a 1)
Fa1,na
SSE /(n a)
(7.12)
F H0 . , F > Fa1,na () ,
, A a . , F Fa1,na () ,
, A a . 7.2
7.2:
SSA
a1
M SA =
SSA
a1
SSE
na
M SE =
SSE
na
SST
n1
F =
M SA
M SE
-()-
7.3:
\
4350
4650
4080
4275
4125
3720
3810
3960
4695
4245
4620
3930
:?
: , , 3. 7.3
y = 4205 ,
y1 = 4339, n1 = 4,
y2 = 3909, n2 = 5,
y3 = 4520, n3 = 3,
SST = 1186800.00 , n a = 12 3 = 9 .
SSA = 807311.25 ,
SSE = 379488.75 ,
M SA = 807311.25/2 = 403655.62,
M SE = 379488.75/9 = 42165.42,
F = 403655.62/42165.42 = 9.57
7.4
F2,9 (0.05) = 4.26 , F2,9 (0.01) = 8.02 , 9.57 > 8.02 .
.
F , 1 , , a . ,
i j . i j
.
115
-()-
7.4:
807311.25
403655.62
9.57
379488.75
42165.42,
1186800.00
11
(7.1)
yi N
2
i ,
ni
i = 1, , a,
yi yj (i 6= j) .
1
1
yi yj N i j ,
+
2 ,
ni nj
(7.13)
U=
(
yi yj ) (i j )
q
N (0, 1).
n1i + n1j
(7.14)
2 =
SSE
,
na
(7.11)
(n a)
2
SSE
= 2 2na .
2
(7.15)
, U
2 . t
, (7.14)(7.15)
(
yi yj ) (i j )
q
tna .
n1i + n1j
,
)
i
j
i
j
tna .
q
n1i + n1j
116
-()-
1 , tna
n a t
i , j , i j 1
s
s
"
#
1
1
1
1
(
yi yj )
+ tna
, (
yi yj ) +
+ tna
.
ni nj
2
ni nj
2
(7.16)
, 1 i j .
, 1 i j . ,
, 1 i j .
7.2(7.1)
(7.16), = 0.05 , tna
= t9 (0.025) = 2.262 .
i j
1 2 [118.17, 741.34],
1 3 [536.01, 173.51],
2 3 [950.21, 271.79].
, 95% 1 2 .
, 3 1 . ,
95% 3 2 .
(,)
i , j . (7.16) 1 .
, 1 .,
Bonferroni.
Ei , i = 1, , m m , P (Ei ) = 1 , i = 1, , m ,
m !
m !
m !
m
\
\
[
X
P
Ei = 1 P
Ei = 1 P
Ei 1
P (E i ) = 1 m,
i=1
i=1
i=1
Bonferroni
P
m
\
i=1
Ei
1 m
i=1
, m 1 ,
1 , 1 m , 1 ,
117
-()-
1 m
, P (Ei ) = 1
m !
\
P
Ei 1
i=1
, m i j . ,
i j (7.16) 1 m
s
s
"
#
1
1
1
1
(
yi yj )
, (
yi yj ) +
. (7.17)
+ tna
+ tna
ni nj
2m
ni nj
2m
m i j m 1 .
7.3(7.2)
(7.17), = 0.05 , i j 1
1 2 [25.691, 833.809],
1 3 [641.291, 278.791],
2 3 [1050.883, 171.117].
95% .
, 3, 1.
7.2
, ,
, .
. , ,
b , . ,
, , . a ,
a . .
yij j i , yij
yij = + i + j + eij ,
i = 1, , a,
118
j = 1, , b
(7.18)
-()-
, i i , j j , eij
.
, A B . A a
, A1 , , Aa , B b , B1 , , Bb
. A B c . yijk (Ai , Bj ) k
. i j , yij1 , yij2 , , yijc (Ai , Bj )
, ,
i j , ij . yij1 , yij2 , , yijc ,
yijk N (ij , 2 ),
k = 1, , c.
(7.19)
, 7.5
7.5:
A\B
B1
B2
Bb
A1
A2
..
.
Aa
(7.19):
y
=
ijk
eijk
ij + eijk ,
(7.20)
N (0, 2 ),
i = 1, , a, j = 1, , b, k = 1, , c,
119
-()-
, ij ,
a
1 XX
=
ij ,
ab i=1 j=1
b
1X
ij ,
=
b j=1
a
1X
ij ,
a i=1
=
i , i = 1, , a,
j =
i
j =
j ,
j = 1, , b,
ij = ij
i
j + ,
, i A Ai , j B Bj . ij
,
ij = ij (
i ) (
j )
= (ij ) i j ,
ij (Ai , Bj ) . ,
(Ai , Bj ) Ai i Bj j . ij Ai
Bj . A B .
A B , A B ,
a
X
i = 0,
i=1
b
X
j = 0,
j=1
a X
b
X
ij = 0.
i=1 j=1
, ij = + i + j + ij , (7.20)
yijk =
+ i + j + ij + eijk ,
N (0, 2 ), i.i.d.
eijk
a
b
a P
b
P
P
P
=
0,
=
0,
ij = 0,
i
j
i=1
j=1
i=1 j=1
i = 1, , a, j = 1, , b,
k = 1, , c,
.
120
(7.21)
-()-
,
ij = 0 , i = 1, 2, , a , j = 1, 2, , b , .
c = 1 .
ij = + i + j ,
i = 1, , a,
j = 1, , b.
, (7.21)
yij =
eij
+ i + j + eij ,
N (0, 2 ),
a
P
i = 0,
i=1
i.i.d.
b
P
j = 0,
(7.22)
j=1
i = 1, , a,
j = 1, , b,
.
,
H1 :
1 = 2 = = a = 0
H2 :
1 = 2 = = a = 0
.
,
a
1 XX
yij
y =
ab i=1 j=1
yi =
1X
yj
b j=1
yj =
1X
yij
a i=1
SST =
a X
b
X
(yij y)2
i=1 j=1
121
-()-
SST , ,
SST =
b
a X
X
(yij y)2
i=1 j=1
a X
b
X
(yij yi yj + y + yi y + yj y)2
i=1 j=1
a X
b
X
(yij yi yj + y) +
i=1 j=1
a
X
b(
yi y) +
i=1
b
X
a(
yj y)2
j=1
b
a X
X
(yij yi yj + y)2 ,
i=1 j=1
a
X
b(
yi y)2 ,
i=1
b
X
a(
yj y)2 ,
j=1
(7.23)
, A B ,
, SSA SSB ,
, SSE .
SSA /(a 1)
Fa1,(a1)(b1)
SSE /(a 1)(b 1)
122
(7.24)
-()-
H1 . , FA > Fb1,(a1)(b1) () ,
, A a .
, H2 ,
FB =
SSB /(b 1)
Fb1,(a1)(b1)
SSE /(a 1)(b 1)
(7.25)
H2 . 7.6
7.6:
SSA
a1
M SA =
SSA
a1
FA =
M SA
M SE
SSB
b1
M SB =
SSB
b1
FB =
M SB
M SE
SSE
(a 1)(b 1)
SST
ab 1
M SE =
SSE
(a1)(b1)
7.4 , , ,
, 7.7.
?
7.7:
A \
B1
B2
B3
A1
58.2
56.2
65.3
A2
49.1
54.1
51.6
A3
60.1
70.9
39.2
A4
75.8
58.2
48.7
, . A , 4.
i , i = 1, 2, 3, 4 . B , 3. j ,
j = 1, 2, 3 . = 0.05
H1 : 1 = 2 = 3 = 4 = 0,
H2 :
1 = 2 = 3 = 0.
123
-()-
y = 54;
y1 = 59.9, y2 = 51.6, y3 = 56.7, y4 = 60.9,
y1 = 60.8, y2 = 59.9, y3 = 51.2.
SST = 1113.42; SSA = 157.59, SSB = 223.85, SSE = 731.96
7.8
7.8:
157.59
52.53
FA = 0.4306
223.85
111.93
FB = 0.9175
731.98
122.00
1113.42
11
yi N
2
+ i ,
b
i = 1, , a,
yi yt N
2 2
i t ,
b
2 =
SSE
(a 1)(b 1)
124
(7.26)
-()-
2 , i , t , i t 1
"
(
yi yt )
2
t(a1)(b1)
, (
yi yt ) +
b
2
2
t(a1)(b1)
.
b
2
(7.27)
, 1 i j .
, 1 i j . ,
, 1 i j .
m i t 1
"
(
yi yt )
2
t(a1)(b1)
, (
yi yt ) +
b
2m
#
2
t(a1)(b1)
.
b
2m
(7.28)
FB , H2 , , i q 1
"
(
yj yq )
2
t(a1)(b1)
, (
yj yq ) +
a
2
2
t(a1)(b1)
.
a
2
(7.29)
m i q 1
"
(
yj yq )
2
t(a1)(b1)
, (
yj yq ) +
a
2m
#
2
t(a1)(b1)
.
a
2m
,
A , B A B , ,
c(c > 1) . (7.21). ,
i Ai . , Ai
B . Bj , Ai . ,
, 1 = = a = 0 1 = = b = 0 .
,
H3 :
ij = 0,
i = 1, 2 , a j = 1, , b
125
-()-
,
a
1 XXX
y =
yijk ,
abc i=1 j=1 k=1
c
yij
1X
yijk ,
=
c k=1
yi
1 XX
=
yijk ,
bc j=1 k=1
yj
1 XX
=
yijk ,
ac i=1 k=1
a X
b X
c
X
SST =
(yijk y)2
SST , ,
SST =
a X
b X
c
X
(yijk y)2
a X
b X
c
X
a X
b X
c
X
(yijk yij ) + bc
+ac
b
X
a
X
(
yi y)2
i=1
(
yj y)2 + c
j=1
a X
b
X
(
yij yi yj + y)2
i=1 j=1
a X
b X
c
X
(yijk yij )2 ,
(
yi y)2 ,
SSA = bc
SSB = ac
i=1
b
X
(
yj y)2 ,
j=1
SSAB = c
a X
b
X
(
yij yi yj + y)2 ,
i=1 j=1
126
-()-
SSA A , SSB B , SSAB
(), SSE .
, , H3 ,
FAB =
(7.30)
. H3 .
H3 , .
A , B
.
7.9
7.9:
SSA
a1
M SA =
SSA
a1
FA =
M SA
M SE
SSB
b1
M SB =
SSB
b1
FB =
M SB
M SE
A B
SSAB
(a 1)(b 1)
SSE
ab(c 1)
SST
abc 1
7.3
M SAB =
M SE =
SSAB
(a1)(b1)
FAB =
M SAB
M SE
SSE
ab(c1)
. , 3 4 , 43 = 64 ,
, 64 . ,
. , .
, ,
, .
,
127
-()-
, , L8 (27 ) , L9 (34 ) ,
7.107.11. L9 (34 ) , L , 9 ,
. 4 , . 3 ,
.
7.10: L8 (27 )
\
7.11: L9 (34 )
\
(a) , L9 (34 ) 1 , 2 , 3 .
L8 (27 ) 1 , 2 .
128
-()-
(b) , L9 (34 ) (1, 1) , (1, 2) , ,
(3, 3) , . L8 (27 ) (1, 1) , (1, 2) , (2, 1) (2, 2) ,
.
, ,
.
7.5 (%), ; A(0 C) ,
B(min) C(%) . , 7.12
7.12:
\
80
90
85
120
90
150
, 33 = 27 . L9 (34 ) , 9 .
A , B , C L9 (34 ) , A , B 2 , 3 ,
C 4 . A , B , C 1 , 2 , 3
, 9 . . 9
(7.13), .
K1 , K2 , K3 ,,.
A , K1 = 31 + 53 + 57 = 141 , , A ( 800 C
). K2 = 54 + 49 + 62 = 165 K3 = 38 + 42 + 64 = 144
A ( 850 C )( 900 C ).
k1 , k2 , k3 K1 , K2 , K3 3 .
A k1 = 141/3 = 47 , k2 = 165/3 = 55 , k3 = 144/3 = 48 .
, , k1 , k2 k3 ,
(A2 , B3 , C1 ) = (850 C, 150min, 5%) . ,
, . ,
.
129
-()-
7.13:
\
80(1)
90(1)
6(2)
31
85(2)
90(1)
5(1)
54
90(3)
90(1)
7(3)
38
80(1)
120(2)
5(1)
53
85(2)
120(2)
7(3)
49
90(3)
120(2)
6(2)
42
80(1)
150(3)
7(3)
57
85(2)
150(3)
6(2)
62
90(3)
150(3)
5(1)
64
K1
141
123
171
K2
165
144
135
K3
144
183
144
k1
47
41
57
k2
55
48
45
k3
48
61
48
. ai , bj , ck Ai , Bj ,
Ck , , yi i , 7.5
130
-()-
:
y1 =
+ a1 + b1 + c2 + 1 ,
y2 =
+ a2 + b1 + c1 + 2 ,
y3 =
+ a3 + b1 + c3 + 3 ,
y4 =
+ a1 + b2 + c1 + 4 ,
y5 =
+ a2 + b 2 + c 3 + 5 ,
y6 =
+ a3 + b 2 + c 2 + 6 ,
y7 =
+ a1 + b 3 + c 3 + 7 ,
y8 =
+ a2 + b 3 + c 2 + 8 ,
y9 =
+ a3 + b 3 + c 1 + 9 ,
N (0, 2 ),
i
P3
ai = 0,
i=1
(7.31)
i.i.d., i = 1, , 9,
P3
P3
k=1 ck = 0,
j=1 bj = 0,
:
H1 : a1 = a2 = a3 = 0,
(7.32)
H2 : b1 = b2 = b3 = 0,
(7.33)
H3 :
(7.34)
c1 = c2 = c3 = 0.
H1 , A y . H2 ( H3 )
, B ( C ) y .
n , n y1 , y2 , , yn .
m , a , r , n = ra ,
SST =
y =
1
n
Pn
i=1
n
X
i=1
(yi y) =
n
X
yi2 n
y2.
(7.35)
i=1
yi , . , SST
SST = SSE + SS1 + SS2 + + SSm ,
(7.36)
-()-
A , A ` ,
A . yij A j i , i = 1, , r ,
j = 1, , a ,
r X
a
X
yij =
i=1 j=1
n
X
yi .
i=1
SSA = r
a
X
(KjA y)2 ,
(7.37)
j=1
KjA A j ( ` ).
(7.37) A . m ,
m SS1 , SS2 , , SSm .
SSE = SST
m
X
SSi
i=1
fT fE , fi i
.
fT
fi
fE
=
=
1 = n 1 ,
1 = a 1,
i = 1, , m
fT
m
P
fT
fi = n m(a 1) 1
i=1
, i
Fi =
SSi /fi
Fa1,nm(a1)1
SSE /fE
Fi i y .
,
7.6(7.5)
132
-()-
7.14:
SS1
a1
M S1 =
SS1
a1
F1 =
2
..
.
SS2
..
.
a1
..
.
M S2 =
..
.
SS2
a1
M S2
FB = M
SE
..
.
SSm
a1
M Sm =
SSm
a1
FB =
SSE
n m(a 1) 1
SST
n1
M SE =
SSE
nm(a1)1
SST =
9
X
yi2 9 y2 ,
i=1
9
X
i=1
y =
1
1
(31 + 54 + + 64) = 450 = 50.
9
9
fT = 9 1 = 8,
fA = fB = fC = 3 1 = 2,
fE = 9 3(3 1) 1 = 2.
133
M S1
M SE
M Sm
M SE
-()-
7.15:
114
57
6.33
618
309
34.33
234
117
13.00
18
984
134