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()

()

, , ,

():

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

(principal component analysis) . . . .

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) ,

(b) (n 1)S 2 / 2 2n1 ,


S 2 .
(c)X
-(K.Pearson) 2 ()
, . ,
l
S
A1 , A2 , , Al ,
Ai = , Ai Aj = .
i=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

np1 , np2 , , npl

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

315, 101, 108,32,


556. ,
H0 : , , , 4 9 : 3 : 3 : 1 .
H0 , , , ,313,
7

-()-
104, 104, 35. 2
2 =

(315 313)2 (101 104)2 (108 104)2 (32 35)2


+
+
+
= 0.51031
313
104
104
35

= n1 = 41 = 3 , 3 (0.01)2 = 11.345 , P (23 > 11.345) = 0.01


, 0.51031 < 11.345 , = 0.01 , H0 ,
.
2.1.2

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) =

tp1 (1 t)q1 dt.

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

: n1 = 10 , x = 0.273 , s21 = 0.02811 ,


: n1 = 11 , x = 0.133 , s22 = 0.00642 .
t ,
0.237 0.133
t=
9 0.02811 + 10 0.00642

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

-()-

214308.15 142.2778 166.5222/9


= 2.5697
182605.59 (142.2778)2 /9
= 166.5222 2.5697 142.2778 = 199.0919

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,

yi = 0 + 1 xi1 + 2 xi2 + + p1 xip1 + ei


ei , i = 1, 2, , n Gauss-Markov
(a)E(ei ) = 0
(b)V ar(ei ) = 2 ,
(c)Cov(ei , ej ) = 0, i 6= j.

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() = ky Xk2 = (y X)0 (y X)

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 .
, , .

x11 x1 x12 x2 x1,p1 xp1

x21 x1 x22 x2 x2,p1 xp1

Xc =

.
.
.
.

.
.
.
.
.
.
.
.

xn1 x1 xn1 x2 xn,p1 xp1

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 ,RSS(Residual Sum of Squares).


17

-()-
2.1.

(a) RSS = y0 I X(X0 X)1 X0 y


RSS
(b)
2 =
np

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

(Total Sum of Squares, TSS).


,
0y
RSS = y0 y X

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)

, FR Fp1,np . , FR > Fp1,np () ,


H.
2.4: :

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

Y = 156.1709 + 2.3836X1 1.444X2 + 1.3536X3 ,

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,
, .

F (l, d) = C G(l, d) = Al Bd,


G(l, d) > 0G(l, d) < 0F (l, d) < CF (l, d) > C. F (l, d)
, C. (l, d)F (l, d), F (l, d)
C.
n, nnX:
X(x1 , x2 , , xn ),
23

-()-
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)

Xi (xi1 , xi2 , , xin ), (i = 1, 2, , p)


IIi
(2)

(2)

Xi (xi1 , xi2 , , xin ), (i = 1, 2, , q)


nn, nn.
IIInpq, III
n.
F (x1 , x2 , , xn ) = C1 x1 + C2 x2 + + Cn xn
Ci (i = 1, 2, , n). C, X(x1 , x2 , , xn ),
, C,
X.
(1)

(2)

, IIIyi yi
:
Category
Category

(1)

= C1 xi1 + C2 xi2 + + Cn xin

(2)

= C1 xi1 + C2 xi2 + + Cn xin

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 (1) > y (2)

y (1) < y (2)

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)

Sij , Sij = Sij + Sij

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)

S22 = S22 + S22 = 4677.4419,


(1)

(2)

S12 = S21 = S12 + S12 = 5550.6047,


(1)

(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 =

F (x1 , x2 ) = 1089x1 + 2433x2


29

-()-
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)

y = 1089 88 + 2433 34 = 13110 < C

(86,41)

y = 1089 86 + 2433 41 = 13398 > C

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)

xtl 1 xtl 2 xtl n

(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)

(X, Gi ) = min{(X, Gl )|l = 1, 2, , m}

32

-()-

2.4
2.4.1

y = 0 1 + X + e,

E(e) = 0,

Cov(e) = 2 I

X , i j

x1j

x2j

Xi = [xi1 , xi2 , , xi,p1 ], Xj = .


..

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)

(3) Xi = i1 z(1) + i2 z(2) + + ip1 z(p1)


(4) z(i) = 1i X1 + 2i X2 + + p1i Xp1 ,

(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

(principal component analysis)

(),,
(),. ,,
(), . ,
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 = i1 z(1) + i2 z(2) + + ir z(r) ,


X

(i = 1, 2, , p)

rp,

(r+1,p)

Xi

= ir z(r) + ir+2 z(r+2) + + ip z(p) ,

(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

= 0.3748 3.5285 = 0.7040

= 0.2477 7.2986 = 0.6691

= 0.3791 3.5285 = 0.7122

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 =

yij min ykj


k

max ykj min ykj


k

(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 =

(x1 y1 )2 + (x2 y2 )2 + (x3 y3 )2

n , n (Euclidean distance coefficient)

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 .
. .

OT Ui Xi = [xi1 , xi2 , , xin ],


OT Uj Xj = [xj1 , xj2 , , xjn ].
:
(mean Euclidean distance coefficient):
"

1X
dij =
(xik xjk )2
n k=1

# 12

(mean absolute distance coefficient):


n

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

(coefficient of cosine of included angle):


n
P
xik xjk
k=1
aij =
12
n
n
P
P
2
2
xik
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 , :

000 001 010 011 100 101 110 111

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

(Biomatht311, Biomathg38, Biomathg314)

51


4.1

: (cladistic

taxonomic unit, CTU). , , , , ,


(OTU)(HTU).
.
(cladistic point), X = {x1 , x2 , , xi , }
. x y , x = y ; , x 6= y ;
, x y , x y ( y x ). x y ,
y x . x y x y .
4.1 X , X
, X .
1 x , x x ();
2 x , y z , x y , y z , x z ();
3 x0 x1 x2 = x0 , x0 = x1 ();
4 x y , z X x z , y z , x
y , x y y x ();
1: 3, , 4-1(Biomathg41)
. . 3
3()
x0 x1 x2 xn = x0 ,
52

-()-

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 .

B(i) = {x|BN (x) = i, x X} (i = 0, 1, 2, )


B(i) i . , 0 B(0) X
.
: B(1) , 1,
, ,
.
, B(0) B(1)
(product set), :
P (O) = {y|BN (y) 1, y O }

4.9 , O P (O)
O .
P (O) O
58

-()-
4.2

Y , , Y

y , M x = M (y) , X = {x|x = M (y), y Y }


. M Y X .
:
M

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) , :

y11 y12 y1n

y21 y22 y2n

Y =

yt1 yt2 ytn

. , .
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.

(3) d(x, y) d(x, z) + d(z, y) , z x y .


, , d(x, y) max{d(x, z), d(z, y)} . ,
?
3 ,
.
x , y z , x y z , d ,
:
d(x, z) = d(x, y) + d(y, z)
n + 1 , :
x = x0 x1 xn = y

d(x, y) =

n
X

d(xi1 , xi )

i=1

.
:
xi xh xj
65

-()-
, k xik xhk xjk (k = 1, 2, , n) ,

|xik xjk | = xjk xhk + xhk xik


= |xjk xhk | + |xhk xik |

n
X

|xik xjk | =

k=1

n
X

|xjk xhk | +

k=1

n
X

|xhk xik |

k=1

4.11 (Manhattan coefficient),


(evolutionary distance). CT Ui
CT Uj ,
xi = [xi1 , xi2 , , xin ]
xj = [xj1 , xj2 , , xjn ]
i j
d(i, j) =

n
X

|xik xjk |

k=1

4.12 , () l = (x, y) , d(x, y)


(length of evolutionary line),
d(l) = d(x, y)
, ,
(weighted evolutionary graph).
(evolutionary length).
L : x = x0 x1 xm = y ,
, ,
,
d(L) =

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

4.16 , Lmin , , Lmin


, .
4.18 .
, L :
Lmin =

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 .

D(i, j) = {y|Mj (y) i, y O} (0 i mj ; j = 1, 2, , n)


j aij D(i, j) :
aij = D(i, j)
aij C(aij ) = {y|aij y, y O} .
4.28 j (1 j n) i(0 i mj )
D(i, j) C(aij )(aij = D(i, j)) . :
D(i, j) = C(aij )
71

-()-
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)

G(Aj ) = [D(1, j), D(2, j), , D(mj , j)] (j = 1, 2, , n) ()


.
: 6 , , 6
(4-2):

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

i OTU Xi = [xi1 , xi2 , , xin ] .


, CT Up CT Uq CT Ur ,
1, CT Ur
xrk = min{xpk , xqk } (k = 1, 2, , n)
j mj ,
mj = max {xkj }
Lmin =

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),

p11 p12 p1n

p21 p22 p2n

P =

pn1 pn2 pnn

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)

(2) k = m(m 1) , pij mij


,
(m+1)
pij

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

= XP = [0.2, 0.3, 0.5] 0.25 0.5 0.25

0 0.5 0.5
= [0.175, 0.5, 0.325]

Aa , 2

0.375 0.5 0.125

X (2) = XP 2 = [0.2, 0.3, 0.5] 0.25 0.5 0.25

0.125 0.5 0.375

= [0.2125, 0.5, 0.2875]


, , P
.
79

-()-
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

pik = pij m0 + M0 (1 pij )

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

v1 p12 + v2 p22 + + vn pn2

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 :

0.375 0.5 0.125


0.3125 0.5 0.1875

2
3
P = 0.25 0.5 0.25
P = 0.25 0.5 0.25

0.125 0.5 0.375


0.1875 0.5 0.3125
85

-()-

P4 =

0.28125 0.5 0.28175


0.25

0.5

0.25

P5 =

0.28175 0.5 0.28125

P 10 =

0.25

0.5

0.25

0.25

0.5

0.25

0.234375 0.5 0.265625

0.250488 0.5 0.249512

0.265625 0.5 0.234375

P 19 =

0.249512 0.5 0.250488

0.250001 0.5
0.25

0.5

0.24999
0.25

0.249999 0.5 0.250001

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).

(E Q)(E + Q + Q2 + + Qt1 ) = (E Q) + (Q Q2 ) + + (Qt1 Qt )


= E Qt

()

det(E Q) det(E + Q + Q2 + + Qt1 ) = det(E Qt ) ()


t , Qt O ,
lim det(E Qt ) = detE = 1

T , t > T , det(EQt ) >

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)

E[C(S)] = pi1 j1 1 + (1 pi1 j1 ) 0


(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)

qij = pi1 j1 , 5.4(3), E + Q + Q2 + , i ,


j ,

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

0.01 0.9 0.09

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

, ,

9.0909 1.0101 80.8080

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

0.001889 0.002 0.01 0.877321 0.00989 0.0989

2
P = 0.0007
0.22
0
0.6923
0.017
0.07

0.0008
0
0.01 0.7912
0.008
0.09

0.008598 0.017126 0.085632 0.790606 0.008913 0.089125

P 10 = 0.005994 0.233980 0.058788 0.623875 0.007033 0.070329

0.006851 0.013437 0.178298 0.713000 0.008038 0.080377

0.050798 0.112270 0.561352 0.245176 0.002764 0.027639

100

= 0.039295 0.309059 0.434184 0.193471 0.002181 0.021810

0.044908 0.099241 0.607322 0.221110 0.002493 0.024926

95

-()-

0.069739 0.154975 0.774874 0.000367 0.000004 0.000041

P 600 = 0.054241 0.342757 0.602676 0.000290 0.000003 0.000033

0.061990 0.137755 0.799884 0.000331 0.000004 0.000037

, 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

0.889 0.01 0.1

Q = 0.7

0.8

0.1
0

0 R=

0.1

0.001
0
0

0.2 0

0 0.1

0.111 0.01 0.1

E Q = 0.7
0.9
0

0.8
0
0.9

69.768 0.775 7.752

N = [E Q]1 = 54.264 1.714 6.029

62.016 0.689 8.002

B = N R

0.0698 0.1550 0.7752

B = N R = 0.0543 0.3428 0.6029

0.0620 0.1378 0.8002

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

0.0698 0.1550 0.7752


.

6.98%

15.5%

77.52%

.
5.7, N i(i = 1)
3
X

n1i = 69.768 + 0.775 + 7.752

i=1

= 78.295(year)
.

97


6.1

Malthusian
6-1. 1790180010

5.3083.929
18001790

106 = 0.1379 106

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 ,

= B[2AD B(A + D)]


N
AD B 2
, ,
.
, r . m + 1 ,
N
t0 , t1 , , tm .
N (ti )
yi = ln
N N (ti )

(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 , ,

(5) Malthusian. MalthusianLogistic


.

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

b22 a1 N1 dN1 + a2 b21 N2 dN2 = 0

b22 a1 N12 + a2 b21 N22 = C

( )

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 )

y11 , y12 , , y1n1

2
..
.

N (2 , 2 )
..
.

y21 , y22 , , y2n2


.. .. ..
. . .

N (a , 2 )

ya1 , ya2 , , yana

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,

yn1 = (y11 , , y1n1 , y21 , , y2n2 , , yana )0 ,


110

(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

(yij yi )2 /(ni 1).

(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)

Cochran, H0 , SSA / 2 2a1 , SSE


. , H0 ,
F =

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

7.1 , 7.3( kg/hm2 )


114

-()-
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

y111 y112 y11c

y121 y122 y12c

y1b1 y1b2 y1bc

A2
..
.

y211 y212 y21c


..
.

y221 y222 y22c


..
.

y2b1 y2b2 y2bc


..
.

Aa

ya11 ya12 ya1c

ya21 ya22 ya2c

yab1 yab2 yabc

(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

= SSE + SSA + SSB ,


, 0 .
SSE =
SSA =
SSB =

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

SSA A , SSB B . SSE :

SSE = SST SSA SSB ,

(7.23)

, A B ,
, SSA SSB ,
, SSE .

SST = SSE + SSA + SSB ,


, H1 ( H2 ) SSA ( SSB ) SSE .
, H1 , SSA / 2 2a1 , SSE , SSE / 2
2(a1)(b1) . H1
FA =

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

F3,6 (0.05) = 4.76 > FA = 0.4306 , H1 . F2,6 (0.05) = 5.14 >


FB = 0.9175 , H2 . .
FA , H1 , A a 1 , , a
. [i , t ] .
P
yij N ( + i + j , 2 ) , bj=1 j = 0 ,

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

i=1 j=1 k=1

SST , ,
SST =

a X
b X
c
X

(yijk y)2

i=1 j=1 k=1

a X
b X
c
X

(yijk yij + yi y + yj y + yij yi yj + y)2

i=1 j=1 k=1

a X
b X
c
X

(yijk yij ) + bc

i=1 j=1 k=1

+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

= SSE + SSA + SSB + SSAB ,


, 0 .
SSE =

a X
b X
c
X

(yijk yij )2 ,

i=1 j=1 k=1


a
X

(
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 =

SSAB /(a 1)(b 1)


F(a1)(b1),ab(c1)
SSE /ab(c 1)

(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)

SSE , SSi i . (7.36)


.
131

-()-
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

yi2 = 312 + 542 + + 642 = 23484,

i=1

y =

1
1
(31 + 54 + + 64) = 450 = 50.
9
9

SST = 23484 9 502 = 984,


1
1
(1412 + 1652 + 1442 ) 4502 = 114
SSA =
3
9
1
1
SSB =
(1232 + 1442 + 1832 ) 4502 = 618
3
9
1
1
SSC =
(1712 + 1352 + 1442 ) 4502 = 234
3
9
SSE = 984 114 618 234 = 18

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

F , F2,2 (0.05) = 19 , F2,2 (0.1) = 9 . B , C


y , A y .

134