1

...

1.1 t

X = (X1 , . . . , Xn ), Y = (Y1 , . . . , Ym )

Xi N (1 , 2 ), i = 1, . . . , n,

Yi N (2 , 2 ), i = 1, . . . , m,

1 , 2 () 2 .

H0 : 1 = 2 H1 : 1 6= 2 .

H0 (..)

|X Y |
|t| := r > tn+m2,/2 , (1.1.1)
1 1
Sp +
n m

Pn Pm
X = i=1 Xi /n, Y = i=1 Yi /m ,
2 + (m 1)S 2
Pn 2
Pm 2
(n 1)SX i=1 (Xi X) + i=1 (Yi Y )
Sp2= Y
= -
n+m2 n+m2
(pooled) ()

tn+m2,/2 (/2) t n + m 2
.

( 1.1.)
, (1.1.1)
1 = 2

1
2 1.

1 6= 2 . , X 1 Y 2 ,
1 6= 2
.1 :
: -
X , Y ,
X = Y .
-
. .
, ,

1 2
. ,
, |X Y |,
1 6= 2 .
1 6= 2
|X Y | . .
|x y| ,
1 6= 2 ;
1 = 2 |x y| = 10 20 100;
X , Y

2 2
  
X N 1 , , Y N 2 ,
n m
X , Y .
  
2 1 1
X Y N 1 2 , + .
n m
1 = 2 ( )
X Y 0. ,
C > 0

P(|X Y | > C) = 1 P(|X Y | 6 C)

= 1 P(C 6 X Y 6 C)
 
C X Y C
=1P p 6 p 6 p
1/n + 1/m 1/n + 1/m 1/n + 1/m
    
C C
=1 p p
1/n + 1/m 1/n + 1/m
1
, !
;

2
1.1. t 3

  
C
= 2 1 p (1.1.2)
1/n + 1/m
> 0,

.
(z) = 1 (z), z ,
( H0 )
X Y
p N (0, 1)
1/n + 1/m
( H0 )
X Y . : , C
, X Y
, C
.
, C ,
|X Y | > C
C
|X Y | > C . ,
C
|X Y | > C C
, .. 5% 1%.

. (
,
.) -
Sp2
2 . ( 2
Sp2 .)
p
: (X Y )/{ 1/n + 1/m} (
) ,
p
(X Y )/{Sp 1/n + 1/m} ( Sp
) !

Sp . ,
! .

1.1.1. t. Z N (0, 1), V 2p .

p
Z/ V /p t p ,
tp .

3
4 1.

X Y (n + m 2)Sp2
Z= p V = .
1/n + 1/m 2

. (
,
.) ,
. , 2n+m2
( H0 ) -
2 / 2 2 2 2 2
(n1)SX n1 (m1)SY / m1 . ,
H0 ,
X Y d Z
q =p ,
Sp n1 + 1 V /(n + m 2)
m

d
= ,
. 1.1.1 tn+m2
tn+m2,/2
. (1.1.1)
(
I) .

1.2 p

, -
p (p-value). , (.. SPSS, R),

p. p
(significance).

1.2.1. ( p) p
.

, : p -

.

, p :

1.2.2. ( p - )
T = T (X ). (

4
1.2. p 5

T C .) T (x) T

p PH0 {T > T (x)}.


p. p
. :

(.. ).
.
p
, -
.

1.2.1. ,
H0 : 1 = 2 H1 : 1 =6 2
p
|t| t = (X Y )/{Sp 1/n + 1/m}. H0 ,
tn+m2 . n = 8, m = 10
p
t = (x y)/{sp 1/n + 1/m} = 2.02. p

P(|tn+m2 | > | 2.02|) = P(t16 < 2.02) + P(t16 > 2.02)

= 0.030227 + 0.030227 = 0.060454.

( 1.1.) P(t16 > 2.02)

MS Excel

=tdist(2.02;16;1)

1 2, Excel
P(|t16 | > 2.02).2 

1.2.1. , p

, ,

, p,

p .
-
2
MS Excel .
2,02 2.02.
, Excel
;.

5
6 1.

P(t16 > 2.02) 0.0302

2.02 2.02
|t| |t|

1.1: 1.2.1, p
t16 ( t
) t =
2.02, |t| = 2.02, .

: 1.2.1, -
p
. 

1.2.1 (). p 0.060454. 0.05 < p < 0.10,

0.10
0.05. , > 0.060454
6 0.060454 . 

1.2.2. (
.) p , ,
.
T H0 F0 ,
1.2.2,
p = PH0 {T > T (X )} = 1 F0 {T (X )}.

: X F
F (X) 1 F (X) (0, 1),
U(0, 1). , F X
F 1 . , x (0, 1),

P{F (X) 6 x} = P{X 6 F 1 (x)} = F {F 1 (x)} = x

P{1 F (X) 6 x} = P{F (X) > 1 x} = P{X > F 1 (1 x)} = 1 F {F 1 (1 x)} = x

F (X) 1 F (X) U(0, 1). ,

H0 , p
U(0, 1). , p
. ( , ,
p 1/2.)

6
1.3. 7

.. -
,

PH0 ( H0 ).

, 1.2.1, H0 p .
U U(0, 1) P(U < u) = u, u (0, 1),
H0 p

PH0 ( p < ) = ,

, H0 p U(0, 1).
p ( 0.060454
1.2.1) p. 

1.3 t

t H0 : 1 = 2
H1 : 1 6= 2 .. |tobs | > tn+m2,/2 ,

x y
tobs = q
sp n1 + 1
m

(observed, obs t)

X Y
t= q .
Sp n1 + 1
m

1.3.1. H0
100(1 )% 1 2 .

. 100(1 )% 1 2

 r r 
1 1 1 1
X Y tn+m2,/2 Sp + , X Y + tn+m2,/2 Sp +
n m n m

( ). , H0

|t| 6 tn+m2,/2
tn+m2,/2 6 t 6 tn+m2,/2
X Y
tn+m2,/2 6 q 6 tn+m2,/2
Sp n1 + 1
m

7
8 1.

r r
1 1 1 1
tn+m2,/2 Sp + 6 X Y 6 tn+m2,/2 Sp +
n m n m
r r
1 1 1 1
X Y tn+m2,/2 Sp + 6 0 6 X Y + tn+m2,/2 Sp +
n m n m

,
 r r 
1 1 1 1
0 X Y tn+m2,/2 Sp + , X Y + tn+m2,/2 Sp + .
n m n m

, t
/2- tn+m2 ,
100(1 )% 1 2
H0
.
.

1.3.1. ( ), -
1 2
. ,
1 2 , 1 = 2 ( )
. ,
, .

1.4 t F

|t| > tn+m2,/2 :

/2-
(0, 1). /2-
t
= 1 t,/2 t,0.5 = 0,
. , t,/2 1 < 2

1 /2 = P(t > t,1 /2 ) < P(t > t,2 /2 ) = 2 /2

t,1 /2 > t,2 /2 (= 1)

/2-
t . ,
|t| > tn+m2,/2

8
1.4. F 9

t2 > t2n+m2,/2 ,

(X Y )2

> t2n+m2,/2 .
Sp2 n1 + m1

1.4.1. () W t W 2 F1, , F
.
() (0, 1) t2,/2 = F1,, , -
F1, .

. () Z N (0, 1) V 2 . ,

d Z
W =p
V /

( t ). , Z 2 21 ,

d Z 2 /1
W2 = F1,
V /

( F1, ).
() , (0, 1) t,/2 > 0. W t ,

= P(|W | > t,/2 ) = P(W 2 > t2,/2 )

t2,/2 - F1,
() W 2 .

, 1 =
2 ,
(X Y )2
t2 =
F1,n+m2 .
Sp2 n1 + m1

|t| > tn+m2,/2 t2 > t2n+m2,/2 = F1,n+m2, ,

..

(X Y )2

> F1,n+m2, . (1.4.3)
Sp2 n1 + m1

() (1.4.3): F .

9
10 1.

1.5

X = (X1 , . . . , Xn ) (n )

Y = (Y1 , . . . , Ym ) (m ).

, X
Y
.. ; n
m. , .
, Y .

, Y 1 Y 2

. , n1

n2 . n1
Y 1 = (Y11 , . . . , Y1n1 ).

n2 Y 2 = (Y21 , . . . , Y2n2 ). , Yij j

i : Y1j Y2j .
,

Yij , i = 1, 2, j = 1, . . . , ni .

i 1 ( ), j
1 n1 . , i 2 ( ),
j 1 n2 .

X Y . ,
Y1 Y2 . ,
, . -

Y11 , . . . , Y1n1 . ,
Pn1
j=1 Y1j /n1 .
( j) ( 1),

Y1 (Y 1 ):
.
Pn2
, j=1 Y2j /n2
Y2 (Y
2 ). ,

ni
1 X
Yi = Yij
ni
j=1

10
1.6. 11

. ( !)
1 = 2 , ()
, n + m (
n1 + n2 ) ( 1.1).

nX + mY
n+m
nX Xi mY Yi .
,
P2 Pni P
i=1 j=1 Yij . ; . i
1 2, : i = 1
Pn1
i = 2. i = 1 j=1 Y1j
Pn2
i = 2 j=1 Y2j .
. n1 + n2
. ( i)
( j), Y
.
ni
2 X
1 X
Y = Yij
n1 + n2
i=1 j=1

1.6

, -
. . ,
,
:

1.6.1. X .
= X (error) X .

1.6.1. X N (, 2 )
+ N (0, 2 ).

. + X .

1.6.1, X .
, .

11
12 1.

X = + ,
+ . , ( )
.
,
.

1.6.2. . = X
(residual) X .

:
, X
X
. , ,
. , X
, . ,
-
. ,
. :
-
.

.

. Y 1 =

(Y11 , Y12 , . . . , Y1n1 ) N (1 , 2 ), Y 2 = (Y21 , Y22 , . . . , Y2n2 )

N (2 , 2 ) .

Y11 = 1 + 11 Y21 = 2 + 21
Y12 = 1 + 12 Y22 = 2 + 22
.. ..
. .

Y1n1 = 1 + 1n1 Y2n2 = 2 + 2n2

11 , . . . , 1n1 , 21 , . . . , 2n2 n1 + n2 N (0, 2 )

. ( .
n1 n2 .) 1.6.1,
ij
.

12
1.6. 13

. -
, . -

Yij = i + ij , i = 1, 2, j = 1, . . . , ni ,

ij N (0, 2 ) . ,
i Yij ,
( )
.
. , Yij
( ), ij
.

1 , 2 -

Y1 , Y2 . , ij -

ij = Yij i = Yij Yi, i = 1, 2, j = 1, . . . , ni . (1.6.4)

Cov(ij , ik ) = Cov(Yij Yi, Yik Yi)

= Cov(Yij , Yik ) Cov(Yij , Yi) Cov(Yi, Yik ) + Cov(Yi, Yi)
2 2 2
= 0 +
ni ni ni
2
= 6= 0,
ni

Cov(Yij , Yik ) = 0 j 6= k ( Yij Yik )

ni ni
2
 
1 X 1 X
Cov(Yij , Yi) = Cov Yij , Yi = Cov(Yij , Yi ) =
ni ni ni
=1 =1
Cov(Yij , Yi ) = j Cov(Yij , Yij ) =
Var(Yij ) = 2 ,

Cov(Yi , Yi ) = 2 /ni ( )

Cov(Yi, Yi) = Var(Yi) = 2 /ni .

, ij ik ,
ij ik . -
.

: 1.2.

13
14 1.

1.7

. , ,
.

, 1 ,
, 2 , + 2 . , 2 = ( +
2 ) = 2 1 1 = 2 1 6= 2
2 = 0 2 6= 0 . 1 0,
i = + i , i = 1, 2, 1 = 2 1 = 2 = 0. , 1 = 0
,
. ,
1 , 2 , 1 , 2 ,
1 0.
.

.
. -
1 , 2 . c [0, 1]

= c1 + (1 c)2 ,
1 = 1 = (1 c)(1 2 ),
2 = 2 = c(2 1 ).

i = + i , i = 1, 2, 1 , 2
c1 + (1 c)2 = 0. ,
1 , 2 , 1 , 2
1 , 2 . ( c = 1
.)
1 = 2 1 6= 2 ; ,

1 = 2 = 0.

1 , 2

1 = 2 = 0.

14
1.8. t 15

, c = 1/2. , -
1 , 2 1 + 2 = 0 ( ;).
1.6, Y 1 = (Y11 , . . . , Y1n1 )

Y 2 = (Y21 , . . . , Y2n2 ) N (1 , 2 ) N (2 , 2 )

Yij = + i + ij , i = 1, 2, j = 1, . . . , ni ,

ij N (0, 2 ), i = 1, 2, j = 1, . . . , ni , 1 + 2 = 0.

1.8 t

1.8.1

t
.
.
(
:
.)

KolmogorovSmirnov. -
. (
1/n
) -
(
). Fn F0 -
, F0

Dn = sup |Fn (x) F0 (x)|. (1.8.5)

xR

Dn
F0 ( ),
Dn . ( Glivenko-
Cantelli.) .

KolmogorovSmirnov
,
.
Lilliefors

15
16 1.

ShapiroWilk. SPSS

, Q-Q plot.

1.8.2

t
() . 12 = 22

2
F = SX /SY2 (1.8.6)
, , F n 1
m 1 . F < Fn1,m1,1/2
F > Fn1,m1,/2 . ( 1.3.)
,
t. , :
( )
.

,
t .

(1.8.6) . SPSS
, Levene
.

1.9 t SPSS

SPSS
. .

,
,
g ml . ( )
:

37.2 41.7 32.1 38.3 40.5 39.4 53.2 40.8 43.7 45.4
32.7 36.4 39.3 42.5 38.4 27.9 30.1 33.7 37.2 41.8

.
SPSS.

16
1.9. t SPSS 17

1.9 SPSS.

, t
. SPSS

Analyze > Compare Means > Independent-Samples T Test

Test Variable Grouping Variable

( ). SPSS
Grouping Variable
Define Groups, Group 1 1 Group 2 2
Continue. OK :

Group Statistics

 Std. Error

  
 N Mean Std. Deviation Mean
  
 10 41.2300 5.57017 1.76144
10 36.0000 4.83896 1.53021

17
18 1.

Independent Samples Test

Levene's Test for

Equality of Variances t-test for Equality of Means
95% Confidence
Interval of the
Mean Std. Error Difference


Equal variances
F Sig. t df Sig. (2-tailed) Difference Difference Lower Upper
.005 .944 2.241 18 .038 5.23000 2.33329 .32794 10.13206
assumed
Equal variances
2.241 17.655 .038 5.23000 2.33329 .32107 10.13893
not assumed

, -
: , ,
( )
. -
n = m = 10, x = 41.23, y = 36.00, sx 5.57 sy 4.84

sx / n 5.57/ 10 1.76

sy / m 4.84/ 10 1.53, .
.
Levene
. F (
) p 0.944


. (
p
.)
t . -
n q 1 1
o
t = (X Y ) Sp n + m 2.241,
t
n + m 2 = 10 + 10 2 = 18 p 0.038:

p = P(|t18 | > |2.241|) = P(t18 < 2.241) + P(t18 > 2.241)

= 0.0189 + 0.0189 = 0.0378 0.038

( 1.2).

: t = 2.241.

, SPSS t
. p
, .

18
1.9. t SPSS 19

P(t18 > 2.241) 0.0189

2.241 2.241
|t| |t|

1.2: 1.9 p
t18 ( t -
)
t = 2.241, |t| = 2.241, .

p 0.05, -
. ,
.

SPSS. KolmogorovSmirnov (K-S)

Analyze > Nonparametric Tests > Sample K-S

Test Variable List -

.
-
. .
Exact. -
: Asymptotic only ( ) , Monte
Carlo ( ) Exact ( ).
Exact Monte Carlo -
. SPSS
.
, .

K-S -
. .
: , -

19
20 1.

. ,
. SPSS,

Data > Split File

Compare groups Organize

output by groups. ( ,
.) (
) Groups Based on.
OK. , SPSS
.
Analyze all cases, do not create groups

K-S :

One-Sample Kolmogorov-Smirnov Test

N 10
a
Normal Parameters Mean 41,2300
Std. Deviation 5,57017
Most Extreme Differences Absolute ,166
Positive ,166
Negative -,135
Kolmogorov-Smirnov Z ,526
Asymp. Sig. (2-tailed) ,945
Exact Sig. (2-tailed) ,904
Point Probability ,000
N 10
a
Normal Parameters Mean 36,0000
Std. Deviation 4,83896
Most Extreme Differences Absolute ,133
Positive ,090
Negative -,133
Kolmogorov-Smirnov Z ,420
Asymp. Sig. (2-tailed) ,994
Exact Sig. (2-tailed) ,984
Point Probability ,000
a. Test distribution is Normal.

(
) ( ).
p. p:
(.945) (.904).
. ( ,
.
.)
p
.

20
1.9. t SPSS 21

p () K-S .984.
() t .

SPSS .
.
; ;
, SPSS
F0
( ) N (y1, s21 )
Dn (1.8.5). ,
.

-
Q-Q plot. Q-Q
quantile-quantile (quantile = ).
SPSS.

Analyze > Descriptive Statistics > Q-Q Plots

Variables , .


.

1.3 Q-Q plots, . -

,
.

, (
.. -
). (
)
.

, (
) .
( ) -
. , -
.

21
22 1.

Normal Q-Q Plot of sygkentrosh Normal Q-Q Plot of sygkentrosh

Omada:Astheneis Omada:Oxi astheneis

50 45

45 40

Expected Normal Value

Expected Normal Value

40 35

35 30

30 25
30 35 40 45 50 55 25 30 35 40 45

Observed Value Observed Value

1.3: Q-Q plots 1.9.

.
. -
Yij
i ij . , n1 + n2 -
,
. ( .)
-
.
ij ij .

SPSS

.

Data > Split File

Analyze all cases, do not create groups.

Analyze > General Linear Model > Univariate

Dependent Variable Fixed Factor .

( dependent variable, , fixed factor, -
, .) Save
Residuals > Unstandardized. Continue OK.
SPSS .

22
1.9. t SPSS 23

RES_1.
.

Q-Q Plots
. :

Normal Q-Q Plot of Residual for sygkentrosh

10

5
Expected Normal Value

-5

-10
-10 -5 0 5 10 15

Observed Value

. -
.

Q-Q plot

Q-Q plot. x1 , x2 , . . . , xn
(
) F0 .
.
x(1) 6 x(2) 6 . . . 6 x(n) .
.
, n n + 1 :
(, x(1) ], (x(1) , x(2) ], . . . , (x(n1) , x(n) ], (x(n) , ). F0 ,
x(1) ( n )
n/(n + 1)- F0 ,
1/(n + 1) n/(n + 1). F0
, F01 (1/(n + 1)). ,
x(2) ( n 1 )
(n 1)/(n + 1)- F0 ,

23
24 1.

2/(n + 1) (n 1)/(n + 1).

F01 (2/(n + 1)). , x(k) (
k n k + 1 )
(n k + 1)/(n + 1)- F0 ,
k/(n + 1) (n k + 1)/(n + 1)


F01 (k/(n + 1)). x(k) , F01 (k/(n + 1)) , k = 1, 2, . . . , n,

. F0 ,
. Q-Q plot

,
.

, -
( 2 ),
. , -

.3

1.10

1.1. t :
X = (X1 , . . . , Xn ), Y = (Y1 , . . . , Ym ), n, m > 2,

, N (1 , 2 ) N (2 , 2 ).
= (1 , 2 , 2 ) = R2 (0, ).

H 0 : 1 = 2

H1 : 1 6= 2 .

() -
p
(1.1.2) C = z/2 1/n + 1/m z/2
(/2)- .
() H1 1 , 2 X , Y
3
SPSS (n k + 5/8)/(n + 1/4)- (n k + 1)/(n + 1).
Q-Q Plots
Van der Waerdens Proportion Estimation Formula. ,
n .

24
1.10. 25

,
Pn
X)2 + m 2
P
2 i=1 (Xi i=1 (Yi Y ) n+m2 2
= = Sp .
n+m n+m
() H0 ()
= (nX + mY )/(n + m)
Pn
)2 + m 2
P
i=1 (Xi i=1 (Yi )
02 = .
n+m
:

(n + m)02 = (n + m 2)Sp2 + {n(X )2 + m(Y )2 } (1.10.7)

nm
= (n + m 2)Sp2 + (X Y )2 . (1.10.8)
n+m
() x, y

max L(1 , 2 , 2 |x, y ) L(x, y, 2 |x, y )
H1 =

(x, y ) =
max L(1 , 2 , 2 |x, y ) L(, , 02 |x, y )
H0
.
(1.10.8), C1 C2

|x y|
(x, y ) > C1 r > C2 .
1 1
sp +
n m
1.2. ij (1.6.4). E(ij ) = 0 Var(ij ) = (1 1/ni ) 2 .

1.3. F :
X = (X1 , . . . , Xn ), Y = (Y1 , . . . , Ym ), n, m > 2,

, N (1 , 12 ) N (2 , 22 ).
= (1 , 2 , 12 , 22 ) = R2 (0, )2 .
Pn Pm
() 12 22 12 = 2 2
i=1 (Xi X) /n 2 =
2
i=1 (Yi Y ) /m
. , 12 = 22 = 2 , 2 (0, ) ,
2 02 = (n12 + m22 )/(n + m).
() H0 : 12 = 22
H1 : 12 6= 22 .

max L(|x, y )
H1 > C wn/2 (1 w)m/2 < C ,
(x, y ) = (1.10.9)
max L(|x, y )
H0
w = n12 /(n12 + m22 ) C , C .
() g(w) = wn/2 (1w)m/2 w (0, 1)

25
26 1.

w < n/(n + m) w > n/(n + m).

(1.10.9)

w < C1 w > C2 (1.10.10)

0 < C1 < C2 < 1 .

() w s2X /s2Y , s2X , s2Y
() .
(1.10.10)

s2X /s2Y < C3 s2X /s2Y > C4 (1.10.11)

C3 < C4 .
2 /S 2
() H0 : 12 = 22 , SX Y
Fn1,m1
2 2

1, SX < Fn1,m1,1/2 SX > Fn1,m1,/2 ,

(X , Y ) = SY2 SY2


0,

I .

26
 2

: , -
. (
) , , .

2.1 k > 2

k > 2
. .

y11 , . . . , y1n1 (n1 )

y21 , . . . , y2n2 (n2 )
..
.

yk1 , . . . , yknk (nk k- ).

n = n1 + n2 + + nk

. , -

Y11 , . . . , Y1n1
Y21 , . . . , Y2n2
..
.

Yk1 , . . . , Yknk .

, :

i = 1, . . . , k , i , Yi1 , . . . , Yini ,
( ).

27
28 2.

k .
k .
k 2 .

k
k , -
.
1 , . . . , k .
n

Yij N (i , 2 ), i = 1, . . . , k, j = 1, . . . , ni .

Yij = i + ij ,

Yij = i + ij , i = 1, . . . , k, j = 1, . . . , ni ,

ij N (0, 2 ) ( ) .

, k -
k .
ni
1 X
Yi = Yij
ni
j=1

i , i = 1, . . . , k .
( )
i k n
1 XX
Y = Yij .
n
i=1 j=1
Pni
ni Yi = j=1 Yij ,
k
k
X ni
Y = Yi , (2.1.1)
n
i=1

2.1.1. y1 , . . . , ym
Pm
i=1 ci yi ci 0
Pm
1 : i=1 ci = 1. y1 , . . . , ym
yi . :
yi ymin ci ci yi >
Pm Pm
ci ymin i, i=1 ci yi > i=1 ci ymin =
ymin m
P
i=1 ci = ymin . ( yi .)
2.2. 29

2.2

.
-
yij , i = 1, . . . , k , j = 1, . . . , ni .

2.2.1.

X ni
k X k
X ni
k X
X
(yij y)2 = ni (yi y)2 + (yij yi)2 . (2.2.2)
i=1 j=1 i=1 i=1 j=1

. yi

X ni
k X ni
k X
X
(yij y)2 = (yij yi + yi y)2
i=1 j=1 i=1 j=1
ni
k X
X
(yij yi)2 + (yi y)2 + 2(yij yi)(yi y)

=
i=1 j=1

X ni
k X ni
X 
2 2
= (yij yi) + ni (yi y) + 2(yi y) (yij yi)
i=1 j=1 j=1

X ni
k X k
X
= (yij yi)2 + ni (yi y)2
i=1 j=1 i=1
Pni
j=1 (yij yi) = 0 i ( ;).

(2.2.2)
Pk Pni
2

yij y ,
Pk
i=1 j=1 (yij y) ,
2
: i=1 ni (yi y)
Pk Pn
k i=1 j=1 (yij yi)2
i

yij .

. , k
, ,
.

(2.2.2) Yij :

X ni
k X k
X ni
k X
X
(Yij Y)2 = ni (Yi Y)2 + (Yij Yi)2 .
i=1 j=1 i=1 i=1 j=1

, SST
(Total Sum of Squares, ), SSB (Sum of Squares
30 2.

Between groups, ) SSW (Sum of

Squares Within groups, ), .
, SSTotal , SSBetween , SSWithin .

2.2.1. () SSB SSW .

() SSW/ 2 2nk
Pk Pk
() E(SSB) = (k 1) 2 + 2
i=1 ni (i ) , := j=1 nj j /n.
() 1 = = k SSB/ 2 2k1 .

. () (2.1.1) -
Pni
k . Si2 = j=1 (Yij Yi)2 /(ni 1),
i = 1, . . . , k, k .

k
X
SSW = (ni 1)Si2 . (2.2.3)
i=1

SSB SSW
.

k , SSB SSW
.

() m
2 , S 2 (m 1)S 2 / 2 2m1 .
Pk
Vi = (ni 1)Si2 / 2 2ni 1 , i = 1, . . . , k . SSW/ 2 = i=1 Vi . k
( k ),
Pk
i=1 Vi -
Pk
i=1 (ni 1) = n k.

()

k
X 
2
E(SSB) = E ni (Yi Y)
i=1
k
X
ni E (Yi Y)2

=
i=1
Xk
ni Var(Yi Y) + [E(Yi Y)]2 .

= (2.2.4)
i=1
2.2. 31

(2.1.1) j
j ,

E(Yi Y) = E(Yi) E(Y)

Pk
j=1 nj Yj/n

= i E
= i kj=1 nj E(Yj)/n
P

= i kj=1 nj j /n
P

= i . (2.2.5)

, i

 k  X k
X n n
Cov(Yi, Y) = Cov Yi, Y = Cov(Yi, Y)
=1
n =1
n
ni ni ni 2 2
= Cov(Yi, Yi) = Var(Yi) = = ,
n n n ni n

Var(Yi Y) = Var(Yi) + Var(Y) 2Cov(Yi, Y)

2 2 2
= + 2
n n n
i 
1 1
= 2 . (2.2.6)
ni n

, (2.2.4)

k 
 
X 1 1
E(SSB) =
ni 2 + (i )2
ni n
i=1
k   k
X ni 2 X
= 1 + ni (i )2
n
i=1 i=1
k
X
= (k 1) 2 + ni (i )2 .
i=1

() k
. n
S 2 = SST/(n 1). W := (n 1)S 2 / 2 = SST/ 2 2n1 .
2m (1 2t)m/2 , t < 1/2.
W1 := SSB/ 2 , W2 := SSW/ 2 . ()
() W2 2nk . ,
W = W1 + W2
32 2.

, W ,
W1 , W2

MW (t) = MW1 (t)MW2 (t)

(1 2t)(n1)/2 = MW1 (t)(1 2t)(nk)/2 , t < 1/2,

MW1 (t) = (1 2t)(k1)/2 , t < 1/2,

2k1 .

2.2.1. ( )
() (
) () (
). () ()
.

2.2.1 :

SSB/(k 1)
2.2.1. 1 = = k F := Fk1,nk .
SSW/(n k)

. 2.2.1 W1 = SSB/ 2 , W2 = SSW/ 2 -

. 2nk 1 = = k
2k1 . , 1 = = k ,

SSB/(k 1) W1 /(k 1)
F = = Fk1,nk
SSW/(n k) W2 /(n k)

F .

2.2.2.

H 0 : 1 = = k

H1 : H0 .

() H0 ..

SSB/(k 1)
F = > Fk1,nk, .
SSW/(n k)

. ,

= (1 , . . . , k , 2 ) = Rk (0, ).
2.2. 33

i ()
, H0 0 = R (0, ). ()

max L(|y) L(|y )

(y ) = = ,
max L(|y) L(0 |y )
0

0 , H0 , H1
  n1 nk 
1 1 X 2
X
2
L(|y) = n exp 2 (y1j 1 ) + + (ykj k )
(2)n/2 2
j=1 j=1
 ni
k X 
1 1 X
= exp (yij i )2
n (2)n/2 2 2
i=1 j=1

0 = (0 , 02 ) = (Y , SST/n).

, H0
n N (, 2 ).

2
Y
Y n ( ).
, H1 k
, 1 , . . . , k k
Y1 , . . . , Yk 2

n1
X nk 
1 X SSW
2 = (Y1j Y1)2 + + (Ykj Yk)2 = (2.2.7)
n n
j=1 j=1

( 2.2). ,
k ni
 
1 1 XX 2
exp
(y ij y i )
2 2
n (2)n/2 i=1 j=1
(y ) =  k ni 
1 1 XX 2
exp 2 (yij y)
0n (2)n/2 20 i=1 j=1
 
1 1
exp SSW
(SSW/n)n/2 2 SSW/n
=  
1 1
exp SST
(SST/n)n/2 2 SST/n
 n/2
SST
=
SSW
C > 0,
 n/2
SST SST
(y ) > C >C > C 2/n
SSW SSW
34 2.

SSB + SSW SSB

> C 2/n > C 2/n 1
SSW SSW
SSB/(k 1) n k 2/n
> C := (C 1).
SSW/(n k) k1

, .. (0, 1),

= PH0 {(Y ) > C} = PH0 (F > C )

C = Fk1,nk, .

2.2.2. , F
 
SSB/(k 1)
E(F ) = E
SSW/(n k)
nk
 
SSB
= E
k1 SSW
 
nk 1
= E(SSB)E
k1 SSW
( SSB, SSW)
 k 
nk 2
X
2 1
= (k 1) + ni (i )
k1 (n k 2) 2
i=1
( 2.2.1 E(1/2 ) = 1/( 2) > 2)
k
X ni (i )2
nk nk
= + .
n k 2 (k 1)(n k 2) 2
i=1

(nk)/(nk2) (
ni (i )2 =
P
Fk1,nk )
0, i ,
1 = = k . ,
ni (i )2 , i
P

1 , . . . , k ,
F .
F
, .
F . 

2.3 (ANOVA Table)

k > 2
, -
.
2.3. 35

ANOVA Table ANOVA ANalysis

Of VAriance.

k = 3
(n1 , n2 , n3 ) = (4, 7, 5). n = 4 + 7 + 5 = 16.
SSB = 65.5, SSW = 135.2 () SST = 200.7 = 65.5 + 135.2.
SSB, SSW SST k 1 = 3 1 = 2,
n k = 16 3 = 13 n 1 = 16 1 = 15, . ( 15 = 2 + 13
n 1 = (k 1) + (n k).)
F SSB/(k 1) =
65.5/2 = 32.75 SSW/(n k) = 135.2/13 = 10.40. , F = 32.75/10.40 3.149.
:

F

65.5 2 32.75 3.149
135.2 13 10.40
200.7 15

,
F2,13
F . F
.

, p. ,
p P(F2,13 > 3.149) (
F
F ).
0.0767 Excel. ,
Excel

=fdist(3.149;2;13)

Enter. p -
0.05.

: 0.1 ; (-
0.1 F .)
36 2.

2.4 H0 :

H0 : 1 = = k k
. k :
,
. (
) .

,
k

2 = k(k 1)/2, .
( )

1 6= 2 1 6= 3 1 6= k
2 6= 3 2 6= k
..
.
k2 6= k1 k2 6= k
k1 6= k

i j ,

H0,ij : i = j H1,ij : i 6= j .

( ij i j .)
i j , (
)
t .

p
Yi Yj
tij = ,
Sij 1/ni + 1/nj
2
Sij
( Sp2 ),
H0,ij |tij | > tni +nj 2,/2 .
: -
k ,
2 = SSW/(n k). 2
2 k .
Sij
() : 2
2 4 /(n k) Sij
2 2 4 /(n + n 2) ( 2.3).
i j
2 2 ;
tij Sij
SSW k , 2
2.4. 37

Yi Yj . , (n
k) 2 / 2 2nk Yi Yj N (i j , 2 (1/ni + 1/nj )). , H0,ij :
i j = 0,
p
Yi Yj (Yi Yj)/{ 1/ni + 1/nj } d N (0, 1) d
tij = p = p =q = tnk .
1/ni + 1/nj 2
/ 2
2nk /(n k)

(
!)

, H0,ij H1,ij
|tij | > tnk,/2 . 1.3
100(1)% -
i j . ,

 q q 
Yi Yj tnk,/2 1/ni + 1/nj , Yi Yj + tnk,/2 1/ni + 1/nj (2.4.8)

.
k

, 2
: k2

. -

-
.
.

. ( (2.4.8)
.) .

2.4.1 LSD Fisher

LSD least significant difference ( ).

(2.4.8).

Yi Yj
( i j
, i = j )

q
tnk,/2 1/ni + 1/nj . (2.4.9)
38 2.

, (2.4.9)
() :
.

2.4.2 Bonferroni

(..) . , -
I12 I13 1 2 1 3
1 ,
P(1 2 I12 , 1 3 I13 ) < P(1 2 I12 ) = 1 .
P(AB) 6 P(A) P(AB ) >
0.
.

P(A B) 6 P(A) + P(B).1

m > 2 :
Pm
P(m
i=1 Ai ) 6 i=1 P(Ai ). (2.4.10)

Bonferroni
.

,
k

2 .
m -
1 , . . . , m . , J1 , . . . , Jm . ,



P m = 1 P m


i=1 {i Ji } i=1 {i Ji }

= 1 P m


i=1 {i Ji }

( de Morgan)
= 1 P m


i=1 {i / Ji }
> 1 m
P
i=1 P(i
/ Ji )
( Bonferroni ).

J1 , . . . , Jm 1 1 , . . . , 1 m ,
P(i
/ Ji ) = i , i = 1, . . . , m.
Pm
P m


i=1 {i Ji } > 1 i=1 i .
1
A B . ,
P(A B).
2.4. 39

m
1, i
. i = /m, i = 1, . . . , m.
, -
m = k2 m = k2 .

,
1 /m,
1 . , k = 5 -
95% (
1 = 0.95, = 0.05),
1 /m = 0.995, m = 52 = 10.

, Bonferroni
m = k2

 q q 
Yi Yj tnk,/(2m) 1/ni + 1/nj , Yi Yj + tnk,/(2m) 1/ni + 1/nj . (2.4.11)

,
.

2.4.3 Scheffe

, -
. ,
k = 4 ,
.
1 , 2 , 3 , 4 ,
-
( ). ,
()

1 + 2 3 + 4

2 2
,

21 + 2 3 + 4
.
3 2
P4
i=1 ci i ci
P4
i=1 ci = 0: ci 1/2, 1/2, 1/2 1/2
40 2.

2/3, 1/3, 1/2 1/2. ,

.
P4
, 1 2 i=1 ci i ci 1,
1, 0 0.
Pk
2.4.1. i=1 ci i ci
Pk
i=1 ci = 0 (contrast).

( ).

2.4.1. C0 c = (c1 , . . . , ck )
Pk
i=1 ci = 0.

k
\ X q k
Pk 2
X
P ci Yi (k 1)Fk1,nk, i=1 ci /ni 6 ci i 6
cC0 i=1 i=1

k q !
X Pk 2
ci Yi + (k 1)Fk1,nk, i=1 ci /ni = 1 . (2.4.12)
i=1

: (2.4.12) -
c C0 . (2.4.12)
Pk
i=1 ci i
1 c C0 .

. (2.4.12)
Pk Pk !
P
\  q
(k 1)Fk1,nk, 6
i=1 ci Yi
qP i=1 ci i q
6 (k 1)Fk1,nk, =1
k 2
cC0 i=1 c i /n i


 Pk 2 !
P
\  i=1 ci (Yi i )
Pk

6 Fk1,nk, = 1 .
cC0 (k 1) 2 i=1 c2i /ni

(
c C0

c ) Fk1,nk,

Fk1,nk, .2

 Pk 2 !
P max
i=1 ci (Yi i)
Pk 6 Fk1,nk, = 1 .
(k 1) 2 2
i=1 ci /ni
cC0

2

.
2.4. 41

Pk
= ni i /n. ( 2.2.1.)
i=1 Pk
, c C0 ,

Y i, i=1 ci (Y ) = 0.

 Pk 2  Pk 2
Pk

i=1 ci (Yi i )
=
i=1 ci {(Yi i ) (Y
Pk
)}
(k 1) 2 i=1 c2i /ni (k 1) 2 i=1 c2i /ni
Pk
( 0 = ))
i=1 ci (Y
 Pk 2
=
i=1 (ci / ni ) ni {(Yi i ) (Y
Pk

)} (2.4.13)
(k 1) 2 i=1 c2i /ni

( i ni ).

CauchySchwarz.

2.4.1. ( CauchySchwarz)
a1 , . . . , ak , b1 , . . . , bk

k
X 2 k
X k
 X 
ai b i 6 a2i b2i
i=1 i=1 i=1

ai bi
ai = bi i = 1, . . . , k .

(2.4.13) ai = ci / ni bi =


ni {(Yi i ) (Y )}
Pk
 Pk Pk
)}2 )}2 .
2

i=1 ci /ni ni {(Yi i ) (Y
i=1 i=1 ni {(Yi i ) (Y
= (2.4.14)
(k 1) 2 ki=1 c2i /ni (k 1) 2
P

(2.4.14)
. , CauchySchwarz

ci = ni {(Yi i ) (Y )}, i = 1, . . . , k.

( c C0 .) ,

 Pk 2 Pk
max
i=1 ci (Yi i )
Pk
=
i=1 ni {(Yi i ) (Y )}2 .
cC0 (k 1) 2 2
i=1 ci /ni
(k 1) 2

(2.4.14)
Fk1,nk ( Fk1,nk,
1 ).
.

Xij = Yij i , i = 1, . . . , k, j = 1, . . . , ni .

Xij N (0, 2 ).
(
),
Pk
Pk
i=1
Pni

ni (Xi X )2 /(k 1)
i=1 j=1 (Xij Xi ) /(n k)
2

42 2.

Fk1,nk . ,
ni ni  ni 
1 X 1 X 1 X
Xi =
ni j=1
Xij =
ni j=1
(Yij i ) =
ni j=1
Yij ni i = Yi i ,

Xij Xi = (Yij i ) (Yi i ) = Yij Yi

k k k
X k 
1X 1X 1 X
X =
n i=1
ni Xi =
n i=1
ni (Yi i ) =
n i=1

ni Yi
i=1
ni i .
= Y

,
Pk Pk
Pk Pni
i=1
ni (Xi X )2 /(k 1)=
i=1
ni {(Yi i ) (Y )}2 /(k 1)
Pk Pni
i=1 j=1 (Xij Xi ) /(n k)
2
i=1
2

j=1 (Yij Yi ) /(n k)

2.4.1. ,
:

k
\ X q k
X
kFk,nk, ki=1 c2i /ni 6
P
P ci Yi ci i 6
cRk i=1 i=1
!
k
X q
Pk 2
i=1

ci Yi + kFk,nk, i=1 ci /ni = 1 . (2.4.15)

P
c ci = 0.
(2.4.15)
Pk
2 2 2
i=1 ni (Yi i ) / k . (2.4.15) (2.4.12)
c ( ci ) :
F k n k (2.4.12) k 1 n k.3

Scheffe,

 q q 
1 1
Yi Yj (k 1)Fk1,nk, , Yi Yj + 1)Fk1,nk, n1i 1



ni + nj (k + nj

i , j
.

Scheffe -
.
.
.
3
P
: ci = 0
c (2.4.12) . , k n k
(2.4.15), k 1 n k (2.4.12).

2.4. 43

2.4.4 Tukey

Scheffe
( Scheffe )
k
. (
.)

n1 = = nk
. n = k n k = k( 1).
, q (
k , n
1 )
!

\ 
P Yi Yj q / 6 i j 6 Yi Yj + q / = 1 .
16i<j6k

(
.)

 !
\ {(Yi i ) (Yj j )}
P 6q =1

16i<j6k

!
{(Yi i ) (Yj j )}

P max 6 q. = 1
16i<j6k

max {(Yi i ) (Yj j )} = max (Yi i ) min (Yi i ),

16i<j6k 16i6k 16i6k

Yi i ,

{(Yi i ) (Yj j )} (Yi i ) min (Yi i )
max
max = . (2.4.16)
16i<j6k

Yi N (i , 2 /), (Yi i )/ N (0, 1). -

, {max (Yi i ) min (Yi i )}/
Z(k) Z(1) , Z(1) Z(k)
Z1 , . . . , Zk , -
.

44 2.

! , (2.4.16)
, .


max (Yi i ) min (Yi i )

k n ( F
Scheffe). qk,n, , -
Tukey


Yi Yj qk,n,/ , Yi Yj + qk,n,/ .


qk,n,
.

2.5

, k
-
( SPSS).
, ,
.

n n n n
X 2
X
2
X X 1
(xj x) = x2j 2
nx = x2j xj . (2.5.17)
n
j=1 j=1 j=1 j=1

( -
.)

F

k
X ni
k X
X
SSB = ni (Yi Y)2 SSW = (Yij Yi)2 .
i=1 i=1 j=1

SSW k (2.5.17). ,
Pni
i, j=1 (Yij Yi)2 , -
i , (2.5.17) ni n, Yij

xj Yij ( Yi ) xj ( x).

ni ni ni  ni 2
X
2
X
2 2
X
2 1 X
(Yij Yi) = Yij ni Yi = Yij Yij
ni
j=1 j=1 j=1 j=1
2.5. 45

ni
k X ni
k X k ni
k X k  ni 2
X
2
X
2
X
2
X
2
X 1 X
SSW = (Yij Yi) = Yij ni Yi = Yij Yij .
ni
i=1 j=1 i=1 j=1 i=1 i=1 j=1 i=1 j=1

SSW k + 1
Pk Pni 2
: , i=1 j=1 Yij , k
Pn1 Pnk
, j=1 Y1j , . . . , j=1 Ykj .

SSB
ni
k X
X
SST = (Yij Y)2
i=1 j=1

SSB

SSB = SST SSW.

SST (2.5.17) -
(
).
ni
k X ni
k X ni
k X
X 2
X X 1
SST = Yij2 2
nY = Yij2 Yij .
n
i=1 j=1 i=1 j=1 i=1 j=1

-
. k

Pk Pni
i=1 j=1 Yij .

SSB/(k 1)
F =
SSW/(n k)
Fk1,nk .

2.5.1. :

1: 8, 10, 6
2: 7, 9
3: 11, 15, 9, 9
4: 14, 16, 14, 12

k = 4, n1 = 3, n2 = 2, n3 = n4 = 4 n = 3 + 2 + 4 + 4 = 13.
ni
k X
X
2
yij = 82 + 102 + 62 + 72 + 92 + 112 + 152 + 92 + 92 + 142 + 162 + 142 + 122
i=1 j=1
46 2.

= 64 + 100 + 36 + 49 + 81 + 121 + 225 + 81 + 81 + 196 + 256 + 196 + 144

= 1630,
n1
X
y1j = 8 + 10 + 6 = 24,
j=1
Xn2
y2j = 7 + 9 = 16,
j=1
Xn3
y3j = 11 + 15 + 9 + 9 = 44,
j=1
Xn4
y4j = 14 + 16 + 14 + 12 = 56,
j=1
ni
k X
X
yij = 24 + 16 + 44 + 56 = 140.
i=1 j=1

,
ni
k X k  ni 2  2
162 442 562

X X 1 X
2 24
SSW = yij yij = 1630 + + +
n 3 2 4 4
i=1 j=1 i=1 i j=1
 
576 256 1936 3136
= 1630 + + + = 1630 (192 + 128 + 484 + 784)
3 2 4 4
= 1630 1588 = 42,
ni
k X ni
k X 2
1402
X
X
2 1
SST = yij yij = 1630
n 13
i=1 j=1 i=1 j=1
19600
= 1630 1630 1507.69 = 122.31
13

SSB = SST SSW 122.31 42 = 80.31.

SSB/(k 1) 80.31/3 26.77
F = 5.73.
SSW/(n k) 42/9 4.67
:

F

80.31 3 26.77 5.73
42 9 4.67
122.31 12
2.5. 47

p = P(F3,9 > 5.73) 0.0179

3.86 5.73 6.99

F3,9,0.05 F F3,9,0.01

2.1: 2.5.1, p -
F3,9 F = 5.73.
, p 0.01 0.05 -
F 0.05- 0.01-
F .

F F3,9,0.05 = 3.86 F3,9,0.01 = 6.99.

= 0.05
( F = 5.73 > 3.86)
. = 0.01
( F = 5.73 6 6.99).
0.05
0.01, p
0.01 0.05. , p
P(F3,9 > 5.73) 0.0179 ( 2.1).

2.5.1. F
p Excel. 5%-

=finv(0.05;3;9)

=fdist(5.73;3;9).

: SSB, SSB F -
48 2.

( e-class).
SPSS; ( , . !)

2.5.1. ()
= 0.05. , -
. 100(1 )% = 95%
.
1 2 , 1 3 , 1 4 , 2 3 , 2 4 3 4 .

y1 = 24/3 = 8, y2 = 16/2 = 8, y3 = 44/4 = 11,
y4 = 56/4 = 14, 2 = SSW/(n k) = 4.67 .

LSD Fisher.
tnk,/2 = t9,0.025 = 2.262. 95% 1 2

h q q i
1 1 1 1
y1 y2 tnk,0.025 n1 + n2 , y1 y2 + tnk,0.025 n1 + n2
h q q i
= 8 8 4.67 2.262 13 + 21 , 8 8 + 4.67 2.262 1
3 + 1
2

[4.462, 4.462],

1 3
h q q
i
1 1 1
y1 y3 tnk,0.025 n1 + n3 , + n13
y1 y3 + tnk,0.025 n1
h q
1
q i
= 8 11 4.67 2.262 3 + 41 , 8 11 + 4.67 2.262 13 + 41

[6.733, 0.733],

1 4
h q iq
1 1 1
y1 y4 tnk,0.025 n1 + n4 , + n14
y1 y4 + tnk,0.025 n1
h q
1
q i
= 8 14 4.67 2.262 3 + 4 , 8 14 + 4.67 2.262 13 + 41
1

[9.733, 2.267],

2 3
h q q
i
1 1 1
y2 y3 tnk,0.025 n2 + n3 , + n13
y2 y3 + tnk,0.025 n2
h q
1
q i
= 8 11 4.67 2.262 2 + 41 , 8 11 + 4.67 2.262 12 + 41

[7.233, 1.233],
2.5. 49

2 4

h q q
i
1 1 1
y2 y4 tnk,0.025 n2+ n4 , + n14
y2 y4 + tnk,0.025 n2
h q
1
q i
= 8 14 4.67 2.262 2 + 14 , 8 14 + 4.67 2.262 12 + 14

[10.233, 1.767]

3 4

h q q i
1
+ n14 , y3 y4 + tnk,0.025 n13 + n14
y3 y4 tnk,0.025 n3
h q q i
= 11 14 4.67 2.262 14 + 14 , 11 14 + 4.67 2.262 14 + 14

[6.456, 0.456].

1 4 2 4 ,
1 2
4 . 1 2
. (

y1 y2 .) 3

1 3 2 3 3 4
.

Bonferroni. () , -

95%. , Bonferroni -
() .

95% Bonferroni
tnk,0.025 tnk,0.025/m m
.
( ), t9,0.025
t9,0.025/6 t9,0.00417 3.364.
MS Excel

=tinv(0.05/6;9)

Bonferroni
50 2.

:
1 2 : [6.636, 6.636],
1 3 : [8.552, 2.552],
1 4 : [11.552, 0.448],
2 3 : [9.296, 3.296],
2 4 : [12.296, 0.296],
3 4 : [8.140, 2.140].

( !) , -
1 4 .

2.5.2.
. ,
-
. .. k 1 > 1

placebo.
k
k 1
k

. m = k 1 2
. , m

.

: 95% -
Bonferroni
. MS Excel.

2.5.1. () Scheffe.
Scheffe. -

Scheffe ,
Pk Pk
i=1 ci i i=1 ci = 0. -
i j i, j , 1 22 33 + 44 , 12 1 + 2 + 3 25 4
.

-
, . , -

2.6. 51

tnk = t9 -
0.05- ( = 0.05)
Fk1,nk = F3,9 k 1 = 3,
p
3F3,9,0.05 3 3.863 3.404. :

1 2 : [6.715, 6.715],
1 3 : [8.618, 2.618],
1 4 : [11.618, 0.382],
2 3 : [9.371, 3.371],
2 4 : [12.371, 0.371],
3 4 : [8.202, 2.202].

Bonferroni. ( .)

() , -
. , 2.9, SPSS
.
;

() internet.

One-way ANOVA example

google, .
-
. : ,

, .

2.6 4

-
y x. ,
(y) 1.20
(x) , (y)
(x) .
4

.
52 2.

y = h(x). (2.6.18)

, y ,
x. x . , x y
.
(2.6.18)
.

. ,

(2.6.18). x
, y
Y x
y . , x y
(2.6.18),
Y . , Y x:

FY () = h( ; x).

, , Y
(2.6.18) .

E(Y ) = h(x).

,
, , x
, Y

E(Y ) = + x.

. , x
k ,
Y () x.
, ,
k k .
, x i, i = 1, . . . , k ,
Y

E(Y ) = i .
2.7. 53

:
(classification) (treatment).
, -
( ) ,
. , IQ, ,
, , . ,

. ,
, , -
, ,
.

, ,

. ,
. ,
.

2.7

( ) .
-
. , ()
.

2.7.1.
, , ,
() .

- .
k , .
k () : -
.

k ;

;
54 2.

() , F ,
k . ,

( ).

-
.
. -
.
(
one-way ANOVA)
. , . -
, . , . ( two-way ANOVA,
three-way ANOVA .)

,
k . ,

, , ,
, -
.
( ). ,
,
. , (
), -
:
. ,
()
. .

2.8

, ()
1 , . . . , k k , k , -
:
1 = + 1
2 = + 2
.. .. (2.8.19)
. .
k = + k
2.8. 55

, 1 , . . . , k ( 1 , . . . , k ).

: -
, 1 , . . . , k
k :
i i .
, : k -
k + 1 .
, k = 2

1 = + 1 2 = + 2 .

1 2 . , 1
2 ;
! .

, 1 , . . . , k .
( )
k ,
. -

.

, 1 , . . . , k
. 1 = 0 k = 0
Pk
i=1 i = 0. ( -
, ) ( )
. ,
.

2.8.1. k = 3
.
.

.
1 = 0.

2.8.2.

. -
( ),
56 2.

-
. , 1 , 2
1 + 2 = 0.

i , -
. ,
i .
,
k
X
ci i = 0.
i=1

( .) ci
Pk
i=1 ci 6= 0 1 , . . . , k !
k = 2:
1 2 = 0 ( c1 = 1 c2 = 1, c1 + c2 = 0),
1 = 2 , .

2.8.1

, k 1 , . . . , k
1 = = k , i = j + i = + j i = j .
Pk
i=1 ci i = 0, i
k
X k
X k
X
0= ci i = ci 1 = 1 ci
i=1 i=1 i=1
Pk
1 = 0, ci i=1 ci 6= 0.

H0 : 1 = = k = 0

( ci ).
i

H1 : i 6= 0 i.

2.8.2

.
Pk Pk
2.8.1. i=1 ci i = 0 i=1 ci 6= 0,
1 , . . . , k
Pk
= i=1 ci Yi
Pk i = Yi , i = 1, . . . , k. (2.8.20)
i=1 ci
2.8. 57

. i (2.8.19) ci , i =
1, . . . , k,

c1 1 = c1 + c1 1
c2 2 = c2 + c2 2
.. ..
. .
ck k = ck + ck k

k
X k
X k
X k
X
ci i = ci + ci i = ci
i=1 i=1 i=1 i=1
Pk
i=1 ci i = 0, ,
Pk
ci i
= Pi=1k
i=1 ci
Pk
i=1 ci 6= 0.
1 , . . . , k

Y1 , . . . , Yk , . ,
,
Pk Pk
= Pi=1
k
ci i
= Pk
i=1 ci Yi .
i=1 ci i=1 ci

, i = i , i i = i

Yi .

, c1 , . . . , ck .

c1 6= 0 c2 = = ck = 0, 1 = 0,
:

= Y1, 1 = 0 () i = Yi Y1 i = 2, . . . , k.

, ,

. -
,


.
: SPSS k = 0.
58 2.

,

,

Y , .
Pk
i=1 ni i = 0
Pk
= i=1 ni Yi
Pk
= Y i = Yi Y i = 1, . . . , k.
i=1 ni
: , :

.
Pk
i=1 ni i ; ,
, ni ,
! i .
1 , . . . , k
k
, 1 , . . . , k .
Pk
i=1 i = 0 c1 = = ck = 1. ,
k k
1X 1X
= Yj i = Yi Yj i = 1, . . . , k.
k k
j=1 j=1

2.9 SPSS

SPSS. 2.5.1. ( 2.2.)

SPSS

Analyze > Compare Means > One-Way ANOVA

Dependent List (
y) Factor (
group). OK :
ANOVA

y
Sum of
Squares df Mean Square F Sig.
Between Groups 80.308 3 26.769 5.736 .018
Within Groups 42.000 9 4.667
Total 122.308 12

( 46.)
2.9. SPSS 59

2.2: 2.5.1 SPSS.

F
.
. SPSS

Analyze > Compare Means > One-Way ANOVA

Options Homogeneity of variance test.

Continue OK
:

Test of Homogeneity of Variances

y
Levene
Statistic df1 df2 Sig.
.493 3 9 .696
60 2.

SPSS Levene
k = 4 .
H0 : 12 = 22 = 32 = 42 H1 : H0 .
p .696
.

Levene

K ,
Yij , i = 1, . . . , K , j = 1, . . . , ni , Yij N (i , i2 ). (
K k k

.) Levene

H0 : 12 = = K
2
H1 : H0

1 , . . . , K . (.. i =
+ i
.) 1 , . . . , K
ij = Yij i , i = 1, . . . , K , j = 1, . . . , ni , .
Levene
PK
ni (Ui U)2 /(K 1)
FLev = PK i=1
Pni ,
j=1 (Uij Ui) /(n K)
2
i=1

Uij = |ij |, i = 1, . . . , K , j = 1, . . . , ni .
FLev () FK1,nK H0
. ( Levene
Uij .)

Analyze > General Linear Model > Univariate

y Dependent Variable group Fixed Factor -

Save Residuals > Unstandardized.
Continue OK. SPSS
(
)
2.9. SPSS 61

RES_1. Q-Q plot: (

.)

, .

! SPSS ,

Levene;

SPSS.

, p .018
H0 : 1 = 2 = 3 = 4 .. 5%. -
SPSS 95%
.

Analyze > Compare Means > One-Way ANOVA

Post Hoc. (

.) .
LSD, Bonferroni Scheffe .
(
.)
62 2.

.
5%. Continue OK. SPSS
.

Multiple Comparisons

Dependent Variable: y

Mean
Difference 95% Confidence Interval
(I) group (J) group (I-J) Std. Error Sig. Lower Bound Upper Bound
Scheffe 1 2 .000 1.972 1.000 -6.71 6.71
3 -3.000 1.650 .398 -8.62 2.62
4 -6.000* 1.650 .036 -11.62 -.38
2 1 .000 1.972 1.000 -6.71 6.71
3 -3.000 1.871 .497 -9.37 3.37
4 -6.000 1.871 .066 -12.37 .37
3 1 3.000 1.650 .398 -2.62 8.62
2 3.000 1.871 .497 -3.37 9.37
4 -3.000 1.528 .337 -8.20 2.20
4 1 6.000* 1.650 .036 .38 11.62
2 6.000 1.871 .066 -.37 12.37
3 3.000 1.528 .337 -2.20 8.20
LSD 1 2 .000 1.972 1.000 -4.46 4.46
3 -3.000 1.650 .102 -6.73 .73
4 -6.000* 1.650 .005 -9.73 -2.27
2 1 .000 1.972 1.000 -4.46 4.46
3 -3.000 1.871 .143 -7.23 1.23
4 -6.000* 1.871 .011 -10.23 -1.77
3 1 3.000 1.650 .102 -.73 6.73
2 3.000 1.871 .143 -1.23 7.23
4 -3.000 1.528 .081 -6.46 .46
4 1 6.000* 1.650 .005 2.27 9.73
2 6.000* 1.871 .011 1.77 10.23
3 3.000 1.528 .081 -.46 6.46
Bonferroni 1 2 .000 1.972 1.000 -6.63 6.63
3 -3.000 1.650 .614 -8.55 2.55
4 -6.000* 1.650 .033 -11.55 -.45
2 1 .000 1.972 1.000 -6.63 6.63
3 -3.000 1.871 .860 -9.29 3.29
4 -6.000 1.871 .064 -12.29 .29
3 1 3.000 1.650 .614 -2.55 8.55
2 3.000 1.871 .860 -3.29 9.29
4 -3.000 1.528 .487 -8.14 2.14
4 1 6.000* 1.650 .033 .45 11.55
2 6.000 1.871 .064 -.29 12.29
3 3.000 1.528 .487 -2.14 8.14
*. The mean difference is significant at the .05 level.

2.5.

2.10

2.1. (2.2.2) .

2.2.
(2.2.7).

2.3. () X1 , . . . , Xn , n > 2, N (, 2 ) S 2
. Var(S 2 ) = 2 4 /(n 1).
() 2 Sij
2 36.

k > 3
;
2 | 2 ) = 2 . ;
() E(Sij
2.10. 63

2.4. 51.

2.5. k , H0 : 1 = = k
.. ,
. Bonferroni, -

100(1 )%
() i j i < j
() i j j = i 1.
= 0.05, k = 5, n = 25,
MS Excel.
 3

Blocks

3.1 , blocking

(nuisance factor) -
.
() () .

(
) (randomi-
zation). -
( ) .
,


( ). -
( .. IQ
), (.. ) -
. ,
.

-
, ( )
.
. ..
IQ -
(Analysis of Covariance,
ANCOVA). .

-
blocking. blocks -
block.

65
66 3. Blocks

Blocks Blocks
1 2 3 4 1 2 3 4
1 X X X X 1 X X X
2 X X X X 2 X X
3 X X X X 3 X X X

3.1: blocks . -
X
. .

block,
( ) ,
. (design)
.
block, (complete).
(incomplete). , -
(
blocks)
( 3.1).

3.2 Blocks

-
Blocks (Randomized Complete Block Designs, RCBD).
(
) r c blocks. -
. ,
:
Blocks
1 2 ... j ... c
1 Y11 Y12 . . . Y1j . . . Y1c
2 Y21 Y22 . . . Y2j . . . Y2c
.. .. .. .. ..
. . . . .
i Yi1 Yi2 . . . Yij . . . Yic
.. .. .. .. ..
. . . . .
r Yr1 Yr2 . . . Yrj . . . Yrc
3.2. Blocks 67

N =rc

. (row) r (
) (column) c blocks. (
r c row column.)

N = rc .
Yij , i = 1, . . . , r , j = 1, . . . , c, -
.
N .

ij Yij ,

ij = + i + j . (3.2.1)

, i
j block (
), i i j j block. ,
, :

c blocks, ()
(
i ).
r -
block ( j ).

,
1 , . . . , r 1 , . . . , c .
r
X c
X
i = 0 j = 0
i=1 j=1

. ,
( ).
, SPSS r = 0 c = 0.

Yij = + i + j + ij , i = 1, . . . , r, j = 1, . . . , c,
Pr Pc
i=1 i = j=1 j = 0 ij , i = 1, . . . , r , j = 1, . . . , c,
N (0, 2 ) . ij
68 3. Blocks

Yij .
, (errors).

, , 1 , . . . , r
() ( ).
, , i -
P
. i = 0 . ,

H0 : 1 = = r = 0 H1 : i 6= 0 i.

Yi Y .

c r c
1X 1 XX
Yi = Yij , i = 1, . . . , r, Y = Yij .
c N
j=1 i=1 j=1

r
1X
Yj = Yij , j = 1, . . . , c.
r
i=1

3.2.1. yij , i = 1, . . . , r , j = 1, . . . , c,
() :
r X
X c
(yij y)2 =
i=1 j=1
r
X c
X r X
X c
c (yi y)2 + r (yj y)2 + (yij yi yj + y)2 .
i=1 j=1 i=1 j=1

. yi , y j y

r X
X c r X
X c
(yij y)2 = (yij yi + yi yj + yj y + y y)2
i=1 j=1 i=1 j=1
r X
c
X 2
(yi y) + (yj y) + (yij yi yj + y) .

= (3.2.2)
i=1 j=1

( + + )2 = 2 + 2 + 2 + 2 + 2 + 2
3.2. Blocks 69

, , (3.2.2),
r X
X c
(yi y)2 + (yj y)2 + (yij yi yj + y)2 +


i=1 j=1

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

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

r
X c
X r X
X c
=c (yi y)2 + r (yj y)2 + (yij yi yj + y)2
i=1 j=1 i=1 j=1

. ,
i j
.
c c c c
X X X 1X
(yij yi) = yij c yi = yij c yij = 0 i, (3.2.3)
c
j=1 j=1 j=1 j=1
r r r r
X X X 1 X
(yij yj ) = yij r yj = yij r yij = 0 j, (3.2.4)
r
i=1 i=1 i=1 i=1
r r r c r c
X X X 1X 1 XX
(yi y) = yi r y = yij r yij = 0 (3.2.5)
c rc
i=1 i=1 i=1 j=1 i=1 j=1

c c c r r c
X X X 1X 1 XX
(yj y) = yj c y = yij c yij = 0. (3.2.6)
r rc
j=1 j=1 j=1 i=1 i=1 j=1

(3.2.3) (3.2.6)
c
X c
X c
X
(yij yi yj + y) = (yij yi) (yj y) = 0 (3.2.7)
j=1 j=1 j=1

(3.2.4) (3.2.5)
r
X r
X r
X
(yij yi yj + y) = (yij yj ) (yi y) = 0. (3.2.8)
i=1 i=1 i=1

:
r X
X c r
X c
X
2(yi y)(yj y) = 2 (yi y) (yj y) = 0
i=1 j=1 i=1 j=1

(3.2.6),
r X
X c r
X c
X
2(yi y)(yij yi yj + y) = 2 (yi y) (yij yi yj + y) = 0
i=1 j=1 i=1 j=1
70 3. Blocks

(3.2.7)

r X
X c c
X r
X
2(yj y)(yij yi yj + y) = 2 (yj y) (yij yi yj + y) = 0
i=1 j=1 j=1 i=1

(3.2.8).

, Yij , i = 1, . . . , r , j = 1, . . . , c,
:
r X
X c
(Yij Y)2 =
i=1 j=1
r
X c
X r X
X c
2 2
c (Yi Y) + r (Yj Y) + (Yij Yi Yj + Y)2 .
i=1 j=1 i=1 j=1

,
r X
X c
SSTotal = (Yij Y)2
i=1 j=1

:
r
X
SSTreatment = c (Yi Y)2
i=1
c
X
SSBlock =r (Yj Y)2
j=1

r X
X c
SSError = (Yij Yi Yj + Y)2 .
i=1 j=1

, blocks , ,
Yij + i + j + ij .
c c
1X 1X
Yi = Yij = ( + i + j + ij )
c c
j=1 j=1
 c 
1 X
= c + ci + 0 + ij = + i + i,
c
j=1
r r
1 X 1 X
Yj = Yij = ( + i + j + ij )
r r
i=1 i=1
 r 
1 X
= r + 0 + rj + ij = + j + j ,
r
i=1
3.2. Blocks 71

r c r c
1 XX 1 XX
Y = Yij = ( + i + j + ij )
rc rc
i=1 j=1 i=1 j=1
 r X c 
1 X
= rc + 0 + 0 + ij = +
rc
i=1 j=1

Yi Y = ( + i + i) ( + ) = i + i ,

Yj Y = ( + j + j ) ( + ) = j + j ,

Yij Yi Yj + Y = ( + i + j + ij ) ( + i + i) ( + j + j ) + ( + )

= ij i j + .

r
X r
X
2
c (Yi Y) = c (i + i )2 ,
i=1 i=1
c
X c
X
2
r (Yj Y) = r (j + j )2
i=1 j=1

r X
X c r X
X c
2
(Yij Yi Yj + Y) = (ij i j + )2 .
i=1 j=1 i=1 j=1

i
, j
blocks .

 Xr  r
X
2
(i + i ) = c E (i + i )2

E(SSTreatment ) = E c
i=1 i=1
r
X 2
Var(i + i ) + E(i + i )
 
=c
i=1
r
X
2
= (r 1) + c 2i
i=1

Var(i + i ) = Var(i) + Var() 2Cov(i, )

 r c 
1 XX
= Var(i) + Var() 2Cov i, kj
rc
k=1 j=1
72 3. Blocks

 r 
1X
= Var(i) + Var() 2Cov i, k
r
k=1
2
= Var(i) + Var() Cov(i, i)
r
2
= Var(i) + Var() Var(i)
r
2 2 2 2
= +
c rc  rc
1 1 2
= 1
c r

E(i + i ) = E(i) E() + i = 0 + 0 + i = i .

, ( !)

c
X
E(SSBlock ) = (c 1) 2 + r j2
j=1

E(SSError ) = (r 1)(c 1) 2 .

3.2.1. , -
:
SSError
() 2(r1)(c1) .
2
SSTreatment
() 1 = = r = 0, 2r1 .
2
SSBlock
() 1 = = c = 0, 2c1 .
2
() .

.
. .

3.2.1. H0 : 1 = = r = 0,

SSTreatment /(r 1)
F = Fr1,(r1)(c1) .
SSError/[(r 1)(c 1)]

. -
F .
3.2. Blocks 73

3.2.1.

H0 : 1 = = r = 0 H1 : i 6= 0 i

F > Fr1,(r1)(c1), .

. .
, i , j 2 . -

.
.

3.2.2.
:

= Y

i = Yi Y, i = 1, . . . , r,

j = Yj Y, j = 1, . . . , c,

r c
21 XX 2
= ij
rc
i=1 j=1

ij = Yij ( + i + j ) = Yij Yi Y j + Y ij -.
. ( , i , j
2 ).
r c
rc rc 1 XX
log L(|y ) = log 2 log(2) 2 (yij i j )2 , ,
2 2 2
i=1 j=1
Pr
Rr+c+1 (0, ) i=1 i =0
Pc
j=1 j = 0.
log L 2 -
. r =
Pr1 Pc1
k=1 k c = k=1 k
r c
1 XX
log L = 2 (yij i j )

i=1 j=1
c
X c  r1 
1 X X
log L = 2 (yij i j ) yrj + ak j
i
j=1 j=1 k=1
74 3. Blocks

c
X c 
1 X
= 2 (yij i j ) (yrj r j ) , i = 1, . . . , r 1,

j=1 j=1
 r r  c1 
1 X X X
log L = 2 (yij i j ) yic i + k
j
i=1 i=1 k=1
 r r 
1 X X
= 2 (yij i j ) (yic i c ) , j = 1, . . . , c.

i=1 i=1

r X
X c r X
X c r
X c
X
0= (yij i j ) = yij rc c i r j
i=1 j=1 i=1 j=1 i=1 j=1

i j
r c
1 XX
= yij = y.
rc
i=1 j=1

i
c
X c
X
0= (yij i j ) (yrj r j )
j=1 j=1
c
X c
X  c
X c
X 
= yij c ci j yrj c cr j
j=1 j=1 j=1 j=1

= c yi i yr + r ,


i = 1, . . . , r 1,

r i = yr yi, i = 1, . . . , r 1. (3.2.9)

i 1 r 1
r1
X r1
X
(r 1)r i = (r 1)yr yi
i=1 i=1
Xr
rr = ryr yi
i=1

r = yr y (3.2.10)
Pr
y = /r.
i=1 yi
(3.2.10) (3.2.9)

i = yi y, i = 1, . . . , r 1,

. j = y j y , j = 1, . . . , c.
log L
2 2 . ( !)
3.3. 75

3.2.1. 3.2.1 -

log L. 3.4.

3.2.2.
blocks.

H0,Block : 1 = = c = 0 H1,Block : j 6= 0 j.

H0,Block ..

SSBlock /(c 1)
FBlock = > Fc1,(r1)(c1), .
SSError/[(r 1)(c 1)]
3.2.3.
r
X r
X
SSTreatment = c (Yi Y)2 = c 2i ,
i=1 i=1
c
X c
X
SSBlock = r (Yj Y)2 = r j2
j=1 j=1

r X
X c r X
X c
SSError = (Yij Yi Yj + Y)2 = 2ij .
i=1 j=1 i=1 j=1

, H0 : 1 =
= r = 0
Pr
2
P Pc i
F = c(c 1) r i=1 2 ,
i=1 j=1 ij

i i
.
F : i
. i
H0
Pr 2
i=1 i
. ,
2 :
. F
,
. FBlock ;
76 3. Blocks

3.3

r X
c r X
c Pr Pc
2
i=1 j=1 Yij
X X
SSTotal = (Yij Y)2 = Yij2
rc
i=1 j=1 i=1 j=1

rc
.

r X
X c r
X r X
X c
2 2
(Yij Y) = c(Yi Y) + (Yij Yi)2
i=1 j=1 i=1 i=1 j=1

(
). ,

r
X
SSTreatment = c (Yi Y)2
i=1
r X
X c r X
X c
2
= (Yij Y) (Yij Yi)2
i=1 j=1 i=1 j=1
r X
c Pr Pc
2  r X
c r Pc
2 
j=1 Yij j=1 Yij
X X
i=1
X
= Yij2 Yij2
rc c
i=1 j=1 i=1 j=1 i=1
r X c 2 X r X
c 2
1 X 1
= Yij Yij .
c rc
i=1 j=1 i=1 j=1

c r
X 2 r X
X c 2
1X 1
SSBlock = Yij Yij .
r rc
j=1 i=1 i=1 j=1

,
SSError = SSTotal SSTreatment SSBlock .

.
3.3. 77

3.3.1. r = 3 c = 4 blocks.

1 2 3 4
1 5 8 4 4
2 7 10 6 5
3 7 11 7 5

-
:
1 2 3 4
1 5 8 4 4 21
2 7 10 6 5 28
3 7 11 7 5 30
19 29 17 14 79

r X
X c
= 52 + 82 + + 52 = 575.
i=1 j=1

, ,

792
SSTotal = 575 575 520.08 = 54.92
12
1 792 441 + 784 + 900
SSTreatment = (212 + 282 + 302 ) 520.08
4 12 4
2125
= 520.08 = 531.25 520.08 = 11.17
4
1 792 361 + 841 + 289 + 196
SSBlock = (192 + 292 + 172 + 142 ) 520.08
3 12 3
1687
= 520.08 562.33 520.08 = 42.25
3
SSError 54.92 11.17 42.25 = 1.5.

SSTreatment /(r 1) 11.17/2 5.585

F = 22.34.
SSError/[(r 1)(c 1)] 1.5/6 0.25

F blocks

SSBlock /(c 1) 42.25/3 14.083

FBlock = 56.33.
SSError/[(r 1)(c 1)] 1.5/6 0.25

:
78 3. Blocks

. F

11.17 2 5.585 22.34
Blocks 42.25 3 14.083 56.33
1.50 6 0.25
54.92 11

F F2,6,0.01 = 10.92. F = 22.34 > 10.92,

.. 1% ( H0 : 1 = =
r = 0 .. = 0.01). blocks
, F3,6,0.01 = 9.78 FBlock = 56.33 > 9.78.

3.4 SPSS

:
( ) 1 r
1 , blocks 1 c
. ,
( block)
.

Analyze > General Linear Model > Univariate

Dependent Variable
Fixed Factor(s) .
OK, Model -
Custom ( Full Factorial).
Factors & Covariates -
Model.
( SPSS),
Build Terms (Type) Main Effects (
Interaction) Model.
Continue OK.
.

1
-
( ) Value
Labels.
3.5. 79

3.5

3.1. H0 : 1 = = r = 0 .. .

() H0 .

3.2. : Var(ij ), Cov(ij , ij ), Cov(ij , i j ), i 6= i

j 6= j . Cov(ij , ij ).

3.3. , i j .
. Yij , i = 1, . . . , r , j = 1, . . . , c,

.

3.4.


, :
h = h(x1 , . . . , xm ) , m m ij -
h2 /(xi xj ). m m aij
Pm Pm
(y1 , . . . , ym ) 6= (0, . . . , 0) i=1 j=1 aij yi yj < 0.

log L , 1 , . . . , r1 , 1 , . . . , c1 ( r c -
)
.
3.2.2.
 4

4.1

-
. ,
, . ,
:

;
;
;
, -
;

4.1.1.
.

4.1.1.
:

. ,
. 

4.1.2. -
. -
, :

,
( , -
, , )
.

81
82 4.

,
, , ,
, .

, . 

, -
. , (
1 ) . -
,
.
.

r > 2 c > 2 .
i j
nij .

Yij1 , Yij2 , . . . , Yijnij .

4.1 .
i j ij -.
ij - nij > 1 Y :

, .
, Y241 24- (-
).2

r X
X c
N= nij
i=1 j=1

. ,
nij n i, j , (balanced data).
,
(balanced design). -
(unbalanced) .
( n = 1) -
(without replications). (
1
,
.
2
-
,
: Y3,10,4 Y3104 .
4.1. 83

1 2 ... j ... c
Y111 Y121 Y1j1 Y1c1
Y112 Y122 Y1j2 Y1c2
1 .. .. ... .. ... ..
. . . .
Y11n11 Y12n12 Y1jn1j Y1cn1c
Y211 Y221 Y2j1 Y2c1
Y212 Y222 Y2j2 Y2c2
2 .. .. ... .. ... ..
. . . .
Y21n21 Y22n22 Y2jn2j Y2cn2c
.. .. .. .. ..
. . . . .
Yi11 Yi21 Yij1 Yic1
Yi12 Yi22 Yij2 Yic2
i .. .. ... .. ... ..
. . . .
Yi1ni1 Yi2ni2 Yijnij Yicnic
.. .. .. .. ..
. . . . .
Yr11 Yr21 Yrj1 Yrc1
Yr12 Yr22 Yrj2 Yrc2
r .. .. ... .. ... ..
. . . .
Yr1nr1 Yr2nr2 Yrjnrj Yrcnrc

4.1: :
r B c . ij -,
i j nij -
.

blocks
.) , nij > 0
i, j , (complete)
(incomplete). ,
.3 ,
.

3
..
, . , ,
,
( ) .
84 4.

i, j , ij - .

rc .
ij -
.
rc .

Yijk N (ij , 2 ), i = 1, . . . , r, j = 1, . . . , c, k = 1, . . . , nij ,

ij , i = 1, . . . , r , j = 1, . . . , c, 2 . ,
( )
ij (
).
.
.

4.2

ij = + i + j + ()ij , i = 1, . . . , r, j = 1, . . . , c. (4.2.1)

, ij - ,
, i i
, j j ,
()ij
i j . ()
.. . i
(main effects) , j
()ij (interaction).
, , ()
: 1 + r + c + rc
rc . ,
.
r
X c
X r
X c
X
i = 0, j = 0, ()ij = 0, j, ()ij = 0, i. (4.2.2)
i=1 j=1 i=1 j=1

.
(4.2.2) rc. ,
4.2. 85

i j . (
c j)
()ij c ( j)
r 1 ( r ). ,
(1 + r + c + rc) (1 + 1 + c + r 1) = rc.

(4.2.1) (4.2.2)
.
. (4.2.1) j
c
X c
X
ij = { + i + j + ()ij } = c + ci + 0 + 0 (4.2.3)
j=1 j=1

(4.2.2). i
r X
X c r
X
ij = (c + ci ) = rc + 0
i=1 j=1 i=1

r c
1 XX
= ij = . (4.2.4)
rc
i=1 j=1

(4.2.3)
c
1X
i = ij = i .
c
j=1

j = j .

()ij = ij i j

= ij (i ) (j )

= ij i j + .

Yijk = + i + j + ()ij + ijk , i = 1, . . . , r, j = 1, . . . , c, k = 1, . . . , nij ,

Pr Pc Pr Pc
i=1 i = j=1 j = i=1 ()ij = j=1 ()ij = 0 ijk , i = 1, . . . , r ,
j = 1, . . . , c, k = 1, . . . , nij , N (0, 2 ) .
, ijk .
86 4.

,
r X
X c
N := nij > rc + 1
i=1 j=1

( ).
.

. i
nij
c X
1 X
Pc Yijk = Yi.
j=1 nij j=1 k=1

nij = n, i, j ( ),

c n
1 XX
Yi = Yijk .
cn
j=1 k=1

. j
nij
r X
1 X
Pr Yijk = Yj.
i=1 nij i=1 k=1

nij = n, i, j ,
r n
1 XX
Yj = Yijk .
rn
i=1 k=1

.
ij
nij
1 X
Yijk = Yij.
nij
k=1

nij = n, i, j ,
n
1X
Yij = Yijk .
n
k=1

r c nij
1 XXX
Y = Yijk .
N
i=1 j=1 k=1
4.2. 87

(
) ij

ij , ij = Yij ,
ij 2 ,
r c nij
21 XXX
= (Yijk Yij)2 .
N
i=1 j=1 k=1

, i , j ()ij ij -

r c r c
1 XX 1 XX
= ij = Yij,
rc rc
i=1 j=1 i=1 j=1
c c r c
1 X 1 X 1 XX
i = ij = Yij Ysj, i = 1, . . . , r,
c c rc
j=1 j=1 s=1 j=1
r r r c
1X 1X 1 XX
j = ij = Yij Yit, j = 1, . . . , c,
r r rc t=1
i=1 i=1 i=1

c r r c
[ = ij i j = Yij 1 1X 1 XX
X
() ij c Yit r Ysj + rc Yst,
t=1 s=1 s=1 t=1

i = 1, . . . , r, j = 1, . . . , c.

= Y,

i = Yi Y,

j = Yj Y

[ = Yij Yi Y j + Y
() ij
( !). ijk-

[ } = Yijk Yij .
ijk = Yijk { + i + j + () ij
Yijk ,
P
i,j,k aijk Yijk . ,
r X
X c X
n  Xr X
c X
n r X
X c X
n
E aijk Yijk = aijk E(Yijk ) = aijk ij
i=1 j=1 k=1 i=1 j=1 k=1 i=1 j=1 k=1
88 4.

, Yijk ,

r X
X c X
n  r X
X c X
n r X
X c X
n
Var aijk Yijk = a2ijk Var(Yijk ) = 2
a2ijk .
i=1 j=1 k=1 i=1 j=1 k=1 i=1 j=1 k=1

4.2. -
.

4.3

nij = n, i, j , N = rcn.

4.3.1. yijk , i = 1, . . . , r , j = 1, . . . , c,
k = 1, . . . , n, ()
r X
X c X
n r
X c
X
(yijk y)2 = cn (yi y)2 + rn (yj y)2 +
i=1 j=1 k=1 i=1 j=1
r X
X c r X
X c X
n
2
n (yij yi yj + y) + (yijk yij)2 . (4.3.5)
i=1 j=1 i=1 j=1 k=1

. yi , y j , yij y -

r X
X c X
n
(yijk y)2 =
i=1 j=1 k=1
Xr X c Xn
= (yijk yi + yi yj + yj yij + yij y + y y)2
i=1 j=1 k=1
r X
c X
n
X 2
(yi y) + (yj y) + (yij yi yj + y) + (yijk yij)

=
i=1 j=1 k=1

(4.3.6)

( + + + )2 = 2 + 2 + 2 + 2 + 2 + 2 + 2 + 2 + 2 + 2

, , , (4.3.6),
r X
X c X
n
(yi y)2 + (yj y)2 + (yij yi yj + y)2 + (yijk yij)2


i=1 j=1 k=1

4.3. 89

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

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

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

i, j , k (4.3.5)
. ,

r X
X c X
n
(yi y)(yij yi yj + y)
i=1 j=1 k=1
Xr n X
X c
= (yi y) (yij yi yj + y)
i=1 k=1 j=1
r c
X n c n
X 1X 1 XX
= (yi y) n yijk c yijk
n cn
i=1 j=1 k=1 j=1 k=1
c r X
n r c n 
X 1 X 1 XXX
ysjk + c ysjk
rn s=1 k=1
rcn s=1
j=1 j=1 k=1

=0

i . (
.)

, Yijk , i = 1, . . . , r , j = 1, . . . , c, k = 1, . . . , n,
:

r X
X c X
n r
X c
X
2 2
(Yijk Y) = cn (Yi Y) + rn (Yj Y)2 +
i=1 j=1 k=1 i=1 j=1
r X
X c r
XX c Xn
n (Yij Yi Yj + Y)2 + (Yijk Yij)2 .
i=1 j=1 i=1 j=1 k=1

r X
X c X
n
SST = (Yijk Y)2
i=1 j=1 k=1

r
X
SSA = cn (Yi Y)2 ,
i=1
90 4.

c
X
SSB = rn (Yj Y)2 ,
j=1
Xr X
c
SSAB = n (Yij Yi Yj + Y)2
i=1 j=1

r X
X c X
n
SSE = (Yijk Yij)2 .
i=1 j=1 k=1

, ,
.
. ,
r X
c X
n r c r X
c r X
c X
n
X X X X 2 X
2
(Yijk Y) = cn 2i + rn j2 +n [ +
() 2ijk .
ij
i=1 j=1 k=1 i=1 j=1 i=1 j=1 i=1 j=1 k=1

4.2 .

.
:

, ,
. ,
:

H0,A : 1 = = r = 0 H1,A : i 6= 0 i.

H0,B : 1 = = c = 0 H1,B : j 6= 0 j.

H0,AB : ()ij = 0 i, j H1,AB : ()ij 6= 0 i, j.



4.3.
nij = n, i, j
r c
2 X X 1 2

(rc)2 nij rcn
i=1 j=1

c r Xc
2 (r 1) 2
 
2
X 1 X 1
i i (r 1) +
(rc)2 nij s=1 nsj rcn
j=1 j=1
s6=i

r r Xc
2 (c 1) 2
 
2
X 1 X 1
j j (c 1) +
(rc)2 nij n
t=1 it
rcn
i=1 i=1
t6=j

c r r X
c
2 (r 1)(c 1) 2
 
2 1 1 1 1
X X X
[
() ()ij 2
(r 1) (c 1) + (r 1)2
+ (c 1)2
+
ij
(rc)2 nij nit nsj nst rcn
t=1 s=1 s=1 t=1
t6=j s6=i s6=i t6=j

nij = n, i, j

r
X r
X c
X c
X
SSA = cn 2i (r 1) 2 + cn 2i SSB = rn j2 (c 1) 2 + rn j2
i=1 i=1 j=1 j=1

r X
c r X
c r X
c X
n
X 2 X X
SSAB = n [
() (r 1)(c 1) 2 + n ()2ij SSE = 2ijk (N rc) 2
ij
i=1 j=1 i=1 j=1 i=1 j=1 k=1

4.2: .
,

91
.
92 4.

( )
.

4.3.1. nij = n, i, j n > 2. ,

:
SSE
() 2N rc .
2
SSA
() 1 = = r = 0, 2r1 .
2
SSB
() 1 = = c = 0, 2 2c1 .

SSAB
() ()ij = 0, i, j , 2(r1)(c1) .
2
() .

4.3.1. ()
. : SSE
rc

2 .

4.3.1. () H0,A : 1 = = r = 0,

SSA/(r 1)
FA = Fr1,N rc .
SSE/(N rc)
() H0,B : 1 = = c = 0,
SSB/(c 1)
FB = Fc1,N rc .
SSE/(N rc)
() H0,AB : ()ij = 0, i, j ,
SSAB/[(r 1)(c 1)]
FAB = F(r1)(c1),N rc .
SSE/(N rc)
. -
F .

4.3.1. ()

H0,A : 1 = = r = 0 H1,A : i 6= 0 i

FA > Fr1,N rc, .

()

H0,B : 1 = = c = 0 H1,B : j 6= 0 j
4.4. SPSS 93

FB > Fc1,N rc, .

()

H0,AB : ()ij = 0 i, j H1,AB : i 6= 0 i, j

FAB > F(r1)(c1),N rc, .

( ),
. H0,AB ,
, .
H0,A H0,B
. , ,
H0,A .
, (
) .

. ,
.

(A) (A)
H0,j : i + ()ij = 0, i = 1, . . . , r, H0,j : i + ()ij 6= 0 i

j = 1, . . . , c. , j
.. Pr
(A)
Fj =
n i=1 (Yij Yj)2 /(r 1) > Fr1,N rc,. (4.3.7)
SSE/(N rc)
(A)
Fj
(
r 1 ) -
j
. SSE/(N rc)
(
4.3).

4.4 SPSS

SPSS
: ,
94 4.

Analyze > General Linear Model > Univariate

Dependent Variable
Fixed Factor(s) .
OK .
- . Options
Homogeneity Tests: SPSS
. Continue -
. Save, Unstandardized Residuals
Continue. , SPSS
ijk .
. , Plots.
. (
) Horizontal Axis ( ) Separate
Lines. Add. A B. ,
Add. -
B A. ( ,
)
.
Continue. OK .

. -
Battery Design Experiment (
e-class). Design and Analysis of Experiments
(Montgomery, 2005). :

.
( )
. ,
. .
, (15o F),
(70o F) (125o F) o F Fahrenheit.

.
. .

. SPSS
4.4. SPSS 95

hours. k i
j , yijk . i 1 r = 3
: (
SPSS material). j 1 c =
3 :
( SPSS temperature). ,
k 1 n = 4 ,
.

, SPSS -
:

Tests of Between-Subjects Effects

Dependent Variable:Battery Life in Hours

Type III Sum
Source of Squares df Mean Square F Sig.
a
Corrected Model 59416,222 8 7427,028 11,000 ,000
Intercept 400900,028 1 400900,028 593,739 ,000
material 10683,722 2 5341,861 7,911 ,002
temperature 39118,722 2 19559,361 28,968 ,000
material * temperature 9613,778 4 2403,444 3,560 ,019
Error 18230,750 27 675,213
Total 478547,000 36
Corrected Total 77646,972 35
a. R Squared = .765 (Adjusted R Squared = .696)

. material -
, temperature
,
materialtemperature , Error
Corrected Total
. : 2 = 3 1
( ), 4 = (3 1)(3 1)
36 3 3 = 27 .

, p 0.019.
F(r1)(c1),N rc F4,27 (
FAB H0,AB )
3.560 ( FAB ):

PH0,AB (FAB > 3.560) = P(F4,27 > 3.560) = 0.019.

, -
0.019 ( p).
5%,
.
96 4.

. .
:

Estimated Marginal Means of Battery Life in Hours Estimated Marginal Means of Battery Life in Hours

Material Type
Material Type
1
1
150 2
150 2
3
3

Estimated Marginal Means

Estimated Marginal Means

125
125

100 100

75 75

50 50

15oF 70oF 125oF 15oF 70oF 125oF

Temperature (F) Temperature (F)

( SPSS -

.)

. , (
) -
.
.

. -
. ,
.
,
.
.

, -

:
. , -
( ),
.

, -
.
, H0,A H0,B
4.4. SPSS 97

p 0.0005.4

-
.

a
Levene's Test of Equality of Error Variances

Dependent Variable:Battery Life in Hours

F df1 df2 Sig.
,902 8 27 ,529
Tests the null hypothesis that the error variance of the dependent variable is equal across groups.
a. Design: Intercept + material + temperature + material * temperature

p 0.529.
.

Analyze > Descriptive Statistics > Explore

Dependent List (
RES_1). Display Plots (
) Plots. None (
boxplot), Stem-and-Leaf ( )
Normality plots with tests. Continue
OK. SPSS

Tests of Normality
a
Kolmogorov-Smirnov Shapiro-Wilk
Statistic df Sig. Statistic df Sig.
*
Residual for hours ,106 36 ,200 ,976 36 ,612
a. Lilliefors Significance Correction
*. This is a lower bound of the true significance.

: Kolmogorov-
Smirnov ( -
Shapiro-Wilk.
( p 0.2 0.612 ).5 -
qq plot:
4
p
.000. .000 !
.
0.0005 .001.
0.0005.
5
. -
.
.
98 4.

. , :
.

Normal Q-Q Plot of Residual for hours

2
Expected Normal

-1

-2

-3

-75 -50 -25 0 25 50

Observed Value

(A)
H0,j

(A)
H0,j ,
j = 1, 2, 3.
. , j = 1, :
15o F
;

SPSS , , -
(A)
H0,j . () ,
. SPSS,
OK ( , )
Paste. OK
. ( )
,
OK. ( Paste SPSS ,
.)

File > New > Syntax

UNIANOVA hours BY material temperature

/METHOD=SSTYPE(3)
4.4. SPSS 99

/INTERCEPT=INCLUDE
/CRITERIA=ALPHA(0.05)
/LMATRIX "Material difference at 15oF"
material 1 -1 0 material*temperature 1 0 0 -1 0 0 0 0 0;
material 1 0 -1 material*temperature 1 0 0 0 0 0 -1 0 0;
material 0 1 -1 material*temperature 0 0 0 1 0 0 -1 0 0
/LMATRIX "Material difference at 70oF"
material 1 -1 0 material*temperature 0 1 0 0 -1 0 0 0 0;
material 1 0 -1 material*temperature 0 1 0 0 0 0 0 -1 0;
material 0 1 -1 material*temperature 0 0 0 0 1 0 0 -1 0
/LMATRIX "Material difference at 125oF"
material 1 -1 0 material*temperature 0 0 1 0 0 -1 0 0 0;
material 1 0 -1 material*temperature 0 0 1 0 0 0 0 0 -1;
material 0 1 -1 material*temperature 0 0 0 0 0 1 0 0 -1
/DESIGN=material temperature material*temperature.

. ( ) SPSS
DESIGN
,
material temperature
(material*temperature).
-
hours BY material temperature, material
temperature . LMATRIX
. SPSS
15o F (j = 1), 70o F (j = 2) 125oF (j = 3).
(A)
. H0,1

1 + ()11 = 2 + ()21 = 3 + ()31 = 0. (4.4.8)

3 + ()31 = 0 SPSS
i , j ()ij
SPSS
r = 0, c = 0, ()rj = 0 j , ()ic = 0
i. , (4.4.8)

{1 2 } + {()11 ()21 } = 0, (4.4.9)

{1 3 } + {()11 ()31 } = 0, (4.4.10)
{2 3 } + {()21 ()31 } = 0. (4.4.11)

,
SPSS, (4.4.8)
100 4.

. SPSS material

(1 , 2 , 3 )

material*temperature


()11 , ()12 , ()13 , ()21 , ()22 , ()23 , ()31 , ()32 , ()33 .

(4.4.9)
1, 1, 0, -
, 1, 0, 0, 1, 0, 0, 0,
0, 0, , . (4.4.10)
1, 0, 1
1, 0, 0, 0, 0, 0, 1, 0, 0 . , (4.4.11)
0, 1, 1 0, 0, 0, 1, 0, 0, 1, 0, 0.
LMATRIX:
. LMATRIX 70o F 125o F.

SPSS ,
Run Current.
:

Test Results

Dependent Variable: Battery Life in Hours

Sum of
Source Squares df Mean Square F Sig.
Contrast 886.167 2 443.083 .656 .527
Error 18230.750 27 675.213

Test Results

Dependent Variable: Battery Life in Hours

Sum of
Source Squares df Mean Square F Sig.
Contrast 16552.667 2 8276.333 12.257 .000
Error 18230.750 27 675.213

Test Results

Dependent Variable: Battery Life in Hours

Sum of
Source Squares df Mean Square F Sig.
Contrast 2858.667 2 1429.333 2.117 .140
Error 18230.750 27 675.213

LMATRIX (
(A) (A) (A)
H0,1 , H0,2 H0,3 ). 15o F 125oF
() -
. , 70o F .
,
Contrast Results (K Matrix).
.
4.5. 101

Contrast Results (K Matrix)a

Dependent
Variable
Battery Life
Contrast in Hours
L1 Contrast Estimate -62.500
Hypothesized Value 0
Difference (Estimate - Hypothesized)
-62.500
Std. Error 18.374
Sig. .002
95% Confidence Interval Lower Bound -100.200
for Difference Upper Bound -24.800
L2 Contrast Estimate -88.500
Hypothesized Value 0
Difference (Estimate - Hypothesized)
-88.500

Std. Error 18.374

Sig. .000
95% Confidence Interval Lower Bound -126.200
for Difference Upper Bound -50.800
L3 Contrast Estimate -26.000
Hypothesized Value 0
Difference (Estimate - Hypothesized)
-26.000
Std. Error 18.374
Sig. .168
95% Confidence Interval Lower Bound -63.700
for Difference Upper Bound 11.700
a. Based on the user-specified contrast coefficients (L') matrix: Material
difference at 70oF

i + ()i2 .
{1 2 } + {()12 ()22 }
. {1 3 } + {()12 ()32 }.
, {2 3 }+{()22 ()32 }
.

, 70o F

. , 15o F 125oF
.

4.5

, nij = 1, i, j (
),
.
N = rc rc + 1
.

ij = + i + j , i = 1, . . . , r, j = 1, . . . , c, (4.5.12)
102 4.

Pr Pc
i=1 i = j=1 j = 0. ,
blocks
blocks .
(, ),
,
.

,
r X
X c r
X c
X r X
X c
2 2 2
(Yij Y) = c (Yi Y) + r (Yj Y) + (Yij Yi Yj + Y)2 .
i=1 j=1 i=1 j=1 i=1 j=1

, SST, SSA, SSB SSE, -

, , ,
(4.5.12) :

SSA, SSB SSE .

SSE
2(r1)(c1) .
2
SSA
i = 0, i, 2r1 .
2
SSB
j = 0, j , 2c1 .
2

H0,A : 1 = = r = 0 H1,A : i 6= 0 i

H0,B : 1 = = c = 0 H1,B : j 6= 0 j.

-
H0,A , H0,B H1,A , H1,B ..

SSA/(r 1)
FA := > Fr1,(r1)(c1), ,
SSE/[(r 1)(c 1)]

SSB/(c 1)
FB := > Fc1,(r1)(c1), ,
SSE/[(r 1)(c 1)]
.

4.6

, nij =
n > 1, i, j .
4.6. 103

(4.5.12).
,

Yijk = + i + j + ijk , i = 1, . . . , r, j = 1, . . . , c, k = 1, . . . , n,
Pr
ijk N (0, 2 ) i=1 i =
Pc
j=1 j = 0.

r X
X c X
n r
X c
X
2 2
(Yijk Y) = cn (Yi Y) + rn (Yj Y)2 +
i=1 j=1 k=1 i=1 j=1
r
XX c X
n
(Yijk Yi Yj + Y)2 (4.6.13)
i=1 j=1 k=1

, SST, -
SSA, SSB SSE. ( !)


.
r 1, c 1 N r c + 1, ( ;).

, , -
:

SSA, SSB SSE .

SSE
2N rc+1 .
2
SSA
i = 0, i, 2r1 .
2
SSB
j = 0, j , 2c1 .
2

H0,A : 1 = = r = 0 H1,A : i 6= 0 i

H0,B : 1 = = c = 0 H1,B : j 6= 0 j.

H0,A , H0,B H1,A , H1,B ..

SSA/(r 1)
FA := > Fr1,N rc+1,,
SSE/(N r c + 1)
SSB/(c 1)
FB := > Fc1,N rc+1,,
SSE/(N r c + 1)
.
104 4.

4.6.1. n = 1 ,
. , n = 1 N = rc
SSE rc r c + 1 = (r 1)(c 1).

4.7

4.1. -
4.2.

4.2. .
nij = n > 2,
:
r r  c n 2 X r X c X n 2
X 1 X XX 1
SSA = rn (Yi Y)2 = Yijk Yijk ,
cn rcn
i=1 i=1 j=1 k=1 i=1 j=1 k=1
c c X r Xn 2 X c X r X n 2
X
2 1 X 1
SSB = cn (Yj Y) = Yijk Yijk ,
rn rcn
j=1 j=1 i=1 k=1 j=1 i=1 k=1
r X c X n r X c Xn r c  n 2
X X 1 XX X
SSE = (Yijk Yij)2 = 2
Yijk Yijk
n
i=1 j=1 k=1 i=1 j=1 k=1 i=1 j=1 k=1
r X c X n r X c X n X r X c X n 2
X
2
X
2 1
SST = (Yijk Y) = Yijk Yijk ,
rcn
i=1 j=1 k=1 i=1 j=1 k=1 i=1 j=1 k=1

SSAB = SST SSA SSB SSE.

4.3. j (j = 1, . . . , c), -
(A) (A)
H0,j H1,j
(4.3.7).

4.4. (4.5.12) -

H0,(A,B) : 1 = = r = 1 = = c = 0

H1,(A,B) : i j

..
(SSA + SSB)/(r + c 2)
F(A,B) := > Fr+c2,(r1)(c1), .
SSE/[(r 1)(c 1)]
4.5.
H0,A , H0,B
FA , FB , .
 5

5.1

. ,
c
. , i (i = 1, . . . , r)
c j
r .

5.1.1.

.

Y .
. ,

-. r
, ci
i, i = 1, . . . , r , nij
j i. Yijk k
, i = 1, . . . , r , j = 1, . . . , ci , k = 1, . . . , nij .

, -
5.1.1 : ( ) ( ).
: -
.
.

105
106 5.

(nested) ,

.

Yijk = + i + j(i) + ijk , i = 1, . . . , r, j = 1, . . . , ci , k = 1, . . . , nij . (5.1.1)

i , j(i) -
ijk . j(i)
ij , -
j(i)
. ( ij
-
.
j(i).)

.
. ,
c1 = = cr c > 2 nij n > 2, i, j ,

r
X c
X
i = 0 j(i) = 0, i = 1, . . . , r. (5.1.2)
i=1 j=1

N = rcn -
. , ijk
N (0, 2 ) .

5.2

H0,A : 1 = = r = 0 H1,A : i 6= 0, i

H0,B(A) : j(i) = 0, , i, j H1,B(A) : j(i) 6= 0, i, j.

, H0,B(A) .

H0,A . , H0,B(A)
.
5.2. 107

5.2.1. , (5.1.1)
(5.1.2)

= Y,

i = Yi Y,

j(i) = Yij Yi

r c n
1 XXX 2
2 = ijk ,
N
i=1 j=1 k=1

ijk = Yijk Yij ijk -.

. , -
Yijk N (ij , 2 ), i = 1, . . . , r , j = 1, . . . , c, k = 1, . . . , n, ij = +i +j(i) .
ij ij = Yij
Pr Pc Pn

2 2 = N 1 i=1 j=1
2
k=1 (Yijk ij ) .
ij
-
. j
i
c
X c
X
ij = c + ci + j(i) = c + ci . (5.2.3)
j=1 j=1

i
r X
X c r
X
ij = rc + c i = rc
i=1 j=1 i=1

= ,
r c r c n
1 XX 1 XXX
= Yij = Yijk = Y.
rc rcn
i=1 j=1 i=1 j=1 k=1

(5.2.3) i = i ,
c c X
n
1 X 1 X
i = Yij Y = Yijk Y = Yi Y.
c cn
j=1 j=1 k=1

, j(i) = ij i ,

j(i) = Yij Y (Yi Y) = Yij Yi.

108 5.

5.2.1. yijk , i = 1, . . . , r , j = 1 . . . , c, k = 1, . . . , n, -

r X
X c X
n r
X X c
r X
2 2
(yijk y) = cn (yi y) + n (yij yi)2 +
i=1 j=1 k=1 i=1 i=1 j=1
r
XX c X
n
(yijk yij)2 .
i=1 j=1 k=1

. .

yij yi .
yijk

r X
X c X
n r
X r X
X c
2 2
(Yijk Y) = cn (Yi Y) + n (Yij Yi)2 +
i=1 j=1 k=1 i=1 i=1 j=1
r X
X c X
n
(Yijk Yij)2
i=1 j=1 k=1
X r Xr X c r X
X c X
n
= cn 2i + n 2
j(i) + 2ijk .
i=1 i=1 j=1 i=1 j=1 k=1

, SST
SSA, SSB(A), SSE.
SSA -
, SSB(A)
, SSE .

5.2.1. :
SSE
() 2N rc .
2
SSA
() 1 = = r = 0, 2r1 .
2
SSB(A)
() j(i) = 0, i, j , 2r(c1) .
2
() .

. 5.2.

5.2.1 .
5.3. SPSS 109

5.2.1. () H0,A : 1 = = r = 0,

SSA/(r 1)
FA = Fr1,N rc .
SSE/(N rc)

() H0,B(A) : j(i) = 0, i, j ,

SSB(A)/[r(c 1)]
FB(A) = Fr(c1),N rc .
SSE/(N rc)

5.2.2. ()

H0,A : 1 = = r = 0 H1,A : i 6= 0 i

FA > Fr1,N rc, .

()

H0,B(A) : j(i) = 0, i, j H1,B(A) : j(i) 6= 0 i, j

FB(A) > Fr(c1),N rc, .

H0,B(A)
.

B(A) B(A)
H0,i : j(i) = 0, j H1,i : j(i) 6= 0 j

B(A) B(A)
i = 1, . . . , r . , H0,i H1,i ..
Pc
Fi
B(A)
=
n j=1 (Yij Yi)2 /(c 1) > Fc1,N rc,. (5.2.4)
SSE/(N rc)

( 5.3.)

5.3 SPSS

SPSS :
y, ,
factorA , ,
factorB.

Analyze > General Linear Model > Univariate

,
110 5.

OK Paste. Syntax
. ( )

/DESIGN = factorA factorB factorA*factorB

( . ,
SPSS
.)
OK.
SPSS
. !
,
factorB factorA*factorB factorB(factorA). ,

/DESIGN = factorA factorB(factorA)

. -
factorA, factorB(factorA), Error
Corrected Total.

B(A)
H0,i

B(A)
H0,B(A) H0,i
r /LMATRIX . (
.)
j(i) . SPSS j(i)


1(1) , 2(1) , . . . , c(1) , 1(2) , 2(2) , . . . , c(2) , . . . , 1(r) , 2(r) , . . . , c(r) .

, i
/LMATRIX c 1
.
c 1

1(i) 2(i) , 2(i) 3(i) , . . . , c1,(i) c(i) .

5.4

5.1. 5.2.1.

5.2. 5.2.1 4.3.1.

(
5.4. 111

SSB(A)
SSB SSAB. , j(i) = 0, i, j , j ()ij
.)

5.3. i (i = 1, . . . , r), -
B(A) B(A)
H0,i H1,i
(5.2.4).

5.4. 5.2.1 ci nij (

). i j(i)
5.2.1;