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S +p&℄0 xueyi@bjut.edu.cn (Y
); chenliping@bjut.edu.cn
(hQH).

: K
2006 , 7 ,
,sZ
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 (

C ℄ i

W h
  BR4# k 1
1.1 ^G.prq . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.1 ^G.p . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.2 rq . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1.3 *rH . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.1.4 R rH . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.1.5 vprq . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.1.6 rq!nK+urq+ Bayes + . . . . . . . . 8
1.1.7 9Q.p . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.1.8 n q Bernoulli 6kOTrqX\ . . . . . . . . . . . . . . 10
1.2 ^G<ZOT℄I . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.2.1 ^G<Z!1 . . . . . . . . . . . . . . . . . . . . . . . . 11
1.2.2 ^G<Z!℄IG . . . . . . . . . . . . . . . . . . . . . 11
1.2.3 KH^G<Z . . . . . . . . . . . . . . . . . . . . . . . . 12
1.2.4 TVH^G<Z . . . . . . . . . . . . . . . . . . . . . . . . 14
1.2.5 ^G8Z . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.3 ^G<Z!GÆnQ . . . . . . . . . . . . . . . . . . . . . . . . . 22
1.3.1 GZQ . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
1.3.2 S` . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
1.3.3 Rp ^G<Z℄I!Q S` . . . . . . . . . . . . 25
1.3.4 AS`/&G . . . . . . . . . . . . . . . . . . . . . . 25
1.3.5 AS`P . . . . . . . . . . . . . . . . . . . . . . . . 27
1.4 K-1L . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
1.4.1 G1p . . . . . . . . . . . . . . . . . . . . . . . . . . . 30

i
ii  m
mEK-1L . . . . . . . . . . . . . . . . . . . . . . . . .
1.4.2 31
1.5 GL}X!E2r- . . . . . . . . . . . . . . . . . . . . . . . . . 32
1.5.1 r~rg^Gm2 . . . . . . . . . . . . . . . . . 33
1.5.2 QG6d℄I . . . . . . . . . . . . . . . . . . . . . . . 34
1.5.3 }XZxm℄I . . . . . . . . . . . . . . . . . . . . . . . 35
1.5.4 Shrm2)\m2S`!℄I . . . . . . . . . . . . 42
$qu . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43

Wm
R XPRmu 47
2.1 R pg . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
2.1.1 R p!(2 . . . . . . . . . . . . . . . . . . . . . 48
2.1.2 y% R . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
2.1.3 R {8g<S+ . . . . . . . . . . . . . . . . . . . 55
2.2 GÆÆe8Z . . . . . . . . . . . . . . . . . . . . . . . . . . 66
2.2.1 8Z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
2.2.2 ap!U^ . . . . . . . . . . . . . . . . . . . . . . . 69
2.2.3 xL8Z . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
2.2.4 v G# . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
2.2.5 ÆeH8Z . . . . . . . . . . . . . . . . . . . . . . . . . . 72
2.2.6 kG8Z . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
2.2.7 8Z(=0\ . . . . . . . . . . . . . . . . . . . . . . . . . 73
2.3 B9d!+BK . . . . . . . . . . . . . . . . . . . . . . . . 76
2.3.1 ÆBK mode  length . . . . . . . . . . . . . . . . . 76
2.3.2 MqB9!d< . . . . . . . . . . . . . . . . . . . . . . . . 77
2.3.3 attributes()  attr() G . . . . . . . . . . . . . . . . . . 78
2.3.4 B9! class BK . . . . . . . . . . . . . . . . . . . . . . . 79
2.4  . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
2.4.1 factor() G . . . . . . . . . . . . . . . . . . . . . . . . . . 80
  m iii

2.4.2 tapply() G . . . . . . . . . . . . . . . . . . . . . . . . . 81
G . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.4.3 gl() 81
2.5 DÆGP . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
2.5.1 lGCP . . . . . . . . . . . . . . . . . . . . . . . . 82
2.5.2 G(= . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
2.5.3 G!R:0\ . . . . . . . . . . . . . . . . . . . . . . . . 86
2.5.4 P!0\ . . . . . . . . . . . . . . . . . . . . . . . . . . 87
2.5.5 P (G) 0\!G . . . . . . . . . . . . . . . . 94
2.6 ^>G#> . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
2.6.1 ^> (list) . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
2.6.2 G#> (data.frame) . . . . . . . . . . . . . . . . . . . . . . 99
2.6.3 ^>G#>!:L . . . . . . . . . . . . . . . . . . . . . 102
2.7 ;CG#p . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
2.7.1 ;2p . . . . . . . . . . . . . . . . . . . . . . . . . 103
2.7.2 ;Td|+!G#p . . . . . . . . . . . . . . . . . . . . 106
2.7.3 V`!G#: . . . . . . . . . . . . . . . . . . . . . . . 108
2.7.4 CG#p . . . . . . . . . . . . . . . . . . . . . . . . . . 109
2.8 7gi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110
2.8.1 ℄U& . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
2.8.2 m_&6& . . . . . . . . . . . . . . . . . . . . . . . 112
2.8.3 \7& . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
2.9 :C S!G . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114
2.9.1 g!P . . . . . . . . . . . . . . . . . . . . . . . . . . 114
2.9.2 1D!I!0\ . . . . . . . . . . . . . . . . . . . . . . . 117
2.9.3 QGv . . . . . . . . . . . . . . . . . . . . . . . . 117
2.9.4 (G . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
$qI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
iv  m
W \
e}Rw2 125
3.1 D}XZ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
3.1.1 f!<Z . . . . . . . . . . . . . . . . . . . . . . . . . . 125
3.1.2 ℄o<!<Z . . . . . . . . . . . . . . . . . . . . . . . . 131
3.1.3 ℄II!<Z . . . . . . . . . . . . . . . . . . . . . . . . 133
3.2 G#!℄I . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
3.2.1 ℄IG . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
3.2.2 ZS k℄I  QQ . . . . . . . . . . . . . . . . 139
3.2.3 t 0. OGA . . . . . . . . . . . . . . . . . 144
3.2.4 ShKfk℄I(!fk . . . . . . . . . . . . . . . . . 151
3.3 R pm!? g . . . . . . . . . . . . . . . . . . . . . . . . . 152
3.3.1 xKI? G . . . . . . . . . . . . . . . . . . . . . . . . 153
3.3.2 xKI? m!g . . . . . . . . . . . . . . . . . . . . . 160
3.3.3 $KI G . . . . . . . . . . . . . . . . . . . . . . . . 162
3.4 D!G#!G#nQ/℄ . . . . . . . . . . . . . . . . . . . 164
3.4.1 I!G#!GÆnQO/&G . . . . . . . . . . . . . . . 164
3.4.2 I!G#!/Kfk . . . . . . . . . . . . . . . . . . . . 166
3.4.3 D!G#!GÆnQO/P . . . . . . . . . . . . . . . 169
3.4.4 E/&G!<Z℄J . . . . . . . . . . . . . . . . . . . 173
3.5 D!G#! >,SK . . . . . . . . . . . . . . . . . . . . . . . . 180
3.5.1 uC . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 181
3.5.2 G . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183
3.5.3 -q. . . . . . . . . . . . . . . . . . . . . . . . . . . 186
$q . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 187

W 
4  B 191
4.1 )
X . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
4.1.1 K . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 192
  m v

KSxK . . . . . . . . . . . . . . . . . . . . . . . . . . 196
4.1.2
4.2
XZ!XK: . . . . . . . . . . . . . . . . . . . . . . . . . 205
4.2.1 B
X . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205
4.2.2 ?K . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
4.2.3 /!K (ueK) . . . . . . . . . . . . . . . . . . . . . . . . 208
4.3 pd
X . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208
4.3.1 u~Shr!j? . . . . . . . . . . . . . . . . . . . . . 209
4.3.2 Y~Shr!j? . . . . . . . . . . . . . . . . . . . . . 214
4.3.3 WShr!pd
X . . . . . . . . . . . . . . . . . . . . 223
4.3.4 VfFpd
X . . . . . . . . . . . . . . . . . . . . . . . 224
$qR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 235
W .
G b K ` 239
5.1 `fk!E2r- . . . . . . . . . . . . . . . . . . . . . . . . . 239
5.1.1 E2r- . . . . . . . . . . . . . . . . . . . . . . . . . . . . 239
5.1.2 `fk!E2O2Jv . . . . . . . . . . . . . . . . . 241
5.1.3 `fk!YJ . . . . . . . . . . . . . . . . . . . . . 242
5.2 qp!QGfk . . . . . . . . . . . . . . . . . . . . . . . . . . . . 242
5.2.1 Shr)\!`fk . . . . . . . . . . . . . . . . . . . 242
5.2.2 ShrS`!`fk . . . . . . . . . . . . . . . . . . . 253
5.2.3 I5℄Ir!`fk . . . . . . . . . . . . . . . . . . . 259
5.3 tqp!WQGfk . . . . . . . . . . . . . . . . . . . . . . . . 261
5.3.1 Pearson (!< χ fk . . . . . . . . . . . . . . . . . . 261
2

5.3.2 Kolmogorov-Smirnov fk . . . . . . . . . . . . . . . . . . 268

5.3.3 ^S>G#!9QKfk . . . . . . . . . . . . . . . . . . . 270
5.3.4 efk . . . . . . . . . . . . . . . . . . . . . . . . . . . . 277
5.3.5 i}XZ . . . . . . . . . . . . . . . . . . . . . . . . . . . . 281
5.3.6 i/fk . . . . . . . . . . . . . . . . . . . . . . . . . . 282
5.3.7 Wilcoxon ifk . . . . . . . . . . . . . . . . . . . . . . . 286
$q . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 293
vi  m
 X i   CS5$ l
2?0u2}Xsp
/!!{/? TuDq)V5GL}X
!E2SK R p J/
!X\rbsW GL}X0|rqv E
}
W R!GZZ/℄U 0{B6kC_G# J℄ De
^G,9| BeB9!3pKz!L!
X!! 5
}Xs R pW%X℄ 8p*= u(/!rqGL}X!
E2r- |OGL}X!~
℄U
2CR!$ g= rqv!E}W% u!$ gGL
}X!E2r-Lm!!0(;KB{rqv!W%u~u!\
= BGL}X!r-u~E2!|%

1.1 Æ7tQ|
1.1.1 6sP
1. 6 s P

5u1vp( b!H& *uw1 F`&w10Dp0&

m!up jLp,9 ^G,9P
8 u 6 T0&0z,
S q0&0z,N+4x:f5 1 ℄n$!(}G 0&0 0
 1  2  · · ·; 5|u}vp(az!"9 T(;d>
YZ|ur!d<" yWO_<7!3 DYZ!
` ##L,980^G,9
(^G,9|$,Bd_!uoj ^G6k (random experi-
ment), Y E. ^G$k~|(vp
(1) 0|5/|vp(qk J
(2) Dp0&K Ceb0&.*{W
(3) u6k~z, .*H&w1
j^G6k!b0&l!N! m26d (sample space), Y Ω.
6k!u~0&j m2) (sample point), Y ω.
1
2 'uC rq}X!E2W%
j Ω m~u1vp!N ^G.p (random event), CÆ A, B,
C, · · · >,
u~^G.p`u~H03℄!6kj u~E2.p (Pu~m2
)bl!N! {ω}).
56km ju~.pJ0^lp.p!u~m2)z,m26
d Ω )\b!m2) b|56km d0J j Ω 8x
.p (certain event). 6N ∅ H){ m2) e56kmHJ b
|j ∅ H0&.p (impossible event).
2. 6 s P  IR 5

.p A !J8xe.p B !J :j.p A ).p B, C.

p B ).p A, Y A ⊂ B, j .p!) (contain) &
 A ⊂ B e B ⊂ A, :j.p A .p B #a (equivalent), Y A = B.
.p A .p B du~J :j .p! (union), Y A ∪ B.
 n ~.p A , A , ·S· ·, A mdu~J :j n ~.p! Y
1 2 n

A ∪A ∪ ···∪A C
n
1 2 A.n i
i=1

|m 0|10^l~.p! A ∪ A ∪ · · · ∪ A ∪ · · · C S A , >,
∞
1 2 n i

l~.pmdu~J
i=1

.p A JF.p B HJ :j .p A .p B !` Y A − B.

.p A  B |"J :j.p A .p B !H (intersection), Y
A ∩ B C AB.  n ~.p A , A , · · ·, A |"J :j n ~.p!H Y
1 2 n

A ∩ A ∩···∩A C T A .
n
1 2 n i
i=1

|m 0|10^l~.p!H A ∩ A ∩ · · · ∩ A ∩ · · · C T A , >,
∞
1 2 n i

l~.p|"J
i=1

.p A  B H&|"J :j.p A .p B -u.p (mutually

exclusive event) CH/ .p (incompatiable event), Y AB = ∅.
5u6km E2.pXd0YY-u!
 A ^G.p j.p A HJ!.p .p A !BQ.p (opposite
event) C+.p (complementary event), Y A. .pBTQ.p
(
 1.1 ^G.prq 3

&
A ∪ A = Ω, AA = ∅.

10WBQ.pu10-u.p -u.pHu10BQ.p
3. 6 s PR 

(1) x:p
A ∪ B = B ∪ A, AB = BA. (1.1)

(2) !p
(A ∪ B) ∪ C = A ∪ (B ∪ C), (A ∩ B) ∩ C = A ∩ (B ∩ C). (1.2)

(3) ℄<p
(A ∪ B)C = (AC) ∪ (BC), A ∪ (BC) = (A ∪ B)(A ∪ C). (1.3)

(4)  · 
p
A1 ∪ A2 = A1 ∩ A2 , A1 ∩ A2 = A1 ∪ A2 . (1.4)

B n ~C0^l~.p
n
[ n
\ n
\ n
[ ∞
[ ∞
\ ∞
\ ∞
[
Ak = Ak , Ak = Ak , Ak = Ak , Ak = Ak . (1.5)
k=1 k=1 k=1 k=1 k=1 k=1 k=1 k=1

(5) iK~
A − B = AB C A − B = A ∩ B. (1.6)

1.1.2
1.   R,_ o

5rqvmCWm26d Ω !{ N)0|,.p b1!.pX

d
~u1!G
4 'uC rq}X!E2W%
_ o 1.1 ?o7VY E 3\ V O Ω, F R Ω 3[< 3<a B`
(1) Ω ∈ F ;
(2)0 A ∈ F , " A ∈ F ; Lfnb Y 
(3) 0 A ∈ F , i = 1, 2, · · ·, " A ∈ F . L/ d nb Y 
S ∞
i i

" F  Ω 3 w σ- %a QU F G3<QU\ V O Ω 

i=1

σ %a3Q  (Ω, F )  x O

_ o 1.2 o7VY E 3\V O Ω, (Ω, F ) Rx O LJwQU A ∈ F ,
?n wIa P (A) 7Lu 0a P (·) B`U
(1) LJwQU A, ~~ 0 ≤ P (A) ≤ 1;
(2) P (Ω) = 1;
(3) 0QU A , A , · · · ** ?L i, j = 1, 2, · · ·, i 6= j, A A
1 2 i j =∅ ~
~
P (A1 ∪ A2 ∪ · · ·) = P (A1 ) + P (A2 ) + · · · ,

" P (A) QU A 3n: (probability),  (Ω, F , P ) n: O

2.   R R!

R! 1: P (∅) = 0, PH0&.p!rq 
KjNDHlQ P P (A) = 0 6⇒ A = ∅.
R! 2: .p A , A , · · · , A YY-u :
1 2 n

P (A1 ∪ A2 ∪ · · · ∪ An ) = P (A1 ) + P (A2 ) + · · · + P (An ), (1.7)

P-u.p!rq#d rq!
R! 3: B{u.p A, ) P (A) = 1 − P (A).
R! 4: BY~.p A  B,  A ⊂ B, :
P (B − A) = P (B) − P (A), P (B) ≥ P (A). (1.8)

R! 5: (_K+) B{ Y~.p A  B, 
P (A ∪ B) = P (A) + P (B) − P (AB). (1.9)
 1.1 ^G.prq 5

Kj 5 0| 
P (A1 ∪ A2 ∪ A3 ) = P (A1 ) + P (A2 ) + P (A3 ) − P (A1 A2 ) − P (A1 A3 )
−P (A2 A3 ) + P (A1 A2 A3 ), (1.10)

P (A1 ∪ A2 ∪ · · · ∪ An ) = S1 − S2 + S3 − S4 + · · · + (−1)n−1 Sn , (1.11)

Tm S
n
P P P
1 = P (Ai ), S2 = P (AiAj ), S3 = P (Ai Aj Ak ), · · ·,
i=1 1≤i<j≤n 1≤i<j<k≤n
Sn = P (A1 A2 · · · An ).

1.1.3 \ O
^G.p E !m26dm`-~m2) P Ω = {ω , ω , · · · , ω }, T 1 2 n

m n m2)G~m2) ω (i = 1, 2, · · · , n) z,0#0&! Ce

i

6keu~m2)J :jLJ,9 *rH (classical probability

model). .p A ) m ~m2) :.p A !rq1

m .p A )!E2.pG .
P (A) =
n
=
E2.pG (1.12)

1.1 ?~ k wk3 `^ JwC j\3n: 1/l >/ l w

u[ (l ≥ k) 3J wG Jwu[+^'mMw V` a ,)*QU
A  B 3n:
A: ;?3 k wu[Gx~ w
B:  k wu[ Gx~ w
[~m0|y l ~|m!{u~ Ceu~|m0y{
D~m b| k ~my l ~|m!℄Ij?/ l ~|mXr k ~
!0qk4^ m26d l p#0&!E2 k

.p A bE2G
0 k ~m5^1! k ~|m!u4^G P k!,
b|
k!
P (A) = .
lk
\\z.p B b!E2.pG 02℄YJ J k ~|0
|0{ Xr! 0* l ~|m{ Xz k ~D XK C pB k
l
6 'uC rq}X!E2W%
pX1! k ~| vÆDu~m!L : k! ~E2  B 
 C k! ~E2b|
k
l

k! l!
P (B) = Clk k
= .
l (l − k)!lk

rqv!N&Æu~L |!q — qn k ~|!|Z

Yz/|!rq
L k ~|Z,P 1.1 m! k ~m Fu, 365 t,| P
l = 365, :ÆD! P (B) 0bpn!rqP
k = 40 " P (B) = 0.109. CK
:&4M 40 ~|ZmdY~z|ut!rq0 P (B ) = 1 −0.109 =
0.891, Trq!z) ℄

1.1.4 ?& O

^G6k!m26d0u0<Z!p Ce{ u)y5<Z (d

<HrH) /|!p$0#0&! :.p A !rq1
A S l.p A !p!<Z .
P (A) =
S
=
m26d!<Z (1.13)

LprqHj R rH (geometric probability model).

1.2 (Buffon(O_) ~Nq). ?R:!~5z a 3 E/ H
 l(l < a) 3-om)/R: -E/0\3n:
[  x >,N!mEÆuvIJ.!%K θ >,NZ.d!
xz ( 1.1(a)), : (θ, x) u'1Nby!fN!b0&!f
n ao
Ω = (θ, x) : 0 ≤ θ ≤ π, 0 ≤ x ≤ .
2
d0 θ − x IÆ!u~ID>, ( 1.1(b)). NIJ./x!v℄8p
vp0 x ≤ sin θ, P 1.1(b) mK℄ d!H
l
2
Z π
l
SA = sin θdθ = l.
0 2
 IÆ^ }uNL Ω $!{u) #0& eYN{
uIJ./x!.p A, :
SA 2l
P (A) = = . (1.14)
S πa
 1.1 ^G.prq 7

x
6
6
a
a ? 2
? θ x x = 2l sin θ
6 6
a
? - θ
0 π
(a) (b)

~N!R rq
1.1: Buffon

+ (1.14) 0|O~N6kX\ π \^G~N n  Tm k N.

/x  n v℄" 0Eq  rq p !
X\ Fn π !
X\
k

2ln
π
b= . (1.15)
ak

#+ (1.15), N&Æ=uZK\^G~N6k C π !
X\
1.1.5  P 

e^G.pXd!&" 5{W.pJ!vp(-ofu.p
J!rqp<3O
<3 0!℄qp!
 A  B 0Y~.p e P (B) > 0, j
P (AB)
P (A|B) = (1.16)
P (B)
5.p B J!vp( .p A J!vprq (conditional probability).
P
Nrm N ~!z M ~1z Tm;
K!K n z 1K
m z Ω >,pNr A >,Tmur1K!N! B >,Tmur

K!N!
 Ω m^ xruz :L~z℄?01K
K|"Z
1K0
K!rq℄?
M m+n m
P (A) = , P (B) = , P (AB) = .
M +N M +N M +N

-1` 1Km^Gxruz (P.p A {J), L~1z

K! (vp) rq
m P (AB)
P (B|A) = = .
M P (A)
8 'uC rq}X!E2W%
vprqq0rq d~rqL31m!v P
(1) B~.p A, ) 0 ≤ P (A|B) ≤ 1;
(2) P (Ω|B) = 1;
(3) .p A , A , · · ·, YY-u PB i, j = 1, 2, · · ·, i 6= j, A A
1 2 i j =∅ 
P ((A1 ∪ A2 ∪ · · ·)|B) = P (A1 |B) + P (A2 |B) + · · · ,

CeB5℄ z!rqKj+ q81vprqP
B{ !

.p A , A , 
1 2

P ((A1 ∪ A2 )|B) = P (A1 |B) + P (A2 |B) − P (A1 A2 |B).

1.1.6   Ro o P    o  Bayes  o

vprq+ 
P (AB) = P (A|B)P (B) = P (B|A)P (A). (1.17)

j+ (1.17) rq!nK+ (multiplication formula).

nK+!B{ SRG n ≥ 2,  P (A A 1 2 · · · An−1 ) > 0 " 
P (A1 A2 · · · An−1 An ) = P (A1 )P (A2 |A1 )P (A3 |A1 A2 ) · · · P (An |A1 A2 · · · An−1 ).
(1.18)
_ o 1.3 , QU B , B , · · · B` 1 2

(1) B , B , · · · ** ? B B  P (B ) > 0,

T
1 2 i j = ∅, i 6= j, i, j = 1, 2, · · ·, i

i = 1, 2, · · ·.
(2) B1 ∪ B2 ∪ · · · = Ω,
"QU B , B , · · · R\ V O Ω 3 w"`
1 2

 B , B , · · · 0m26d Ω !u~2℄ A {u.p :

1 2

∞
X
P (A) = P (Bi)P (A|Bi ). (1.19)
i=1

j+ (1.19) urq+ (formula of total probability).

 1.1 ^G.prq 9

 B , B , · · · 0m26d Ω !u~2℄ :B{u.p A (P (A) > 0), 

1 2

P (Bi A) P (Bi )P (A|Bi)

P (Bi|A) = = P
∞ , i = 1, 2, · · · , (1.20)
P (A)
P (Bj )P (A|Bj )
j=1

j+ (1.20) Bayes (.tN) + (Bayes formula), j+m! P (B )(i = 1, 2, · · ·) i

*krq j P (B |A) (i = 1, 2, · · ·) 'krq

i

5$[m rBm26d Ω !-2℄ B , B , · · · , B P
B  B  1 2 n

lm26d Ω !u~2℄ B 15 e6k A J!" i

F P (B ) >,p"J!0&K= j *krq P (B |A) :

i i

N
6ka\ A X' 3Bp"rq!D|% j 'kr
q

1.3 K?zRJt+GS.KqAz C `OUPY+~qA, QU
z A ` O U PY+ZFUu, QU? P (A|C) = 0.95, P (A|C) = 0.90.
0[&#G P (C) = 0.0004, -~ & ZFUu &"q A )+3n:
P (C|A).
[ Bayes + 
P (C)P (A|C)
P (C|A) =
P (C)P (A|C) + P (C)P (A|C)
0.0004 × 0.95
= = 0.0038.
0.0004 × 0.95 + 0.9996 × 0.10

1.1.7b s P

Y.p A, B !H.pJ!rq#LY~.p!rq!nH P
P (AB) = P (A)P (B),

:j.p A .p B 0/-9Q! (mutually independent).

R!.p A .p B /-9Q : A  B, A  B, A  B q/-9
Q
" A , A , · · · , A n ~.p n ≥ 2.
BTm!{ k (k ≥ 2)
1 2 n

~.p A , A , · · · , A , 1 ≤ i ≤ i ≤ · · · ≤ i ≤ n, #+
i1 i2 ik 1 2 k

P (Ai1 Ai2 · · · Aik ) = P (Ai1 )P (Ai2 ) · · · P (Aik )

10 'uC rq}X!E2W%
)lQ :j n ~.p A , A , · · · , A /-9Q 1 2 n

D~/-9Q.p
(Kj
(1) .p A , A , · · · , A /-9Q : A , A , · · · , A m{ k (k ≥ 2) ~
1 2 n 1 2 n

.p A , A , · · · , A , 1 ≤ i ≤ i ≤ · · · ≤ i ≤ n, q/-9Q
i1 i2 ik 1 2 k

(2) .p A , A , · · · , A /-9Q :.p B , B , · · · , B q/-9QT

1 2 n 1 2 n

m B C A C A , i = 1, 2, · · · , n.
i i i

 A , A , · · · , A /-9Q: A , A , · · · , A YY/-9Q ND

1 2 n 1 2 n

 A , A , · · · , A YY/-9Q:Hu1 A , A , · · · , A /-9Q.$Æ
1 2 n 1 2 n

n ~.p/-9Q :p C + C + · · · + C = 2 − n − 1 ~#+lQ FY 2

n
3
n
n
n
n

Y9Q`P C = ~#+lQ
2 n(n−1)

1.4 ?~ 4 &
} G 3 &:`aE~℄\ A  B, B  C, A  C, 8 4

n 2

&R GGo7 & tz A, (B  C) `aEQU “/3
}:~

℄\ A, (B  C)”, "+$~
1
P (A) = P (B) = P (C) = ,
2
1
P (AB) = P (AC) = P (BC) = ,
4
P (ABC) = 0 6= P (A)P (B)P (C).

r A, B, C 3wQUG'm*w0E" ),3wQU dk 0E"

1.1.8 n & Bernoulli w` = =   B 

u~^G6k`Yp0&! A  A, Ce
P (A) = p, P (A) = 1 − p = q,

Tm 0 < p < 1, :j6k Bernoulli (D0O) 6k (Bernoulli trial). Bernoulli

6k9Qqk J n  j n q Bernoulli 6k
P
u=aFmfkF 5Tm JV=xm n  xFj
“l”, xSFj “ ”, L0 n q Bernoulli 6k

A = {n q Bernoulli 6km A z, k },
k
 1.2 ^G<ZOT℄I 11

:
P (Ak ) = Cnk pk (1 − p)n−k , k = 0, 1, 2, · · · , n. (1.21)

L0|!I5℄I Y B(n, k).

1.2 Æ7+>>x2
1.2.1 6*
R_o
_ o 1.4 ? E Ro7VY Ω R\ V O , LJ w ω ∈ Ω, C~ w
"?3Ia X(ω) 7Lu 0L'mIa x ∈ R, ~ {ω : X(ω) < x} ∈ F ,
" Ω :3(:Ia X(ω)  wo7 ℄ + (random variable).
10W^G<Z015m26d Ω Æ r\5$GÆ!G
d! <Z0^G6k! F^G6k!z,$^GK  ^
G<Z!r\q$u1!^GKL0^G<ZP{G!H|X 
1.2.2 6*
Rw1 

Du~^G<Z HpMd& r\ Fe8pEdrL\

!rq ^G<Z!℄IG!r-
_ o 1.5 ? X R wo7 ℄ + L'm3Ia x, 4
F (x) = P {X ≤ x}, x ∈ (−∞, +∞), (1.22)

" F (x) o7℄+ X 3`la (distribution function), _n:8

a (probability cumulative function).
ZÆ, ℄IG F (x) 0u~15 (−∞, +∞) Æ!$\G F (x)
5) x r\ ^G<Z X y5pd (−∞, x] Æ!rq
℄IG$|(Kj
(1) 0 ≤ F (x) ≤ 1;
(2) F (x) 0-HiG P x 1 < x2 " F (x ) ≤ F (x );
1 2

(3) F (−∞) = lim F (x) = 0, F (+∞) = lim F (x) = 1;

x→−∞ x→+∞

(4) F (x) 0TV!G P lim F (x) = F (x0 ), ∀ x0 ∈ R

x→x+
)lQ
0
12 'uC rq}X!E2W%
(5) P {a < X ≤ b} = F (b) − F (a);
(6) P {X > a} = 1 − P {X ≤ a} = 1 − F (a).
5LvÆ{T
u~G~ÆD!℄RvKj :du10~
^G<Z!℄IG
1.2.3 ~ ^O 6*

1. ~ ^O 6*

_ o 1.6 , o7℄+ X 3 n  :=~~.Mw4/Mw "

X 4Co7 ℄ +
_ o 1.7 L4Co7 ℄ + X  : x 3n: k

P {X = xk } = pk , k = 1, 2, · · · , (1.23)

"N (1.23) 4Co7 ℄ + X 3` l 9

KH^G<Z!℄Ip$ p |(Kj k

(1) pk ≥ 0, k = 1, 2, · · ·;
P∞
(2) pk = 1.
k=1
0> 1.1 D>,T℄Ip
- 1.1: w1 
X x1 x2 ··· xk ···
pk p1 p2 ··· pk ···

KH^G<Z!℄IG
X X
F (x) = P {X ≤ x} = P {X = xk } = pk . (1.24)
xk ≤x xk ≤x

2. =OR~ ^O w1
(1) Y)℄I (0−1 ℄I)
^G<Z X !℄Ip 
P {X = k} = pk (1 − p)1−k , k = 0, 1, (0 < p < 1), (1.25)
 1.2 ^G<ZOT℄I 13

:j X f QG p !Y)℄I Y

X ∼ B(1, p). T℄IG

 0, x < 0,


F (x) = 1 − p, 0 ≤ x < 1, (1.26)



 1, x ≥ 1.

6k I5℄I
(2) Bernoulli
^G<Z X !℄Ip
P {X = k} = Cnk pk (1 − p)n−k , k = 0, 1, · · · , n, (1.27)

:j X f QG n, p !I5℄I (binomial distribution), Y X ∼ B(n, p),

Tm C p (1 − p) 0 n q Bernoulli 6km.p A YJ k !rqT
k k
n
n−k

℄IG ⌊x⌋
X
F (x) = Cnk pk (1 − p)n−k , (1.28)
k=0

Tm ⌊x⌋ >,(rR PHf x !RG (|

(3) Poisson ℄I
^G<Z X !℄Ip
λk e−λ
P {X = k} = , k = 0, 1, 2, · · · , (1.29)
k!
:j X f QG λ ! EU ℄I (Poisson distribution), Y X ∼
Poisson ( )
P (λ) C X ∼ π(λ), Tm λ > 0 GT℄IG
⌊x⌋
X λk e−λ
F (x) = . (1.30)
k!
k=0

_ 1.1 (Poisson 1L)

 Bernoulli VYG j p % ` QU A VYG-3n: sVY_
n

a n ~ , np → λ, ", n → ∞ F ~
n

λk e−λ
lim Cnk pkn (1 − pn )n−k = . (1.31)

, n " p 9F Q3` l jz ` l ii% ?

n→∞ k!
n Poisson
λk e−λ
Cnk pkn (1 − pn )n−k ≈ , (1.32)
k!
G λ = np .n
14 'uC rq}X!E2W%
1.2.4 VO 6*

1. VO 6*

_ o 1.8 Lo7℄+ X, ,  w?n (−∞, +∞) :3Zja f (x),

K2L'mIa x _~
Z x
F (x) = P {X ≤ x} = f (t) dt, − ∞ < x < +∞, (1.33)
−∞

" X &NCo7 ℄ + f (x)  X 3n:NGa (probability density

function), Qn:NG
rqÆ<G
(Kj
R +∞
(1) −∞
f (x)dx = 1;
(2) B{ !$G a, b(a < b), 8 P {a < X ≤ b} = R a
b
f (x)dx;
(3)  f (x) 5) x TV : f (x) = F (x); ′

(4) B{ $G a,  P {X = a} = 0.

2. =OR VO w1

(1) ).℄I
^G<Z X !rqÆ<G
( 1
, a ≤ x ≤ b,
f (x) = b−a (1.34)
0, Td
,

:j X f pd [a, b] Æ!).℄I (uniform distribution), Y X ∼ U[a, b].

T℄IG 

 0, x < a,
x−a
F (x) = , a ≤ x < b, (1.35)

 b−a

1, x ≥ b.

^G℄I
(2)
^G<Z X !rqÆ<G
(
λ e−λx , x ≥ 0,
f (x) = (1.36)
0, x < 0,
 1.2 ^G<ZOT℄I 15

Tm λ > 0 G :j X f QG λ !^G℄I (exponential distribution).

T℄IG (
1 − e−λx , x ≥ 0,
F (x) = (1.37)
0, x < 0.

Sh℄I
(3)
^G<Z X !rqÆ<G
 
1 (x − µ)2
f (x) = √ exp − , − ∞ < x < +∞, (1.38)
2πσ 2σ 2

Tm µ, σ(σ > 0) 0Y~ G :j X f QG µ, σ !Sh℄I (normal

distribution), qj Gauss ℄I Y X ∼ N(µ, σ ). 2

1.2 ?!0QG µ = 0, σ = 1, µ = 0, σ = 0.5  µ = 2, σ = 0.5 !S

h℄I!rqÆ<G 
1

0.9
µ = 2, σ = 0.5
µ = 0, σ = 0.5
0.8

0.7

0.6

0.5
f

µ = 0, σ = 1
0.4

0.3

0.2

0.1

0
−3 −2 −1 0 1 2 3 4
x

1.2: Sh℄I!rqÆ<G

q< µ \ `>q<Sh℄I I!f FH>q<d!I

q< σ \ :>q<Sh℄I!IP
5 1.2 m 0|, q< µ
\ $[Æ5q<Sh℄I!mEf µ \<= I8x4 µ \<
I8x4Fq< σ, :q< I!I σ !\*= T I*6F σ
* : I*IjuGZQ S`! Sh^G<Z!GZ
Q S`'  ~LLu)
16 'uC rq}X!E2W%
 µ = 0, σ = 1 " X ∼ N(0, 1), :j X f =Sh℄ITrqÆ<
G  
1 x2
φ(x) = √ exp − , − ∞ < x < +∞. (1.39)
2π 2
T℄IG Z x
1 t2
Φ(x) = √ e− 2 dt, (1.40)
2π −∞

e Φ(−x) = 1 − Φ(x).
1.3 z=Sh℄I!rqÆ<q. |OB
pdÆH℄ (/
!

0.45

0.4

0.35

0.3

0.25
f

0.2

0.15
99.7%

0.1
95.4%

0.05
68.3%

0
−4 −3 −2 −1 0 1 2 3 4
x

=Sh℄IB
pdÆH℄ (H) !℄4
1.3:

H) !℄4 1.3 >  X ∼ N(0, 1) " P {−1 ≤ X ≤ 1} = 0.683,

P {−2 ≤ X ≤ 2} = 0.954, P {−3 ≤ X ≤ 3} = 0.997, LGZ^=5$[m0
!
pHY
L~r-0|u"Sh℄I q0M µ − 3σ  µ + 3σ !pd
ÆrqÆ<q.X(!HAH! 99.7%, L0|! 3σ ":
 X ∼ N(µ, σ ), : 2

Z x  
1 −
(t−µ)2 x−µ
F (x) = √ e 2σ dt = Φ
2
, − ∞ < x < +∞. (1.41)
−∞ 2πσ σ

1.4 z\Sh℄I!rqÆ<G℄IGXd!& Tmq. r

 1.2 ^G<ZOT℄I 17

0.4

0.35

0.3

0.25
F(x) f(x)

0.2
f

0.15
x

0.1

0.05

0
−4 −3 −2 −1 0 1 2 3 4
x

rqÆ<G℄IGXd!&
1.4:

qÆ<G f (x), FK℄:0℄IG F (x).  ~

   
x2 − µ x1 − µ
P {x1 < X ≤ x2 } = F (x2 ) − F (x1 ) = Φ −Φ . (1.42)
σ σ

( m!rqÆ<G0=Sh℄I!rqÆ<G).
1.4
^G<Z X ∼ N(0, 1), B{ ! 0 < α < 1, j~vp
Z +∞
P {X > Zα } = φ(x) dx = α (1.43)
Zα

!) Z =Sh℄I!Æ α ℄)
α

1.5 z\=Sh℄I!Æ α ℄) Z !R  TmK℄ α

H!\ α.
3. 6*
R  Rw1
^G<Z X $rqÆ<G f (x), −∞ < x < +∞,  g(x) 0 X

e g (x) H< : Y = g(X) 0TVH^G<Z TrqÆ<G 

′

(
fX (h(y)) |h′ (y)|, α < y < β,
fY (y) =
0, Td,
Tm α = min{g(−∞), g(∞)}, β = max{g(−∞), g(∞)}, x = h(y) y = g(x) !
NG
18 8 % n:
C36 V 6J
0.4

0.35

0.3

0.25

0.2
f

0.15

0.1

0.05 Zα

α
0
−4 −3 −2 −1 0 1 2 3 4
x

1.5: =Sh℄I!Æ α ℄)

 g(x) 0W-G ^G<Z X !℄IG F X (x), rqÆ<
fX (x), Y = g(X) !℄IG F (y), rqÆ< f (y), :
Y Y
Z
FY (y) = dFX (x).
g(x)≤y

3 uJnz f (y), HPp$rq$r℄

Y

1.2.5 6 A

1. 6 A
R_ o
_ o 1.9 , X  Y R?n n: O (Ω, F , P ) :3*wo7 ℄ + 
(X, Y ) Qo75+ (random vector), d  X  Y RQo75+ (X, Y )
3*w`+
IÆ^G8Z (X, Y ) 015m26d Ω Æ r\ R Æ!GJS 2

01 n Æ^G8Z
_ o 1.10 ? Ω \ V O X = X (ω), X = X (ω), · · ·, X = X (ω) R Ω
:3 n wo7 ℄ + "|sL 3 n 5+ (X , X , · · · , X )  n o7
1 1 2 2 n n

1 2 n

5+ (n−dimensional random vector),  X  X 38 i w`+ (component).

i

2. 6 A
R  'w1 
 1.2 o7 ℄ += ` l 19

_ o 1.11 ? (X, Y ) R?n (Ω, F , P ) :3o75+ L'm3 (x, y) ∈ R , 2

Q a
F (x, y) = P {ω : X(ω) ≤ x, y(ω) ≤ y}, (1.44)

 (X, Y ) 3%` l a (joint distribution function), G {X ≤ x, Y ≤ y}

`OQU {X ≤ x} QU {Y ≤ y} 38QU
? X , X , · · · , X R w n o75+ L'm3 (x , x , · · · , x ) ∈ R , n
1 2 n 1 2 n
n

a
F (x1 , x2 , · · · , xn ) = P {ω : X1 (ω) ≤ x1 , X2 (ω) ≤ x2 , · · · , Xn (ω) ≤ xn , }, (1.45)

 (X , X , · · · , X ) 3%` l a
1 2 n

3. w1  R R!

(1) B{ Æ1! y,  x > x " F (x , y) ≥ F (x , y). B{ Æ1!

2 1 2 1

x,  y > y " F (x, y ) ≥ F (x, y ), P F (x, y) B~ <Z0-Hi!

2 1 2 1

(2) 0 ≤ F (x, y) ≤ 1, eB{ Æ1! y, F (−∞, y) = 0. B{ Æ1!

x, F (x, −∞) = 0, F (−∞, −∞) = 0, F (+∞, +∞) = 1.
(3) F (x, y) = F (x + 0, y), F (x, y) = F (x, y + 0), P F (x, y)  x TV
q y TV
(4) B{ (x , y ), (x , y ), x 1 1 2 2 1 < x2 , y1 < y2 , (DH#+
F (x2 , y2 ) − F (x2 , y1 ) − F (x1 , y2 ) + F (x1 , y1 ) ≥ 0

lQ
|ÆKj0|(v
^G) (X, Y ) y5I {x 1 < x ≤ x2 , y1 < y ≤ y2 } $!rq
P {x1 < X ≤ x2 , y1 < Y ≤ y2 } = F (x2 , y2 ) − F (x2 , y1 ) − F (x1 , y2 ) + F (x1 , y1).
(1.46)

4. ~ ^O m ' 6 A

_ o 1.12 , Qo75+ (X, Y) 3Jw`+CR4Co7 ℄ + "

(X, Y ) RQ4Co75+
20 'uC rq}X!E2W%
_ o 1.13 ?Q4Co75+ (X, Y ) q~3 : (x , y ), i = 1, 2, · · ·, i j

j = 1, 2, · · · 3n:

P {X = xi , Y = yj } = pij , i, j = 1, 2, · · · , (1.47)

"N (1.47) 4Co75+ (X, Y ) 3` l 9 (%` l 9).

+x p (i, j = 1, 2, · · ·) ~|(Y~vp
ij

(1) pij ≥ 0, i, j = 1, 2, · · ·;
PP
(2) pij = 1.
i j

KH^G8Z (X, Y ) !℄IG 

X
F (x, y) = pij , ∀x, y ∈ R.
xi ≤x,yj ≤y

5. VOm' 6A

_ o 1.14 , LQo75+ (X, Y ) 3` l a F (x, y), Zj3a

f (x, y), KL'm3 x, y, ~
Z y Z x
F (x, y) = f (u, v) du dv, (1.48)
−∞ −∞

" (X, Y ) R&NC3Qo75+ a f (x, y) Qo75+ (X, Y )

3n:NGa
rqÆ<G
(Kj
(1) f (x, y) ≥ 0, ∀ x, y ∈ R;
Z +∞Z +∞
(2) f (x, y) dx dy = F (+∞, +∞) = 1;
−∞ −∞
(3) 5 f (x, y) !TV) 
∂ 2 F (x, y)
= f (x, y);
∂x∂y

(4) ^G) (X, Y ) y5Ip G $!rq

ZZ
P {(X, Y ) ∈ G} = f (x, y) dx dy.
G
 1.2 ^G<ZOT℄I 21

6. '
w1
X, Y !9&℄I (marginal distribution) G℄?0

FX (x) = P {X ≤ x} = P {X ≤ x, Y < +∞} = F (x, +∞), (1.49)

FY (y) = P {Y ≤ y} = P {X < +∞, Y ≤ y} = F (+∞, y). (1.50)

 (X, Y ) KH^G8Z X  Y !9&℄IpO9&℄IG℄?

∞
X
P {X = xi } = pij = pi. , i = 1, 2, · · · , (1.51)
j=1
X∞
P {Y = yj } = pij = p.j , j = 1, 2, · · · , (1.52)
i=1
∞
XX
FX (x) = F (x, +∞) = pij , (1.53)
xi ≤x j=1
X∞ X
FY (y) = F (+∞, y) = pij . (1.54)
i=1 yj ≤y

 (X, Y ) TVH^G8Z X  Y !9&rqÆ<℄? 

Z +∞
fX (x) = f (x, y)dy, (1.55)
−∞
Z +∞
fY (y) = f (x, y)dx, (1.56)
−∞

T9&℄IG℄?
Z x hZ i
+∞ Z x
FX (x) = P {X ≤ x} = f (x, y)dy dx = fX (x)dx, (1.57)
−∞ −∞ −∞
Z y h Z +∞ i Z y
Fy (y) = P {Y ≤ y} = f (x, y)dx dy = fY (y)dy. (1.58)
−∞ −∞ −∞

7. =Om ' 6 A
Rw1
(1) IÆ).℄I
22 8 % n:
C36 V 6J
 (X, Y ) $
(rqÆ<G
( 1
, (x, y) ∈ D,
f (x, y) = A
Td
(1.59)
0, .
Tm A Ip D !H\ :jIÆTVH^G8Z (X, Y ) 5p D
$f IÆ).℄I
(2) IÆSh℄I N(µ , µ , σ , σ , ρ) 1 2
2
1
2
2

 (X, Y ) $
(rqÆ<G
1
f (x, y) = p
2πσ1 σ2 1 − ρ2
  
1 (x − µ1 )2 (x − µ1 )(y − µ2 ) (y − µ2 )2
· exp − − 2ρ + ,
2(1 − ρ2 ) σ12 σ1 σ2 σ22
−∞ < x < +∞, −∞ < y < +∞. (1.60)

Tm µ , µ , σ > 0, σ > 0, |ρ| < 1 $G :jIÆTVH^G8Z (X, Y )

1 2 1 2

f QG µ , µ , σ , σ , ρ !IÆSh℄I Y (X, Y ) ∼ N(µ , µ , σ , σ , ρ),

1 2 1 2 1 2
2
1
2
2
|"j (X, Y ) IÆSh^G8Z
1.6 ?z\ ρ rH|\!j? 5 m µ = 0, µ = 0, σ = 1, σ = 2. 1 2 1 2

 ρ = 0 " ^G<Z X ^G<Z Y 09Q!  ρ 6= 0 " ^G<Z X 

^G<Z Y / (H9Q), Ce |ρ| *Æ 1 " /o<*Æd
1.3 Æ7+S 8
1.3.1 W<%
_ oP1.15 ?4Co7 ℄ +P X 3` l 9 P {X = x } = p , i = 1, 2, · · ·, 0
a |x |p W' "a x p 3o7℄ + X 3aQ (mathematical
i i

i i i i

expectation), E E(X), ?
i i

X
E(X) = xi pi . (1.61)

℄
i

?&NCo7 + X 3n:NGa f (x), 08`

R
|x|f (x)dx W' "
+∞

8` xf (x)dx 3:o7 ℄ + X 3aQ E E(X), ?

−∞
R +∞
−∞
Z +∞
E(X) = xf (x)dx. (1.62)
−∞
 1.3 o7 ℄ +3a℄|0 23

0.08 0.1

0.07
0.08
0.06

0.05 0.06
0.04
f

f
0.03 0.04

0.02
0.02
0.01

0 0
5 5

5 5

0 0
0 0

−5 −5 −5 −5
x2 x2
x1 x1

ρ=0 ρ = 0.5

0.12 0.2

0.1
0.15
0.08

0.06 0.1
f

0.04 f

0.05
0.02

0 0
5 5

5 5

0 0
0 0

−5 −5 −5 −5
x2 x2
x1 x1

ρ = 0.7 ρ = 0.9

0.35 0.2

0.3

0.15
0.25

0.2
0.1
f

0.15

0.1
0.05

0.05

0 0
5 5

5 5

0 0
0 0

−5 −5 −5 −5
x2 x2
x1 x1

ρ = 0.95 ρ = −0.9

1.6: IÆSh℄I ρ rH|\!j?

24 'uC rq}X!E2W%
E(X) ~: (mean).
GZQ >\^G<Zr\!I)\ 0u~qp!GÆnQGZQ
$
(Kj
(1)  c 0 G : E(c) = c;
(2) E(aX + bY ) = aE(X) + bE(Y ), Tm a, b { G
(3)  X, Y /-9Q : E(XY ) = E(X)E(Y ).
GZQ !  (I)\), " ~LÆD 3 vKj! 

 X , X , · · · , X 0 n ~^G<Z Nk0Kj (2), 
1 2 n

n
! n
X X
E ai Xi = ai E(Xi ), (1.63)
i=1 i=1

Tm a (i = 1, 2, · · · , n) 0 G
i

1.3.2 r;

_ o 1.16 ? X o7℄+ , E {[X − E(X)] }  " E{[X −E(X)] } 2 2

 X 3V | (variance), E Var(X), ?

Var(X) = E [X − E(X)]2 , (1.64)

d pVar(X)  X 3_W| (standard deviation) 4~V| (root mean square).

S`0DD^G<Zr\/B)\!Ko<!u~Z q0W q
p!GÆnQS`
(Kj
(1)  c 0 G : Var(c) = 0;
(2) Var(aX + b) = a Var(X), Tm a, b { G
2

(3)
 X, Y /-9Q : Var(X + Y ) = Var(X) + Var(Y ).

S`!  (Ko<), " ~LL 3 vKj! 
0|T
Var(X) = E(X 2 ) − [E(X)]2 . (1.65)

+ (1.65) 0 S`!X\+
 1.3 ^G<Z!GÆnQ 25

1.3.3 ? % = u 6*
w1R <%{ r;
(1)  X f QG p !Y)℄I B(1, p), Tm 0 < p < 1, :

E(X) = p, Var(X) = p(1 − p). (1.66)

(2)  X f QG n, p !I5℄I B(n, p), 0 < p < 1, :

E(X) = np, Var(X) = np(1 − p). (1.67)

(3)  X f QG λ ! Poisson ℄I P (λ), :

E(X) = λ, Var(X) = λ. (1.68)

(4)  X f QG a, b !).℄I U[a, b], :

a+b (b − a)2
E(X) = , Var(X) = . (1.69)
2 12

(5)  X f QG λ !^G℄I :
1 1
E(X) = , Var(X) = . (1.70)
λ λ2

(6)  X f QG µ, σ !Sh℄I N(µ, σ ), : 2

E(X) = µ, Var(X) = σ 2 . (1.71)

+ (1.71), |OQ S`!  0| uJ'}L 1.2 ! 

1.3.4 Gr;{;5
1. G r;

 X, Y Y~^G<Z j E{[X − E(X)][Y − E(Y )]} X  Y !AS

` (covariance), Y Cov(X, Y ), P
Cov(X, Y ) = E{[X − E(X)][Y − E(Y )]}. (1.72)

AS`(!/&G80D^G<Z X ^G<Z Y Xd!.K

S&o<!GÆZ
26 'uC rq}X!E2W%
AS`$
(E2Kj
(1) Cov(X, Y ) = Cov(Y, X);
(2) Cov(aX + b, cY + d) = acCov(X, Y ), Tm a, b, c, d { G
(3) Cov(X1 + X2 , Y ) = Cov(X1 , Y ) + Cov(X2 , Y );
(4) Cov(X, Y ) = E(XY ) − E(X)E(Y ), n?&  X  Y /-9Q" 
Cov(X, Y ) = 0;
p p
(5) |Cov(X, Y )| ≤ Var(X) Var(Y );
(6) Cov(X, X) = Var(X).

 X , X , · · · , X 0 n ~^G<Z OÆDKj
1 2 n

n
! n X
n
X X
Var ai Xi = ai aj Cov(Xi , Xj ), (1.73)
i=1 i=1 j=1

Tm a (i = 1, 2, · · · , n) 0 G
 X (i = 1, 2, · · · , n) 0 n ~/-9Q!^G
i i

<Z :+ (1.73) 0qC

n
! n
X X
Var ai Xi = a2i Var(Xi ). (1.74)
i=1 i=1

2. ;5
 Var(X) > 0, Var(Y ) > 0 " j
Cov(X, Y )
ρ(X, Y ) = p (1.75)
Var(X)Var(Y )

X  Y !/&G (coefficient of correlation), d0Zw!ZTE2Kj


(1) |ρ(X, Y )| ≤ 1; |ρ(X, Y )| = 1 !vpvp X  Y Xd.K&
P5 G a, b (a 6= 0) (
P {Y = aX + b} = 1.

$r& a > 0 " B

ρ(X, Y ) = 1; a < 0 " B
ρ(X, Y ) = −1.
(2)  X  Y /-9Qe Var(X), Var(Y ) 5 : ρ(X, Y ) = 0; n?&
X  Y ) Sh℄I" X  Y /-9Q!vpvp ρ(X, Y ) = 0.
 1.3 ^G<Z!GÆnQ 27

BIÆSh^G<Z X, Y , TÆ<G (1.60) m! µ >, X !)\ 1

µ >, Y !)\ σ >, X !S` σ >, Y !S` ρ >, X  Y !

2
2
1
2
2
/&GL0 #5 1.6 m  |ρ| *Æ 1 " T I*
1.3.5 {G r; Æ

1.

^G<Z X ℄IG F (x), B{ 1!SRG k,  E(|X| ) 5 k

:j Z ∞
αk = E(X k ) = xk dF (x) (1.76)
−∞

X ! k ") (moment about origin). B k > 1,  E(|X| ) 5 :j k

Z ∞
k


µk = E [X − E(X)] = (x − E(X))k dF (x) (1.77)
−∞

X ! k mE (moment about centre).

0R
!uJGÆnQ )\S`℄?0u ")I mE

℄IG F (x) mE µ = E(X − E(X)) , µ = E(X − E(X)) , :j
2
2
3
3

3
Cs = µ3 /µ22 (1.78)

B<&G (coefficient of skewness).

B<&G0u~Zw!Z d22℄IG!BjK C > 0 " F (x) s

b>,!rq℄IB8)\!V NX:B8V
℄IG F (x) mE µ = E(X − E(X)) , µ = E(X − E(X)) , :j
2
2
4
4

Ck = µ4 /µ22 − 3 (1.79)

`<&G (kurtosis).
`<&G0u~Zw!Z d22H|JH!℄I!Nm℄o<
^G<Z X )\ µ S` σ , :j 2

X ∗ = (X − µ)/σ (1.80)
28 'uC rq}X!E2W%
=3^G<Z
2. G r; Æ

 X = (X , X , · · · , X ), Y = (Y , Y , · · · , Y ) Y~^G<Z :j
1 2 n 1 2 m

Cov(X, Y ) = (σij )n×m

X  Y !AS`P (covariance matrix), Tm σ ij = Cov(Xi , Yj ), i = 1, 2, · · ·,

n, j = 1, 2, · · ·, m.
AS`P$
(Kj
(1) Cov(X, Y ) = Cov(Y, X)T .
(2) Cov(AX + b, Y ) = ACov(X, Y ), Tm A 0P b 08Z
(3) Cov(X + Y, Z) = Cov(X, Z) + Cov(Y, Z).

 X = (X , X , · · · , X ) ^G<Z :j
1 2 n

Var(X) = Cov(X, X) = (σij )n×n

X !S`P (variance matrix), qj S` – AS`P (variance-covariance

matrix), Tm σ = Cov(X , X ), i, j = 1, 2, · · · , n.
ij i j

S`P$
(Kj
(1) Var(X) %S1 P ∀ a ∈ R ,  n

aT Var(X)a ≥ 0.

(2) ∀ a ∈ Rn , 
Var(aT X) = aT Var(X)a.

(3) ∀ A ∈ Rk×n , 
Var(AX) = AVar(X)AT .

(4) Var(X) = 0 !v℄8pvp0 ∃ a ∈ R , c ∈ R , ( n 1

aT X = c.
 1.4 K-1L 29

\AS`P!r- n ÆSh^G8Z!rqÆ<G!>,<
~\ n ÆSh^G8Z X = (X , X , · · · , X ) !rqÆ<G 1 2 n
 
1 1 T −1
f (x) = n 1 exp − (x − µ) Σ (x − µ) , (1.81)
(2π) 2 |Σ| 2 2

Tm x = (x , x , · · · , x ) , µ = (µ , µ , · · · , µ ) = (E(X ), E(X ), · · · , E(X )) ,

1 2 n
T
1 2 n
T
1 2 n
T

Σ = Var(X) n × n AS`PeS1
IÆSh^G<Z!Æ<G (1.60) 0|,l n ÆSh^G8ZrqÆ<
G (1.81) !nP TmAS`P Σ
 
σ12 ρσ1 σ2
Σ= .
ρσ1 σ2 σ22

B n ÆSh^G8Z (X , X , · · · , X ), 
(!Kj 1 2 n

(1) X , X , · · · , X /-9Q X , X , · · · , X YY-H/#a

1 2 n 1 2 n

(2)  Y , Y , · · · , Y )0 X , X , · · · , X !.KG : (Y , Y , · · · , Y ) f
1 2 m 1 2 n 1 2 m

m ÆSh℄I pKjj Sh℄I!.K<:H<K

3. ;  Æ

 X = (X , X , · · · , X ) ^G<Z :j
1 2 n

Cor(X) = (ρij )n×n

X !/P (correlation matrix), Tm ρ = Cor(X , X ), i, j = 1, 2, · · · , n. ij i j

/P$
(Kj
(1) Cor(X) Bz.!X) 1 !%S1BjP
 
(2)  Σ = (σ ) S`P D = diag σ , σ , · · · , σ , : 1 1 1
2 2 2
ij n×n 11 22 nn

Cor(X) = D −1 ΣD −1 .

;9` 1.4

K-1L0rqv!E21LXu 5rqvGL}X!Lve$[

m8$qp! 5K-1Lm qp!0G1pmEK-1

L
30 'uC rq}X!E2W%
1.4.1 L_
G1p07^G<Z!\CI)\0b8 G7U!1p 0rqv
GL}XZ!E21pXu
_ o 1.17 P? X , X , · · · , X , · · · Ro7 ℄ +M/ E(X )  (k = 1, 2, · · ·),
1 2 k k

4 Y = X , 0L'my?3 ε > 0, ~
n
1
n n k
k=1

lim P {|Yn − E(Yn )| ≥ ε} = 0,

n→∞

4
lim P {|Yn − E(Yn )| < ε} = 1,

"o7 ℄ +M/ {X } f"a?9

n→∞

G1p
1. Bernoulli L  _ 

 n 0 n 9Qqk6km.p A J!G p 0.p A 56k

A

mJ!rq :B{ !SG ε > 0, 

n n  o
 A 
lim P  − p < ε = 1.
n→∞ n

G1p~,\ “Eq1rq” MK!$j

Bernoulli

2. Chebyshev(G % Y |) L  _ 

^G<Z X , X , · · ·, X , · · · /-9Q e$/|!Q S`

1 2 k

E(X ) = µ, Var(X ) = σ (k = 1, 2, · · ·), :B{ !SG ε > 0, 

k k
2

lim P {|Yn − µ| < ε} = 1.

n→∞

3. Khintchin( JH) L_

^G<Z X , X , · · ·, X , · · · /-9Q f /|!℄I eTQ
1 2 k

E(X ) = µ (k = 1, 2, · · ·), :B{ !SG ε > 0, 

k

lim P {|Yn − µ| < ε} = 1.

n→∞
 1.4 K-1L 31

B^G<ZU^ X , X , · · ·, X , · · ·, 5 G a, (B{ !SG

1 2 k

ε > 0, 
lim P {|Xn − a| < ε} = 1,
n→∞

C
lim P {|Xn − a| ≥ ε} = 0)
n→∞

lQ :j X vrq7U a, Y X
n n
P
−→ a. Æ! Chebyshev G1p
 Khintchin G1p
n
1X P
Yn = Xi −→ µ.
n i=1

BG1p 
(1L
_ 1.2 ?o7 ℄ + X y~ E(X) = µ, V | Var(X) = σ , "L'm 2

ε > 0, ~
σ2
P {|X − µ| ≥ ε} ≤ . (1.82)
ε2
j1L 1.2 m!H#+ (1.82) H#+d0u~qp!Lv
Chebyshev
$
"P
5G1p!Tm d
1.4.2 #L : 8 _

mEK-1L07^G<ZU^K℄!℄I0brÆSh℄I!u
J1L5 xOa/Z$km u,9<SD/-9Q!^GX
!3
~X!38"= !30|,0f Sh℄I
mEK-1LS0 GZÆvT\Lu,9
_ o 1.18 TR ?U) K?o7 ℄ +M/ X , X , · · · , X , · · · 3 n `
X 3;.` l 2v` l 3? ~G;.?
1 2 k
n
P
Y =
n k

Y~|!mEK-1L
k=1

1. b  w1R #L : 8 _
^G<Z X , X , · · · , X , · · · /-9Q f |u℄I Ce$Q 
1 2 k

S` E(X ) = µ, V ar(X ) = σ > 0, k = 1, 2, · · ·, :^G<Z

k k
2

n
P
Xk − nµ
k=1
Yn = √
nσ
32 'uC rq}X!E2W%
!℄IG F (x) 7U=Sh℄IG PB{ $G x, 
n

lim Fn (x) = lim P {Yn ≤ x} = Φ(x),

n→∞ n→∞

Tm Z x
1 t2
Φ(x) = √ e− 2 dt.
2π −∞

mEK-1L0W  n  " Y ÆSf =Sh℄I N(0, 1), n

L5GL}XmW qp!

2. De Moivre – Laplace (?& z – z ; z ) #L : 8 _
^G<Z X , X , · · · , X , · · · /-9Q Cef QG p !Y)℄I
1 2 k

:B{ $G x, 
 n 
 P 

 Xi − np 

i=1
lim P p ≤ x = Φ(x).
 
 np(1 − p)
n→∞
 


f I5℄I B(n, p). De Moivre – Laplace mEK-1L0W

n
P
Xi
 n  " B(n, p) ÆSSh℄Id09Q|℄I!mEK-1L!n
i=1

=j?
1.5 CS5$ /
℄Rg\rqv!E2$ 5rqvm u"05^G<Z℄I
{W!j?( qlv^G<Z!Kj0B~$r!^G<ZDM

7df p℄I
{Wdf pJH!℄Ip
w1d!
~QGBLqrqv8O L80GL}Xbpe!$
CeLq!e8ZCdsQ56k!E}Æ GL}XZ0O
rqv!LvBbpe!^G,9 JD!_C6k e
!L&B
G#
BbB!G# JRL℄
BbE!qz
XC
7!u
Z/ T$ W _n
( zGL}X!E2r-GL}X!pSK/
! R p
$,t5'V!Cm|lv
 1.5 GL}X!E2r- 33

1.5.1 9ÆMN 6 #
5GL}Xm jeB9!ur r (population), { u~^G<
Z>,rlr!~E2!}~r (individuals).
r X m^GxruK℄~r X , X , · · ·, X , j X , X , · · ·, X r
1 2 n 1 2 n

X ! Z n !m2 (sample).
P
\eea!u=!pjZ!5 1(;$ 1 [=
"! F :p=!p!ur r ~!p0~r$[Æ GL}
XZm!r0^r/S&!~ (CR~) GZ^= X r\!ur4

p=!p!(; X !r\ur0eB9!r+x X 0^G<
Z L" j X r
\7p=!p!Fq w!&K0rzuK!p B!p!;
6kxF ;6k$M5K P(6k0WM5K! 6kqpH/
\zRR"d `& rmxruK℄ 4
M n ~~r J6k
6k0G\N! {x , x , · · · , x }, Tm~ x 0' i xm_!
1 2 n i

p
#L_DBr J b|BxmPpu1

!pn pnxr8R0^G!9Q! LmN&|&NÆrj?b
^G!0^~~r1x!G>0)#! Lmx!~rN$>K
 X , X , · · · , X /-9Q e~ X  X |℄I :j X , X , · · · , X g
1 2 n i 1 2 n

^Gm2 (simple random sample), gjm2{  n j m2 Z (sample

size).

\ !0 m2$YqK P5u$r&xm'd0uw1
!G\5u"TDmm2q0u^G<Z  xm0^G! ' 
X , X , · · · , X >,^Gm2 dr!\Y x , x , · · · , x , j m2Y
1 2 n 1 2 n

\ (sample value).
m2 ^G<Z u1!rq℄I L~rq℄Ij m2℄I+x
m2℄Ir'r!Kjm2!Kj
r X $℄IG F (x), : (X , X , · · · , X ) !S!rq℄IG
1 2 n

n
Y
F (X1 , X2 , · · · , Xn ) = F (xi ).
i=1
34 'uC rq}X!E2W%
 X $rqÆ<G f (x), : (X , X , · · · , X ) !S!rqÆ< 1 2 n

n
Y
f (X1 , X2 , · · · , Xn ) = f (xi ).
i=1

1.5 ^C 3J+ a, z
YJhx+ n  E X , X ,

· · ·, X , \ V (X , X , · · · , X ) 3` l 
1 2

n 1 2 n

[`1YZ0/-9Q P X , X , · · · , X ug^Gm23` 1 2 n

1YZ!^G`f Sh℄I tI&}` ^G`!)\ 0,

0r!rq℄I0`1 N(a, σ ), Tm a rXqZ σ NÆtI! 2 2

< (X , X , · · · , X ) !rqÆ<
1 2 n
 n
Y 
2 1 1 2
f (x1 , x2 , · · · , xn ; a, σ ) = √ exp − 2 (xi − a)
i=1
2πσ 2σ
( n
)
√ −n 1 X 2
= ( 2πσ) exp − 2 (xi − a)
2σ i=1

1.6 ?[;[ U3XW X ;a`


l
 λ e−λx , x ≥ 0,
f (x, λ) =
 0, x < 0,

g y} GE"7 n UhEXWVY x2XWax X , X , · · · , X ,

\ V (X , X , · · · , X ) 3n:` l 
1 2 n

1 2 n

[vq  X , X , · · · , X 09Q|℄I! e X ∼ f (x, λ), bn

1 2 n i

rqÆ<
n
Y
f (x1 , x2 , · · · , xn ; λ) = f (xi , λ)
i=1
  n

 P
 λ exp −λ xi , x1 , x2 , · · · , xn ≥ 0,
n
= i=1

 0, Td,
4  oI { w1 :
1.5.2

5P 1.5 mr℄I N(a, σ ), Tm a  σ 0w1℄I! GP 1.6 m 2 2

r℄I ^G℄I f (x, λ), λ q0w1℄I! G5GL}Xm jz,5

 1.5 GL}X!E2r- 35

m2℄Im! G QG (parameter),  a, σ  λ 80QGLQG 2

0r!qp!GZ^= xF LQG0W! j WQG

5P 1.5 m a 0WQG F σ 0b WQGp,zBtI<!\ 2

o<BtI< \0| z σ !\ : σ 0{WQGB 2 2

tI!<H \ K z σ !\ dxm!!0p
XL 2

~<  σ 0WQG L" j (a, σ ) QG8ZQGb0&

2 2

!r\l!N!j QG6d
P 1.5 m (a, σ ) 80QG :QG6d 2

Θ = {(a, σ ) : a > 0, σ > 0}. P 1.6 !QG6d Θ = {λ : λ > 0}.

2 2

m2℄IWQG" H|!QG\B
H|!℄I 0&
!m2H_u~ F0u :j m2℄I|m 5WQG" r
℄Iq0u lr℄IP 1.5 m  a  σ 80WQG :r℄ 2

I {N(a, σ ) : a > 0, σ > 0}, m2℄I {f (x , x , · · · , x ; a, σ ) : a >

2 2
1 2 n
2

0, σ > 0}. 5P 1.6 m  λ 0W! :r℄I {f (x, λ) : λ > 0}, m2

2

℄I {f (x , x , · · · , x , λ) : λ > 0}.

1 2 n

1.5.3  B
$B w1

GL}X!{0ON L^G3!G# CKM7Nm2CBX

J_ |Bbe!qzu1!v Luoj }X5
}Xm Bm2 J_RL $[Æ0
#m2X\zuZ (L
Z& tbeq!F"NmVDLp
#m2X\z!Z0(tp
1!}XZ  }XZ0m2!pG
_ o 1.19 ? X , X , · · · , X R_ X 3 wQ(o7\ V T (X , X , · · ·,
X )  w n &Na  T G k '_36 s a " T (X ,
1 2 n 1 2

X , · · ·, X )  w
C+ (statistic). 
C+3` l \` l (sampling
n 1

2 n

distribution).

1. =uRB

(1) m2)\
 X , X , · · · , X 0r X !u~g^Gm2 j
1 2 n

n
1X
X= Xi (1.83)
n i=1
36 'uC rq}X!E2W%
m2)\ (sample mean). { m2)\D
Xr℄I!)\B
r℄I)\!`fk
(2) m2S`
 X , X , · · · , X 0r X !u~g^Gm2 X m2)\ j
1 2 n
n
2 1 X
2
S = Xi − X (1.84)
n − 1 i=1

m2S` (sample variance). { m2S`D

Xr℄I!S`B
r℄I)\CS`!`fk
(3) k m2")
 X , X , · · · , X 0r X !u~g^Gm2 j
1 2 n
n
1X k
Ak = X (1.85)
n i=1 i

m2! k ") { m2! k ")D

Xr℄I! k ")
(4) k m2mE
 X , X , · · · , X 0r X !u~g^Gm2 X m2)\ j
1 2 n
n
1X
k
Mk = Xi − X (1.86)
n i=1

m2! k mE { m2! k mED

Xr℄I! k mE
(5) LU}XZ
 X , X , · · ·, X 0x r X !m2 x , x , · · ·, x m2Y\
1 2 n 1 2 n

t x , x , · · ·, x H =!LU4^
1 2 n

x(1) ≤ x(2) ≤ · · · ≤ x(n) ,

m2 X , X , · · ·, X r\ x , x , · · ·, x " 1 X r\ x (k =
1 2 n 1 2 n (k) (k)

1, 2, · · · , n), j X , X , · · ·, X X , X , · · ·, X !LU}XZ (order

(1) (2) (n) 1 2 n

statistic) 
+x X = min {X } 0m2Ymr\=!u~ j =LU}X
(1) i

Z (smallest order statistic). X = max {X } 0m2Ymr\!u~

1≤i≤n

(n) i

j LU}XZ (largest order statistic). j X ' r ~LU}XZ

1≤i≤n

(r)
 1.5 GL}X!E2r- 37

(6) k℄IG
 X , X , · · ·, X 0x r X !m2 X ∼ F (x), :j
1 2 n

1
Fn (x) = K(x), −∞<x<∞ (1.87)
n
k℄IG (expirical distribution), Tm K(x) >, X , X , · · ·, X mH 1 2 n

 x !~G
k℄IGq0|>,l


 0, x < X(1) ,


Fn (x) = k (1.88)
, X(k) ≤ x < X(k+1) ,

 n

 1, x ≥ X
(n)

0u~w+G Tw+)0m2Y\5~w+) w+<) 1/n.

Fn (x)
1.7 b,!0 n = 10, x r N(0, 1) !k℄IG N(0, 1) !
r℄IG 
1

0.9

0.8

0.7

0.6 y = F (x)
n

y = F(x)
0.5
y

0.4

0.3

0.2

0.1

0
−3 −2 −1 0 1 2 3
x

1.7: k℄Ir℄I
Bk℄IG|( Glivenko (|M/) 1933 ,T
 
P lim sup |Fn (x) − F (x)| = 0 = 1. (1.89)
n→∞ −∞<x<∞
38 'uC rq}X!E2W%
L~>B{ !$G x  n v℄" k℄IGr℄IG!
`"=  n v℄"$[Æ0 F (x) ÆSs F (x). n

2. = u Rw1$w *

(1) χ ℄I 2

 X , X , · · ·, X 0D r N(0, 1) !u~gm2 :j}XZ

1 2 n

Y = X12 + X22 + · · · + Xn2 (1.90)

f < n ! χ ℄I (chi-square distribution), Y Y ∼ χ (n).

2 2
1.8
0.4

0.35

n=1
0.3

0.25

0.2 n=4
f

n=10
0.15

0.1

0.05

0
0 2 4 6 8 10 12 14 16 18
x

℄IÆ<Gq. 1.8: χ2

z\ n = 1  n = 4  n = 10 ! χ ℄IÆ<Gq. 2

1.8 0|,z χ ℄IÆ<Gq.!`\B TB<&G C 2

s

S n *=" Æ<q.*6 T`<&G C * n *" q. k

*Ij T`<&G C *= k

B 1! α, 0 < α < 1, 5 χ (n) ( 2

α

P {χ2 > χ2α (n)} = α,

:j) χ (n) χ ℄I!Æ α ℄)

2
α
2
1.9 b,!0 n = 5, α = 0.1 ! χ 2

℄I!Æ α ℄) χ (n). 2

α
 1.5 GL}X!E2r- 39

0.16

α=0.1
0.14 n=5

0.12

0.1

0.08
f

0.06

2
χ (n) α
0.04 α

0.02

0
0 5 10 15
x

1.9: χ2 ℄I!Æ α ℄)

χ2 ℄I$
(Kj
(i) 0_K Y ∼ χ (m), Y 1
2
2 ∼ χ2 (n), eYK/-9Q : Y1 + Y2 ∼
2
χ (m + n).
Q \S` Y ∼ χ (n), : E(Y ) = n, Var(Y ) = 2n.
(ii) 2

(2) t ℄I
 X ∼ N(0, 1), Y ∼ χ (n), e X, Y /-9Q :j^G<Z
2

X
T =p (1.91)
Y /n

f < n ! t ℄I (t-distribution), Y T ∼ t(n).

1.10 z\ n = 1  n = 2  n = 5  n = ∞ ! t ℄IÆ<Gq.
1.10 0|,z t ℄I0Bj℄I TB<&G C 0. n *= T s

`<&G C * n * T`<&G C *=

k k

B 1! α, 0 < α < 1, j~

P {T > tα (n)} = α,

!) t (n) t ℄I!Æ α ℄)

α 1.11 b,!0 n = 5, α = 0.1 ! t ℄I
!Æ α ℄) t (n). α
40 'uC rq}X!E2W%
0.45

n=∞ n=5
0.4

0.35
n=2 n=1

0.3

0.25

f
0.2
n=∞
n=5
0.15

n=2
n=1
0.1

0.05

0
−5 −4 −3 −2 −1 0 1 2 3 4 5
x

1.10: t ℄IÆ<Gq.
0.4

α=0.1
0.35 n=5

0.3

0.25

0.2
f

0.15

t (n)
α
α
0.1

0.05

0
−4 −3 −2 −1 0 1 2 3 4
x

1.11: t ℄I!Æ α ℄)

 t ℄I!rqÆ<G f (t) 03G P f (t) = f (−t),  t = 0 B
j Bud n,  E(T ) = 0. Ce
Z ∞
f (t)dt = 1 − α,
−tn (α)

b| t 1−α (n) = −tα (n).

 1.5 GL}X!E2r- 41

(3) F ℄I
 X ∼ χ (n), Y ∼ χ (m), e X  Y /-9Q :j^G<Z
2 2

X/n
F = (1.92)
Y /m
f < (n, m) ! F ℄I (F-distribution), j n 'u < m '
I < Y F ∼ F (n, m).
1.12 b,!0 n = 5, m = 20, n = 7, m = 20, n = 20, m = 20, n = 20,
m = 2  n = 20, m = 7 ! F ℄IÆ<Gq.
1

n=3, m=20 n=7, m=20 n=20, m=20

0.9

0.8

0.7
n=20, m=2

0.6

0.5
f

n=20, m=7
0.4

0.3

0.2

0.1

0
0 0.5 1 1.5 2 2.5 3 3.5 4
x

℄IÆ<Gq. 1.12: F

B 1! α, 0 < α < 1, j~

P {F > Fα (n, m)} = α,

!) F (n, m) F ℄I!Æ α ℄)

α

1.13 b,!0 n = 5, m = 8, α = 0.1F ℄I!Æ α ℄) F (n, m). α

F ℄I$
(Kj
(i) X ∼ F (n, m), : 1/X ∼ F (m, n);
1
(ii) F1−α (n, m) = Fα (m,n)
.
(iii)  X ∼ t(n), : X 2
∼ F (1, n).
42 'uC rq}X!E2W%
0.7

α=0.1
n=5
0.6 m=8

0.5

0.4

0.3

0.2

α
0.1 F (n,m)
α

0
0 0.5 1 1.5 2 2.5 3 3.5 4
x

℄I!Æ α ℄) 1.13: F

1.5.4 9 #h { #r;Rw1

 X , X , · · · , X 0D Shr N(µ, σ ) !m2 X, S ℄? m2

1 2 n
2 2

)\m2S` :
X −µ
√ ∼ N (0, 1) , (1.93)
σ/ n
(n − 1)S 2
∼ χ2 (n − 1), (1.94)
σ2
X −µ
√ ∼ t(n − 1), (1.95)
S/ n

e X  S /-9Q2

 X , X , · · ·, X  Y , Y , · · ·, Y ℄?0D Shr N(µ , σ ),

1 2 n1 1 2 n2 1
2
1
N(µ , σ ) !m2 eLYm2/-9Q :
2
2
2
 
σ12 σ22
X − Y ∼ N µ1 − µ2 , + , (1.96)
n1 n2

C

X − Y − (µ1 − µ2 )
q 2 ∼ N(0, 1). (1.97)
σ1 σ22
n1
+ n2
 %~ 43

σ2
1 = σ22 = σ 2 , e σ W :
2

(X − Y ) − (µ1 − µ2 )
q ∼ t(n1 + n2 − 2), (1.98)
Sw n11 + n12

Tm
(n1 − 1)S12 + (n2 − 1)S22
Sw2 = , (1.99)
n1 + n2 − 2
X, Y ℄?0Ym2!)\ S , S ℄?0Ym2!S` 2
1
2
2

4i
1.1 ?~ m w& Jw&Cj03n: N1 U`- N wU (N ≥ m) G'm
wUGQ JUG&a k . d L~ U 
(1) [;?3 m wUGJUx`- 1 &3n:
(2) Æ~ m wU GJUx`- 1 &3n:
(3) 0 N = 10, m = 6, Æ~*&`- U (?Æ~ U GÆ`--
*w&) 3n:
1.2 Ji*<L5 w k F h *<3? sL Nbb/ 3F

R5 3?J<3 h FOR 1 9F i<3 h FOR 2 9F Q

<C k K5'? 3n:
1.3 y } ~ 20 U G~ 5 U 2 -ehE k Y,
3 
(1) 83 p / 3n:
(2) 8 8Q/2 3U) 83/ 3n:
(3) 83/ 3n:

1.4 ~x\V r
2< \73n:` a  0.3, 0.2, 0.1,
0.4. , r
2< \73$ /3n:` a  1/4, 1/3, 1/12,
N
\7" k ./-x/- rR
23n:RM<
1.5 ?J&RG~qW D3n: 0.004, o70 100 &3R
RG~qW D3n:
44 8 % n:
C36 V 6J
Jib3Kt=r X E"75 L\7=5 ?Jib r=G
\73n:` a  0.7, 0.8, 0.9.
1.6

(1) \7 U =G3n:

(2) ?0=~ Kr=G\7V-3n: 0.7, 0~*Kr=G\7V
-3n: 0.9, 03KrC=G \7 Z V- \7V-3n:
1.7 w F [R M p 2 M3p ?5G F :' p:3:3n:
lp3R82 W d ?=5C G F j X ` O*X:3z V
o7 ℄ + X 3` l a
1.8 [((
2500 & D V:t`/6`e8z ~ 10000 & R
V K? R V+3: X ∼ N(µ, σ ), h6 90 `j:~ 359 & 60 `j)~
2

1151 &  U 8z+Gd6`M<

1.9 -~ 90 uC3? T xu? T 3{fR0E"3 RB'3n:

R 0.01,  u?T 3' | & w T I{&3VS~*I IR
3 &` J&j 30 u 3 IR| 3 & 90 u V W _*I
VS? T RB'F k =FI3n:3"9
1.10 ?Qo75+ (X, Y ) 3` l a

 1 − 2−x − 2−y + 2−x−y , x ≥ 0, y ≥ 0,
F (x, y) =
 0, s ,

 P {1 < X ≤ 2, 3 < Y ≤ 5}.

1.11 w&GT~ 5 = G 4 = 1 = G JGo77
=  k Y, &N* 4
 
 1, 08 /  1, 08Q/
 0, 08 / G   0, 08Q/ G 
X= ,Y =

V
(1) (X, Y ) 3%` l 9
(2)P {X ≥ Y }.
 $qu 45

1.12 ?Qo7 ℄ + (X, Y ) 3%n:NGa


 Ae−(2x+y) , x > 0, y > 0,
f (x, y) =
 0, s .


(1) a A;
(2) P {−1 < X < 1, −1 < Y < 1};
(3) P {X + Y ≤ 1};
3%` l a F (x, y).
(4) (X, Y )

1.13 \7 ~ k ~ 20 
 7 ~ ~ 10 w$j)
0[w$&)l$"k ?
Jw$)3 F05r
L3E0E" j X ` O3a  E(X).
1.14 [ Q ,}gB?v
V E ,  gb w3 Q QU A RB
l}gtv
l a 0h6 gbQU A RB3n: p, K}gWo
3:5 a 3 5%, l}gul^\^M< 3 Q ,_
1.15 ?_ N(µ, σ ) G ++ n 3\ V , µ, σ ~6,
2 2

n = 16 F  P {S /σ ≤ 2.04}.
2 2

1.16 ? X , X , · · · , X  Y , Y , · · · , Y R` a \2v_ X ∼ N(µ , σ ) 2

 Y ∼ N(µ , σ ), 0E" "j)

C+fGG` l 
1 2 n 1 2 n 1
2
2
 2
(n − 1)(S12 + S22 ) n (X − Y ) − (µ1 − µ2 )
(1) ; (2) .
σ2 S12 + S22
46 'uC rq}X!E2W%
 Xn  R YQSnv
5'uC \rq}X!E2r- 2C+*
 R pn
}Xq5pSKX℄ *B R pu~E2!
2.1 R YQN℄
R 0u~+V!}X:o7 0upf 0 S f!up$, S 
f0 AT&T Bell $k4! Rick Becker, John Chambers  Allan Wilks +J
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> X1 <- c(35, 40, 40, 42, 37, 45, 43, 37, 44, 42, 41, 39)
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[1] 40.41667
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1 35 60 7 43 78
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> plot(X1, X2)
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Name Sex Age Height Weight
Alice F 13 56.5 84.0
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Becka F 13 65.3 98.0
Gail F 14 64.3 90.0
Karen F 12 56.3 77.0
Kathy F 12 59.8 84.5
Mary F 15 66.5 112.0
Sandy F 11 51.3 50.5
Sharon F 15 62.5 112.5
Tammy F 14 62.8 102.5
Alfred M 14 69.0 112.5
Duke M 14 63.5 102.5
Guido M 15 67.0 133.0
James M 12 57.3 83.0
Jeffrey M 13 62.5 84.0
John M 12 59.0 99.5
Philip M 16 72.0 150.0
Robert M 12 64.8 128.0
 2.1 R .UQf 53

Thomas M 11 57.5 85.0

William M 15 66.5 112.0
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lm.sol<-lm(Weight~Height, data=rt)
summary(lm.sol)
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Name Sex Age Height Weight
1 Alice F 13 56.5 84.0
2 Becka F 13 65.3 98.0
3 Gail F 14 64.3 90.0
54 8Q% R .U3Kz

2.4: [J R :L8m!g

4 Karen F 12 56.3 77.0

5 Kathy F 12 59.8 84.5
6 Mary F 15 66.5 112.0
7 Sandy F 11 51.3 50.5
8 Sharon F 15 62.5 112.5
9 Tammy F 14 62.8 102.5
10 Alfred M 14 69.0 112.5
11 Duke M 14 63.5 102.5
12 Guido M 15 67.0 133.0
13 James M 12 57.3 83.0
14 Jeffrey M 13 62.5 84.0
15 John M 12 59.0 99.5
16 Philip M 16 72.0 150.0
17 Robert M 12 64.8 128.0
18 Thomas M 11 57.5 85.0
19 William M 15 66.5 112.0
> lm.sol<-lm(Weight~Height, data=rt)
> summary(lm.sol)

Call:
lm(formula = Weight ~ Height, data = rt)
 2.1 R pg 55

Residuals:
Min 1Q Median 3Q Max
-17.6807 -6.0642 0.5115 9.2846 18.3698

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -143.0269 32.2746 -4.432 0.000366 ***
Height 3.8990 0.5161 7.555 7.89e-07 ***
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1

Residual standard error: 11.23 on 17 degrees of freedom

Multiple R-Squared: 0.7705, Adjusted R-squared: 0.757
F-statistic: 57.08 on 1 and 17 DF, p-value: 7.887e-07
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sd(x) = var(x).
sort(x) >,n8Z x =/| (<LU4^!8Z PLU}XZ
/
!(= order(x) C sort.list(x) ^zP
 x<-c(10, 6, 4, 7, 8)
" sum(x)  prod(x)  length(x)  median(x)  mean(x)  var(x)  sort(x)
!X\℄?0 35  13440  5  7  7  5  4 6 7 8 10.
)\S`#}XZ!KjG!(SK 5'C8>
 2.2 a℄℄e5+ 69

2.2.2 < ey   R UÆ
1.T; Æ
a:b >, a +* z5_ 1(Ci 1), Z b _
x <- 1:30 >,8
Z x = (1, 2, · · · , 30), x <- 30:1 >,8Z x = (30, 29, · · · , 1).  a $G b
RG" 8Z a:b 0$G Td}` 1. F a RG b $G" a:b >
,Td}` 1 !RG8Z

> 2.312:6
[1] 2.312 3.312 4.312 5.312
> 4:7.6
[1] 4 5 6 7
 x <- 2*1:15 CH0>, 2  15, F0>,8Z x = (2, 4, · · · , 30),
P x <- 2 * (1:15), q0#`0\nK0\|L 1:n-1 CH0>,
1  n-1, F0>,8Z 1:n is 1. Pp>, 1  n-1, :PpB n-1 _A
4|(Yp>,!`?
> n<-5
> 1:n-1
[1] 0 1 2 3 4
> 1:(n-1)
[1] 1 2 3 4
Lu)ByZKW ~V<
2. TI  

seq() G0u"!G da#%d}!G^ TE2I+

seq(from=value1, to= value2, by=value3)
P value1 +*  value2 E md!d} value3.

> seq(-5, 5, by=.2) -> s1
>,8Z s1 = (−5.0, −4.8, −4.6, · · · , 4.6, 4.8, 5.0). ÆD1D, seq(2,10)
#a 2:10, 5Hn?!j?( Td} 1.
B seq G8fup(S+
seq(length=value2, from=value1, by=value3)
70 8Q% R .U3Kz
P value1 +* d} value3, T8Z!d< value2.

> s2 <- seq(length=51, from=-5, by=.2)
a! s2 8Z s1 /|
3. &  

rep() 0qkG d0|tu8Zqkt3VD!<Zm

> s <- rep(x, times=3)
Pt<Z x qk 3 / V5<Z s m

> x <- c(1, 4, 6.25); x
[1] 1.00 4.00 6.25
> s <- rep(x, times=3); s
[1] 1.00 4.00 6.25 1.00 4.00 6.25 1.00 4.00 6.25

2.2.3 <A

Tdfum R p/S(xLSxL0\ M" O=\

TRUE, xL0\ `" O=\ FALSE. P

> x <- 1:7
> l <- x > 3
T
> l
[1] FALSE FALSE FALSE TRUE TRUE TRUE TRUE
xL0\e <, <=, >, >=, == (>,#)  !=(>,H#).
 c1
 c2 0Y~xL> + : c1 & c2 >, c1  c2, c1 | c2 >, c1 C
c2, !c1 >,W c1 
xL<Zq0|j\

> z <- c(TRUE, FALSE, F, T)
Tm T 0 TRUE !gC F 0 FALSE gC
7u~xL8Z0b8 M\!G0 all,

> all(c(1, 2, 3, 4, 5, 6, 7) > 3)
[1] FALSE
 2.2 GÆÆe8Z 71

70bTmM\!G0 any,

> any(c(1, 2, 3, 4, 5, 6, 7) > 3)
[1] TURE

2.2.4 Qge
 NA >, !G#vCv 

> z <- c(1:3, NA); z
[1] 1 2 3 NA
G is.na() 0fYv G#!G
O=\ M (TRUE), :MG
#0v G#
O=\ ` (FALSE), :G#H0v G#

> ind <- is.na(z); ind
[1] FALSE FALSE FALSE TRUE

Pptv G#q 0, :
(g
> z[is.na(z)] <- 0; z
[1] 1 2 3 0
JS!G8 is.nan()(fYG#0bHw1 TRUE Hw1 FALSE w1),
is.finite()(fYG#0b- TRUE - FALSE l), is.infinite()
(fYG#0b l TRUE l FALSE -). P

> x<-c(0/1, 0/0, 1/0, NA); x
[1] 0 NaN Inf NA
> is.nan(x)
[1] FALSE TRUE FALSE FALSE
> is.finite(x)
[1] TRUE FALSE FALSE FALSE
> is.infinite(x)
[1] FALSE FALSE TRUE FALSE
> is.na(x)
[1] FALSE TRUE FALSE TRUE
5 x !R~℄Zm 0/1 0, `5 is.finite !fY(0M T) `
0/0 Hw1 BG is.nan  is.na !fY() M L0 Hw1G
#q| 0v G# 1/0 l `5 is.infinite fY( M NA
72 'IC R p!(
v G# `5 is.na fY( M  v G#CH0Hw1G# b|
5 is.nan fY(~ `

BHw1G#v G#j\ 0|OBv G#j\!SK d
j\
2.2.5 7 } OA

8Z!X0|rÆe\P

> y <-c ("er", "sdf", "eir", "jk", "dim")
C
> c("er", "sdf", "eir", "jk", "dim") -> y
:
> y
[1] "er" "sdf" "eir" "jk" "dim"
0 paste GDd! <ZTlu~Æe md6|℄+ P

> paste("My","Job")
[1] "My Job"
T! <Z0|08Z L"B
!XTVD d<H/|"|>!8Z
1qk( <Z0|0G\8Z T" 4:l1!Æe>, P


> labs<-paste("X", 1:6, sep = ""); labs
[1] "X1" "X2" "X3" "X4" "X5" "X6"
℄}!Æe0| sep QG^1 P
(Pat~p
> paste("result.", 1:4, sep="")
[1] "result.1" "result.2" "result.3" "result.4"
 paste G 8|(RpK
> paste(1:10) # same as as.character(1:10)
[1] "1" "2" "3" "4" "5" "6" "7" "8" "9" "10"
> paste("Today is", date())
[1] "Today is Tue Sep 13 16:16:29 2005"
> paste(c(’a’, ’b’), collapse=’.’)
[1] "a.b"
 2.2 a℄℄e5+ 73

2.2.6 A

UrkG0\kG Z`p{ !|+
3.5+2.1i. complex +

R
!8Z kG!X!8Z 0| complex() GlkG8Z

> x <- seq(-pi, pi, by=pi/10)
> y <- sin(x)
> z <- complex(re=x, im=y)
> plot(z)
> lines(z)
Tm'uJ0 z8Z x !\ 'IJ0X\8Z y !\ 'J07kG
1.0
0.5
Im(z)

0.0
−0.5
−1.0

−3 −2 −1 0 1 2 3

Re(z)

kG z = x + i sin(x) !) J.

2.17:

8Z Tm x $K y QK'RJ0?zkG8Z z !) 'J

0$.TL) 2.17 z\/
! I
BkG0\ Re() 0X\kG!$K Im() 0X\X\kG!QK
Mod() 0X\kG! Arg() 0X\kG!dz

2.2.7 A
6 , 

R pp\!℄eA!U8Z!X8ZN!&u~!X`
p x[i] !|+U Tm x 0u~8Z Cu~r8Z\!> +

74 8Q% R .U3Kz
> x <- c(1,4,7)
> x[2]
[1] 4
> (c(1, 3, 5) + 5)[2]
[1] 8
0|9q<u~!X!\

> x[2] <- 125
> x
[1] 1 125 7
> x[c(1,3)] <- c(144, 169)
> x
[1] 144 125 169

1. <A

v  x #d!xL8Z x[v] >,rzb v M\!!X

> x <- c(1,4,7)
> x < 5
[1] TRUE TRUE FALSE
> x[x<5]
[1] 1 4
0|t8Zmv G#j 0,

> z <- c(-1, 1:3, NA)
> z[is.na(z)] <- 0
> z
[1] -1 1 2 3 0
q0|t8ZmWv G#j fu~8Z

> z <- c(-1, 1:3, NA)
> y <- z[!is.na(z)]
> y
[1] -1 1 2 3
C/
!0\
 2.2 a℄℄e5+ 75

> (z+1)[(!is.na(z)) & z>0] -> x

> x
[1] 2 3 4
q<K℄!X\!TCxL\(=SK!0|18Z!℄?G P

p1 (
1 − x, x < 0
y= ,
1 + x, x≥0
0|
> y <- numeric(length(x))
> y[x<0] <- 1 - x[x<0]
> y[x>=0] <- 1 + x[x>=0]
D>, Tm numeric G0aG\H8Z
2. 6 ,R 

v u~8Z (=r\5 1  length(v) Xd r\/Sqk P

> v <- 10:20
> v[c(1,3,5,9)]
[1] 10 12 14 18
> v[1:5]
[1] 10 11 12 13 14
> v[c(1,2,3,2,1)]
[1] 10 11 12 11 10
> c("a","b","c")[rep(c(2,1,3), times=3)]
[1] "b" "a" "c" "b" "a" "c" "b" "a" "c"

3. 6,R
v u~8Z (=r\5 −lenght(x)  −1 Xd

> v[-(1:5)]
[1] 15 16 17 18 19 20
>,9{/
!!X
4. O7 } O R 6 , A

76 8Q% R .U3Kz
518Z"0| !X_ÆÆ

> ages <- c(Li=33, Zhang=29, Liu=18)
> ages
Li Zhang Liu
33 29 18
Lm1!8Z0|{ !&KU f80|!XÆDU!XC!
XN P

> ages["Zhang"]
Zhang
29
8Z!X0|'_

> fruit <- c(5, 10, 1, 20)
> names(fruit) <- c("orange", "banana", "apple", "peach")
> fruit
orange banana apple peach
5 10 1 20

i D %  S %p||S
2.3

R 0upEB9!f R !B9)\t~!X TG# f

80|un=G#j BK (attribute), C1\un1S (

? ). 4
u~8Z0u~B9 u~ Iq0u~B9 R B9℄ 
(atomic) B9k! (recursive) B9Yp B9!b!X80|upE
2JH (
G\Æe), !XH30B9k!B9!!X0|0H|JH!
B9 u~!X0u~B9
2.3.1  y{R  mode $ length

R B98Y~E2!BK mode(JH) BK length(d<) BK4

8Z!JH logical(xLH)  numeric(G\H)  complex(kGH) 
character(ÆeH), 4

> mode(c(1,3,5)>5)
 2.3 L6s3XN^F 77

[1] "logical"
R B9upn?! null(6\H) H `u~n=! NULL \ LpJ
H >,\ (H| NA, NA 0upn=\ F NULL
2B9\).
p7B90bJH SD~JS is.numeric() !G0|
l is.numeric(x) DfkB9 x 0b G\H dO=u~xLH
is.character() 0|fkB90b ÆeH ##

> z <- 0:9
> is.numeric(z)
[1] TRUE
> is.character(z)
[1] FALSE
d<BK>, R B9!X!~G 4

> length(2:4)
[1] 3
> length(z)
[1] 9
8Z/Sd< 0,
G\H8Zd< >, numeric() C numeric(0),
ÆeH8Zd< >, character() C character(0).
R 0|ag JJH: P

> digits <- as.character(z); digits
[1] "0" "1" "2" "3" "4" "5" "6" "7" "8" "9"
> d <- as.numeric(digits); d
[1] 0 1 2 3 4 5 6 7 8 9
'u~j\G\H! z : ÆeH! digits. 'I~j\ digits 
: \G\H! d, L" d  z 0um!\ R 8SDLm!| as. +!
JH:G
2.3.2 T h C R>e

B90|r 0 d<CSRG d< R /SBfzB9d<!(=j\

L"B9d< 4d|)A(= j\!!Xrv \ (NA), P

78 'IC R p!(
> x <- numeric()
> x[3] <- 17
> x
[1] NA NA 17
p<_B9!d<`Pj\0\0|\

> x <- 1:3
> x <- 1:4
[1] 1 2 3 4
p`>B9!d<;&#`p dju~d<>!N0|\

> x <- x[1:2]
> x
[1] 1 2
> alpha <- 1:10
> alpha <- alpha[2 * 1:5]
> alpha
[1] 2 4 6 8 10
C B9!d<j\

> length(alpha) <- 3
> alpha
[1] 2 4 6

2.3.3 $ attr()  
attributes()

attributes(object) O=B9 object !n=BKl!^> H)A

ÆBK mode  length. P

> x <- c(apple=2.5,orange=2.1); x
apple orange
2.5 2.1
> attributes(x)
$names
[1] "apple" "orange"
 2.4  79

0| attr(object, name) !I+rB9 object ! name !BKP

> attr(x,"names")
[1] "apple" "orange"
q0| attr() GCj\!9|q<BK\C1D!BK P

> attr(x,"names") <- c("apple","grapes"); x
apple grapes
2.5 2.1
> attr(x,"type") <- "fruit"; x
apple grapes
2.5 2.1
attr(,"type")
[1] "fruit"
> attributes(x)
$names
[1] "apple" "grapes"

$type
[1] "fruit"

2.3.4h C R class {R
5 R m0|n=! class BKDUr8B9!:oa| B9! class
BKDp℄B9!J 0|Cz{G
#B9J!H| JH|!S
4
print() GB8ZP!+,SKH| plot() GBH|J
! <ZH|! I
\6"s,u~J!B9! class BK 0|( unclass(object)
G
2.4 q4
}Xm!<ZRpqpJ?pd<Z<ZU<Zpd<Z
rTV!G\ 0| JnI)\#0\<ZU<ZrK\
80 'IC R p!(
0|G\> q0|0ÆeH\ T$rG\_in{!  H&
DX\ F`&D℄JCXG<Z
K?^Ys U<Z
!
Q
2.4.1 factor()  

 K<ZpH|>,SK 5 R pm \}uVl (

(factor) D>,LpJH!<ZP
W 5 Z!K? <Z>,
> sex <- c("M","F","M","M", "F")
> sexf <- factor(sex); sexf
[1] M F M M F
Levels: F M
G factor() Du~8Z:|l u~Tu"I+ 
factor(x, levels = sort(unique(x), na.last = TRUE),
labels, exclude = NA, ordered = FALSE)
Tm x 08Z levels 0KI 0| J^1Kr\ H^1" x !H
|\Dn labels 0|D^1KI!=\ H^1"Kr\!B

Æe exclude QGD^1p: v \ (NA) !!X\N!


^1\ levels, :!' i ~!Xd#KIm' j ~"!X\r "j",

d!\z,5 levels m :B
!X\r NA. ordered r\ M
(TRUE) " >,KI0U! (:|U); b: (v\) 0U!
0| is.factor() fkB90b  as.factor() u~8Z:
lu~
G levels() 0|!KI

> sex.level <- levels(sexf); sex.level
[1] "F" "M"
B8Z 0G table() D}XJG#!EGP

> sex.tab <- table(sexf); sex.tab
sexf
F M
2 3
 2.4  81

>,!K 3 z 1K 2 z table() !0u~!X!8Z !X

KI !X\ pKI!z,EG table !(SK 5'8>u

2.4.2 
tapply()

{\W 5 Z!K? 8W 5 Z!x ℄nx!I

)\
> height <- c(174, 165, 180, 171, 160)
> tapply(height, sex, mean)
F M
162.5 175.0

G tapply() !u"(|+ 
tapply(X, INDEX, FUN = NULL, ..., simplify = TRUE)

Tm X 0uB9 { 0u8Z INDEX 0 X |md<! FUN 0P

pX\!G simplify 0xL<Z r TRUE(v)  FALSE.
2.4.3 
gl()

gl() G0|S;&a Tu"K0

gl(n, k, length = n*k, labels = 1:n, ordered = FALSE)

Tm n KIG k qk!G length !d< labels 0u~ n

Æ8Z >,KI ordered 0xL<Z >,0b U v\
FALSE.

> gl(3,5)
[1] 1 1 1 1 1 2 2 2 2 2 3 3 3 3 3
Levels: 1 2 3
> gl(3,1,15)
[1] 1 2 3 1 2 3 1 2 3 1 2 3 1 2 3
Levels: 1 2 3
82 8Q% R .U3Kz
2.5 k( <%d
2.5.1 e?;3 Æ
G (array) 0|,l0D~(=!JH/|!!X!N! !0G
\H!G
P q0|TdJH (
ÆeHxLHkGH). R 0|"
~&l LG n?0P (IÆG).
Gu~nQBK}ÆG8Z (dim BK), ÆG8Z0u~!XrSR
G\!8Z Td<0G!ÆG 4
ÆG8ZY~!X"G IÆG
(P). ÆG8Z!u~!X^1\p(=!Æ (=!( 1.

1. R A
_ o ? ;

8Z`1\ÆG8Z (dim BK) 'N&1,0G4


> z<-1:12
> dim(z)<-c(3,4)
> z
[,1] [,2] [,3] [,4]
[1,] 1 4 7 10
[2,] 2 5 8 11
[3,] 3 6 9 12
P!!X0^V!q0|8Z1 uÆG P

> dim(z)<-12
> z
[1] 1 2 3 4 5 6 7 8 9 10 11 12

2. u array() j';
R p0| array() GZ7G T7I+
array(data = NA, dim = length(data), dimnames = NULL)
Tm data 0u~8ZG# dim 0GÆ!d< v" "8Z!d<
dimnames 0GÆ!Æ v" 6

> X <- array(1:20,dim=c(4,5))
au~ 4 × 5 !IÆG (P), P
 2.5 DÆGP 83

> X
[,1] [,2] [,3] [,4] [,5]
[1,] 1 5 9 13 17
[2,] 2 6 10 14 18
[3,] 3 7 11 15 19
[4,] 4 8 12 16 20
fupS+
> Z <- array(0,dim=c(3, 4, 2))
d1\u~ 3 × 4 × 2 !ÆG T!X) 0. LpSK DBGy
*3
3. u matrix()     Æ

G matrix() 07P (IÆG) !G T7I+

matrix(data=NA, nrow=1, ncol=1, byrow=FALSE, dimnames=NULL)
Tm data 0u~8ZG# nrow 0P!JG ncol 0P!^G
byrow=TRUE " lP!G#JVf v"/ byrow=FALSE, G#
^Vf dimnames 0GÆ!Æ v" 6

7u~ 3 × 5 !P
> A<-matrix(1:15, nrow=3,ncol=5,byrow=TRUE)
> A
[,1] [,2] [,3] [,4] [,5]
[1,] 1 2 3 4 5
[2,] 6 7 8 9 10
[3,] 11 12 13 14 15
(Yp|+℄!|+0#a!
> A<-matrix(1:15, nrow=3,byrow=TRUE)
> A<-matrix(1:15, ncol=5,byrow=TRUE)

t&m! byrow=TRUE s, :G#^Vf
2.5.2 ;6 ,

G8Zum 0|BGm!!X JU C J0\

84 'IC R p!(
1. ;6,
pUG!~!X `pCzGSA$!7℄+!(=P
0
a[2, 1, 2].

> a <- 1:24
> dim(a) <- c(2,3,4)
> a[2, 1, 2]
[1] 8
 uJ80|5u~(=fCu~(=8Z >,LuÆrzb^
1(=!!X
a[1, 2:3, 2:3] rzb'u(= 1, 'I(= 2 C 3,
'(= 2 C 3 !!X

> a[1, 2:3, 2:3]
[,1] [,2]
[1,] 9 15
[2,] 11 17
 'uÆ`u~(= b|3\ !0u~ÆG8Z 2 × 2
!G
f
tCuÆ!(= :>,pÆuXP

> a[1, , ]
[,1] [,2] [,3] [,4]
[1,] 1 7 13 19
[2,] 3 9 15 21
[3,] 5 11 17 23
rzb'u(= 1 !!X u~I 3 × 4 !G
> a[ , 2, ]
[,1] [,2] [,3] [,4]
[1,] 3 9 15 21
[2,] 4 10 16 22
rzb'I(= 2 !!Xu~ 2 × 4 !G
> a[1,1, ]
[1] 1 7 13 19
 2.5 DÆGP 85

:`&u~d< 4 !8Z H30G a[ , , ] C a[] 8>,R~

G4

> a []<-0

0|5Hq<GÆG!vp(!X8jl 0.
8upn=(=&K0BG`u~(=8Z (08Z H0G),
4

> a[3:10]
[1] 3 4 5 6 7 8 9 10

L"*tG!ÆGF"> +,0BG!G#8ZrN
2. 0  R ;6 ,

5 R fm d0|Gm!{ f!!X GU TSK0

u~IÆG G!(= IÆG!uJ0u~!X!(= ^G
G!ÆGP
pÆ!I 2 × 3 × 4 !G a !' [1,1,1], [2,2,3],
[1,3,4], [2,1,4] R~!X u~RrU *1u~)L(=
 J!IÆG
> b <- matrix(c(1,1,1,2,2,3,1,3,4,2,1,4), ncol=3, byrow=T)
> b
[,1] [,2] [,3]
[1,] 1 1 1
[2,] 2 2 3
[3,] 1 3 4
[4,] 2 1 4
> a[b]
[1] 1 16 23 20

rz!0u~8Z80|BLR~!Xj\

> a[b] <- c(101,102,103,104)

C
> a[b] <- 0
86 8Q% R .U3Kz
2.5.3 ;R
0|BGXd JR:0\ (+  −  ∗  /), L" J!0GB
!
X!R:0\ Q_0\!Gu"
p0/|I! (dim BKu/|). P


> A <- matrix(1:6, nrow=2, byrow=T); A
[,1] [,2] [,3]
[1,] 1 2 3
[2,] 4 5 6
> B <- matrix(1:6, nrow=2); B
[,1] [,2] [,3]
[1,] 1 3 5
[2,] 2 4 6
> C <- matrix(c(1,2,2,3,3,4), nrow=2); C
[,1] [,2] [,3]
[1,] 1 2 3
[2,] 2 3 4
> D <- 2*C+A/B; D
[,1] [,2] [,3]
[1,] 3 4.666667 6.6
[2,] 6 7.250000 9.0
L~P0|, G!_iK0\Gn0\~"P0\!K
j G!n{K0\$[Æ0GmB
f!!X0\
IHue!8Z (CG) q0| JR:0\ u"!:0t8Z (C
G) m!G#B
8Z (CG) m!G# J0\ >8Z (CG) !
G#\7( F0|d8Z (CG) G# J< C0&*h|
!GBKP

> x1 <- c(100,200)
> x2 <- 1:6
> x1+x2
[1] 101 202 103 204 105 206
> x3 <- matrix(1:6, nrow=3)
 2.5 DÆGP 87

> x1+x3
[,1] [,2]
[1,] 101 204
[2,] 202 105
[3,] 103 206
0|, 8ZG|0\" 8Z^<Y~GH<" R
>pzz

> x2 <- 1:5
> x1+x2
[1] 101 202 103 204 105
zF"
d!=B9d<H0>!=B9d<!R/G in: x1 + x2
2.5.4 Æ R 

LMg& R pmP!E20\
1. -
BP A, G t(A) >,P A !f P A .
T

> A<-matrix(1:6,nrow=2); A
[,1] [,2] [,3]
[1,] 1 3 5
[2,] 2 4 6
> t(A)
[,1] [,2]
[1,] 1 2
[2,] 3 4
[3,] 5 6

2. KrÆRQÆo
G det() 0nSPJ^+!\

> det(matrix(1:4, ncol=2))
[1] -2
88 'IC R p!(
3. A
R)8
B n Æ8Z x, 0|,l n × 1 PC 1 × n P x  y 0/|
ÆG!8Z : x %*% y>,xy$H. P
,
> x <- 1:5; y <- 2*1:5
> x %*% y
[,1]
[1,] 110
G crossprod() 0$H0\G (>,x\nH), crossprod(x,y) X\
8Z x  y !$H P ’t(x) %*% y’. crossprod(x)>,xx!$H, P kxk .
2
2

JS& tcrossprod(x,y) >, ’x %*% t(y)’, Pxy!H, qj \

H tcrossprod(x) >, x  x H
4. A
R # 8 (88)

 x, y 0 n Æ8Z : x %o% y>,xyH. P
,

> x <- 1:5; y <- 2*1:5
> x %o% y
[,1] [,2] [,3] [,4] [,5]
[1,] 2 4 6 8 10
[2,] 4 8 12 16 20
[3,] 6 12 18 24 30
[4,] 8 16 24 32 40
[5,] 10 20 30 40 50
G outer() 0H0\G outer(x,y) X\8Z x  y !H d
#a x %o% y.
G outer() !u"-|+
outer(X, Y, fun = "*", ...)
Tm X, Y P (C8Z), fun 0H0\G v\ nK0\G
outer() 5?gÆq"W  d0lu~ X  Y !|d5
?gÆq!Kt5'C 3.3.1 mu
5. Æ Ro
 2.5 DÆGP 89

P A  B $/|!ÆG : A * B >,PmB

!!X!n
H A % * % B >,{ (!Y~P!nH (xpnP A !^G#
P B !JG).

> A <- array(1:9,dim=(c(3,3)))
> B <- array(9:1,dim=(c(3,3)))
> C <- A * B; C
[,1] [,2] [,3]
[1,] 9 24 21
[2,] 16 25 16
[3,] 21 24 9
> D <- A %*% B; D
[,1] [,2] [,3]
[1,] 90 54 18
[2,] 114 69 24
[3,] 138 84 30
nK!0\:0|,z x % * % A % * % x>,!0IH.
G crossprod(A,B) >,!0 t(A) % * % B, G tcrossprod(A,B) >
,!0 A % * % t(B).
6. e ?hU Æ $ ÆO hU 
G diag() vEd!<Z  v 0u~8Z" diag(v) >,| v !
!X Bz.!X!BzP M 0u~P" : diag(M) >,!0r M B
z.Æ!!X!8Z

> v<-c(1,4,5)
> diag(v)
[,1] [,2] [,3]
[1,] 1 0 0
[2,] 0 4 0
[3,] 0 0 5
> M<-array(1:9,dim=c(3,3))
> diag(M)
[1] 1 5 9
90 8Q% R .U3Kz
[ :R rA ; $ K Æ R , Æ
7.

n.KSo Ax = b, TgI+ solve(A,b), nP A !+ T

gI+ solve(A). P
   
1 2 3 1
   
   
A= 4 5 6 , b= 1 
   
7 8 10 1

:So Ax = b ! x nP A !+P B !g
(

> A <- t(array(c(1:8, 10),dim=c(3,3)))
> b <- c(1,1,1)
> x <- solve(A,b); x
[1] -1.000000e+00 1.000000e+00 -4.728549e-16
> B <- solve(A); B
[,1] [,2] [,3]
[1,] -0.6666667 -1.333333 1
[2,] -0.6666667 3.666667 -2
[3,] 1.0000000 -2.000000 1

8. K ÆR{A

G eigen(Sm) 0nBjP Sm !nQ\nQ8Z TgI+

> ev <- eigen(Sm)
: ev V BjP Sm nQ\nQ8Z 0^>I+ z! ^>
!r-l 2.6  Tm ev$values 0 Sm !nQ\l!8Z ev$vectors 0
Sm !nQ8Zl!P

> Sm<-crossprod(A,A)
> ev<-eigen(Sm); ev
$values
[1] 303.19533618 0.76590739 0.03875643
$vectors
[,1] [,2] [,3]
[1,] -0.4646675 0.833286355 0.2995295
 2.5 Ma v/ 91

[2,] -0.5537546 -0.009499485 -0.8326258

[3,] -0.6909703 -0.552759994 0.4658502

9. Æ R ?p w[
G svd(A) 0BP A U\℄ P A = UDV , Tm U, V 0S T

xP D BzP q0P A !U\ svd(A) !O=\q0^>

svd(A)$d >,P A !U\ PP D !Bz.Æ!!X svd(A)$u B

!0SxP U, svd(A)$v B
!0SxP V . P

> svdA<-svd(A); svdA
$d
[1] 17.4125052 0.8751614 0.1968665
$u
[,1] [,2] [,3]
[1,] -0.2093373 0.96438514 0.1616762
[2,] -0.5038485 0.03532145 -0.8630696
[3,] -0.8380421 -0.26213299 0.4785099
$v
[,1] [,2] [,3]
[1,] -0.4646675 -0.833286355 0.2995295
[2,] -0.5537546 0.009499485 -0.8326258
[3,] -0.6909703 0.552759994 0.4658502
> attach(svdA)
> u %*% diag(d) %*% t(v)
[,1] [,2] [,3]
[1,] 1 2 3
[2,] 4 5 6
[3,] 7 8 10
5Æ!&m attach(svdA) 0M(!<Z u, v, d 0oB svdA
!  attach() G!(SKt5 2.6.2 1'
10. K Æ R QÆo R 

G det(A) 0nP A !J^+\

92 8Q% R .U3Kz
> det(A)
[1] -3

11. =E+'{ QR w[
G lsfit() !O=\0=In(!! g
> lsfit.sol <- lsfit(X, y)
z=In(! Tm y 0Y8Z X 0XPP

x 0.0 0.2 0.4 0.6 0.8
y 0.9 1.9 2.8 3.3 4.2

.K=In(! Tg
(
> x<-c(0.0, 0.2, 0.4, 0.6, 0.8)
> y<-c(0.9, 1.9, 2.8, 3.3, 4.2)
> lsfit.sol <- lsfit(x, y)
!X\0^>I+ (^>!r-t5 2.6 lv)
> lsfit.sol
$coefficients
Intercept X
1.02 4.00
$residuals
[1] -0.12 0.08 0.18 -0.12 -0.02
$intercept
[1] TRUE
$qr
$qt
[1] -5.85849810 2.52982213 0.23749843 -0.02946714 0.10356728
$qr
Intercept X
[1,] -2.2360680 -0.8944272
[2,] 0.4472136 0.6324555
[3,] 0.4472136 -0.1954395
 2.5 Ma v/ 93

[4,] 0.4472136 -0.5116673

[5,] 0.4472136 -0.8278950
$qraux
[1] 1.447214 1.120788
$rank
[1] 2
$pivot
[1] 1 2
$tol
[1] 1e-07
attr(,"class")
[1] "qr"
Tm $coefficients 0(!&G $residuals 0(!R` T QG*H
2 ^0,5.'}
 lsfit() GÆd&!G0 ls.diag(), d z(!! uJ!}
XF"
fu~=In(uÆd&!G0 QR ℄G qr(), d!|J
G 
(G qr(), qr.coef(), qr.fitted()  qr.resid(). \ u
JLLg 8,Æ!P
> X<-matrix(c(rep(1,5), x), ncol=2)
> Xplus <- qr(X); Xplus
$qr
[,1] [,2]
[1,] -2.2360680 -0.8944272
[2,] 0.4472136 0.6324555
[3,] 0.4472136 -0.1954395
[4,] 0.4472136 -0.5116673
[5,] 0.4472136 -0.8278950
$rank
[1] 2
$qraux
94 8Q% R .U3Kz
[1] 1.447214 1.120788
$pivot
[1] 1 2
attr(,"class")
[1] "qr"
QR℄G qr() >!XPPp_| 1 !X!^ TO=\0^>
Tm $qr P!ÆzP0 QR ℄m! R P (zP0 QR ℄
!SxP Q !K℄F" $qraux 0 Q !o_F" LY~QG!
G lsfit() !0/|!
0 QR ℄!X\=In!&G
> b <- qr.coef(Xplus, y); b
[1] 1.02 4.00
!&GG lsfit() q0/|!  #LpSKX\#L0
 QR ℄5X\=In(!" TX\`4u"SKp=
JS& 0|{ QR ℄=In!(!\R`\
> fit <- qr.fitted(Xplus, y); fit
[1] 1.02 1.82 2.62 3.42 4.22
> res <- qr.resid(Xplus, y); res
[1] -0.12 0.08 0.18 -0.12 -0.02

2.5.5 { Æ (;) yR

1. O Æ R '

G dim(A) P A !ÆG G nrow(A) P A !JG G

ncol(A) P A !^G

> A<-matrix(1:6,nrow=2); A
[,1] [,2] [,3]
[1,] 1 3 5
[2,] 2 4 6
> dim(A)
[1] 2 3
 2.5 Ma v/ 95

> nrow(A)
[1] 2
> ncol(A)
[1] 3

Æ R'/
2.

G cbind() T <Z#8Dlu~P rbind() T <Z8

Dlu~P cbind() ! <Z0PC,^8Z!8Z" <Z!
x<
p/# rbind() ! <Z0PC,J8Z!8Z" <Z!=
<
p/#
Q!C! <Z4T<Z> :\7G'!C

> x1 <- rbind(c(1,2), c(3,4)); x1
[,1] [,2]
[1,] 1 2
[2,] 3 4
> x2 <- 10+x1
> x3 <- cbind(x1, x2); x3
[,1] [,2] [,3] [,4]
[1,] 1 2 11 12
[2,] 3 4 13 14
> x4 <- rbind(x1, x2); x4
[,1] [,2]
[1,] 1 2
[2,] 3 4
[3,] 11 12
[4,] 13 14
> cbind(1, x1)
[,1] [,2] [,3]
[1,] 1 1 2
[2,] 1 3 4

3. Æ Rz 
 A 0u~P :G as.vector(A) 0|tP3 8Z

96 'IC R p!(
> A<-matrix(1:6,nrow=2); A
[,1] [,2] [,3]
[1,] 1 3 5
[2,] 2 4 6
> as.vector(A)
[1] 1 2 3 4 5 6

4. ;R'"7
G0|u~BK dimnames *Æ!~(=!Æ v" NULL.


> X <- matrix(1:6, ncol=2,
dimnames=list(c("one","two","three"), c("First","Second")),
byrow=T); X
First Second
one 1 2
two 3 4
three 5 6
q0|*1P X x'3 dimnames(X) j\P

> X<-matrix(1:6, ncol=2, byrow=T)
> dimnames(X) <- list(
c("one", "two", "three"), c("First", "Second"))
BP 80|(BK rownames  colnames DUJ^P

> X<-matrix(1:6, ncol=2, byrow=T)
> colnames(X) <- c("First", "Second")
> rownames(X) <- c("one", "two", "three")

5. ;Ro-
0| aperm(A, perm) GG A !Æ perm m^1!DUqD
4^P

> A<-array(1:24, dim = c(2,3,4))
> B<-aperm(A, c(2,3,1))
 2.6 / ` ax 97

 B  A !' 2 Æx\' 1 Æ A !' 3 Æx\' 2 Æ A !' 1 Æx

\'ÆL" B[i,j,k]=A[j,k,i].
BP A, aperm(A, c(2,1)) Y0Pf P t(A).
6. apply  

B8Z 0| sum  mean #GBT JX\BG P

2BTuÆ CtÆ JpX\ 0 apply G Tu"I+
apply(A, MARGIN, FUN, ...)
Tm A u~G MARGIN 0Æ1ÆH< FUN 0DX\!G

> A<-matrix(1:6,nrow=2); A
[,1] [,2] [,3]
[1,] 1 3 5
[2,] 2 4 6
> apply(A,1,sum)
[1] 9 12
> apply(A,2,mean)
[1] 1.5 3.5 5.5

2.6 .| fu
2.6.1 Æ- (list)
1. Æ -R 

^>0upn?!B9N! d!!XqU ((=) p℄ 0!X

!JH0|0{ B9 H|!XH80|uJH!X2/S0Tdk1G
#JH 4
^>!u~!Xq/S0^>(0
7^>!P
> Lst <- list(name="Fred", wife="Mary", no.children=3,
child.ages=c(4,7,9))
> Lst
$name
[1] "Fred"
98 'IC R p!(
$wife
[1] "Mary"
$no.children
[1] 3
$child.ages
[1] 4 7 9
^>!X0| “^> [[ (= ]]” !|+P

> Lst[[2]]
[1] "Mary"
> Lst[[4]][2]
[1] 7
0 ^>H|8Z `&u~!X
Lst[[1:2]] !K0
H/S!
 “^> [ (= ]” C “^> [ (=P ]” !Kq0!K!
T YqA!YKuH| YqYrz^>!u~!X 
p!XJH/|
(uqA :0^>!u~^> (JH~
^>).
51^>"
^1\!X!Æ (
Lst m! name, wife, no.children,
child.ages), :^>!X80|d!Æ (= |+ “^> [["
!X "]]”,

> Lst[["name"]]
[1] "Fred"
> Lst[["child.age"]]
[1] 4 7 9
fup|+0 “^> $ !X”,

> Lst$name
[1] "Fred"
> Lst$wife
[1] "Mary"
> Lst$child.ages
[1] 4 7 9
 2.6 ^>G#> 99

7^>!u"|+
Lst <- list(name_1=object_1, ..., name_m=object_m)
Tm name 0^>!X!j object 0^>!X!B9
2. Æ -R T 

^>!!X0|Mq `p!Xj\P0
t Fred ql John.

> Lst$name <- "John"

Pp<_u5^z7 R!7℄?0 1980  1600, :>
> Lst$income <- c(1980, 1600)

p{^>!u5 :tp5j6\ (NULL).
R~^>0|TG c() TVD ~ u~^> T!X 
<Z!^>!X

>list.ABC <- c(list.A, list.B, list.C)

3. q0 &Æ -R 
5 R m SDG!O=\0^>
nnQ\nQ8Z!G eigen(),
U\℄G svd() =InGG lsfit() # LMH3uulv 5
"3lv/G! 
2.6.2  et (data.frame)

G#>0 R !upG#d{ 0PI+!G# P^0|

0H|JH!G#>^0u~<Z J0u~Y
0 G#>u"!1d0upn=!^>B9 u~\ “data
.frame” ! class BK ^>l#8R08Z (G\HÆeHxLH ) 
G\H^> CTdG#>8Zl# G#>pu~<Z

8ZWG\H>1ag:  FP^>G#>Lm!l# D
G#>p\T^Gl#G<ZG/|~G!<Z G#><Z!8
ZCP8R$/|!d< (JG).

 u"800|G#>,0up\!P d0|P
I++, 0|BP!(=SKDT!XCN
1.  etR e ?
100 8Q% R .U3Kz
G#>0| data.frame() Gl TK list() G/| 
<Z<lG#>!l℄ <Z0| l <ZP

> df<-data.frame(
Name=c("Alice", "Becka", "James", "Jeffrey", "John"),
Sex=c("F", "F", "M", "M", "M"),
Age=c(13, 13, 12, 13, 12),
Height=c(56.5, 65.3, 57.3, 62.5, 59.0),
Weight=c(84.0, 98.0, 83.0, 84.0, 99.5)
); df
Name Sex Age Height Weight
1 Alice F 13 56.5 84.0
2 Becka F 13 65.3 98.0
3 James M 12 57.3 83.0
4 Jeffrey M 13 62.5 84.0
5 John M 12 59.0 99.5

u~^>!~l℄~G#>l℄!pn d0| as.data.frame()

Gag: G#>4

> Lst<-list(
Name=c("Alice", "Becka", "James", "Jeffrey", "John"),
Sex=c("F", "F", "M", "M", "M"),
Age=c(13, 13, 12, 13, 12),
Height=c(56.5, 65.3, 57.3, 62.5, 59.0),
Weight=c(84.0, 98.0, 83.0, 84.0, 99.5)
); Lst
$Name
[1] "Alice" "Becka" "James" "Jeffrey" "John"
$Sex
[1] "F" "F" "M" "M" "M"
$Age
[1] 13 13 12 13 12
$Height
 2.6 / ` ax 101

[1] 56.5 65.3 57.3 62.5 59.0

$Weight
[1] 84.0 98.0 83.0 84.0 99.5
: as.data.frame(Lst) 0 df /|!G#>
u~P0| data.frame() : u~G#>
d"D^:T
^1 G#>!<Zb:&} 4 P!^Vu~<Z

> X <- array(1:6, c(2,3))
> data.frame(X)
X1 X2 X3
1 1 3 5
2 2 4 6

2. etRsu
G#>!X!SKP!X!SK/| 0|((=C(=8
Z q0|(ÆCÆ8Z

> df[1:2, 3:5]
Age Height Weight
1 13 56.5 84
2 13 65.3 98
G#>!<Zq0|^> (PIA [[ ]] C $ e).

> df[["Height"]]
[1] 56.5 65.3 57.3 62.5 59.0
> df$Weight
[1] 84.0 98.0 83.0 84.0 99.5
G#>!<ZBK names 1 BKu10W6!G#>!Jq0|
1Æ 0| rownames BK1

> names(df)
[1] "Name" "Sex" "Age" "Height" "Weight"
> rownames(df)<-c("one", "two", "three", "four", "five")
> df
Name Sex Age Height Weight
102 8Q% R .U3Kz
one Alice F 13 56.5 84.0
two Becka F 13 65.3 98.0
three James M 12 57.3 83.0
four Jeffrey M 13 62.5 84.0
five John M 12 59.0 99.5


3. attach()
G#>!{p
0*}Xs!G# R !}Xs&8Pp|G
#> >G#q0|G#>lupPD L5(G#>!<
Z"0| “G#> $ <Z” !YK0 Lm(|{M R p\
attach() G0|G#>m!<Z “T” $m Lm;G#>G#!
-P

> attach(df)
> r <- Height/Weight; r
[1] 0.6726190 0.6663265 0.6903614 0.7440476 0.5929648
'u&t5℄6dsQu~D<Z r, dH> 4 G#> df m
pD<Zj\G#>m 0|
> df$r <- Height/Weight
Lm!|+
\r;T `p- detach()(QGP0).
 R mÆ6d!L04|9n!d50J"*ru~<ZVa
l> 5;r~<Z"L~<ZVal>m℄8'^G G℄!
u~5j\"05f 1 j\ ({Wn?^15Tdfj\). attach() !
vf05<ZVal>!f 2, detach() vq0s,f 2. b|
R :o!u~ lq0*\u~ SCj\!<Z"0&Hz
  L~<Z{5Valm~f1 LmHOoU!-6 P
phELm!q
attach() {\0|TG#> q0|T^>

2.6.3 Æ - { etR(<

PpB^>CG#>m!G# J:L q0-G edit() J:

LMq Tg|+
 2.7 ;CG#p 103

> xnew <- edit(xold)

Tm xold 0"^>CG#> xnew 0Mq'!^>CG#> "G
# xold Cq4 q4!G#V5 xnew m
G edit() q0|B8Z GCPJH!G# JMqC:L
2.7 dI f , Q
5
}XZm G#Zu"04|! <Zq"D
ÆDSKD
sQG#N 0H0r!ÆDSK1ZG#Z<Z!℄B
ZG#<Z u"
5T pm> (CG#D%0T p!>z),
3; R m L R pDp;G#p!SK
f b!X\qH
`5KÆ>z
*5pm |0(

LMu R p;CG#p!SK
2.7.1 H + # + P

;2pY~G u~0 read.table() G fu~0 scan()

G
1. read.table( )  

read.table() G0;>|I+!p “>” G#{>u~

2p "houses.data" m T|+
(
Price Floor Area Rooms Age Cent.heat
01 52.00 111.0 830 5 6.2 no
02 54.75 128.0 710 5 7.5 no
03 57.50 101.0 1000 5 4.2 no
04 57.50 131.0 690 6 8.8 no
05 59.75 93.0 900 5 1.9 yes
Tm'uJ <Z 'u^ YmU
O read.table() G0;G#

> rt <- read.table("houses.data")
104 8Q% R .U3Kz
"<Z rt 0u~G#> TI+2p "houses.data" |+/|
Bd JY6 
> is.data.frame(rt)
[1] TRUE

G#pm'u^YmU

Price Floor Area Rooms Age Cent.heat
52.00 111.0 830 5 6.2 no
54.75 128.0 710 5 7.5 no
57.50 101.0 1000 5 4.2 no
57.50 131.0 690 6 8.8 no
59.75 93.0 900 5 1.9 yes
:/
!gq
> rt <- read.table("houses.data", header=TRUE)
5 rt > 4_ÆYmU
read.table() !(|+
read.table(file, header = FALSE, sep = "", quote = "\"’",
dec = ".", row.names, col.names, as.is = FALSE,
na.strings = "NA", colClasses = NA, nrows = -1,
skip = 0, check.names = TRUE,
fill = !blank.lines.skip, strip.white = FALSE,
blank.lines.skip = TRUE, comment.char = "#")
Tm file 0;G#!p header=TRUE >,b;G#!'uJ <Z
b: (v\) 'uJ G# sep 0G#℄}!Æe { 6|
℄}e skip >,;G#"w!JGT QG!Kkl'}
2. scan( )  

scan() G0|Z;2pG#P
 15 Z!rqG#{

>u~2p "weight.data" m T|+
(
75.0 64.0 47.4 66.9 62.2 62.2 58.7 63.5
66.6 64.0 57.0 69.0 56.9 50.0 72.0
:
 2.7 F>axU 105

w <- scan("weight.data")
tpm! 15 ~G#; Cj 8Z w.
`G#mH|!BK
(
172.4 75.0 169.3 54.8 169.3 64.0 171.4 64.8 166.5 47.4
171.4 62.2 168.2 66.9 165.1 52.0 168.8 62.2 167.8 65.0
165.8 62.2 167.8 65.0 164.4 58.7 169.9 57.5 164.9 63.5
... ... ... ... ... ... ... ... ... ...
0 100 Z!xrq!G# V52G#p "h_w.data", Tm'
1  3  5  7  9 ^0x (cm), ' 2  4  6  8  10 ^0rq (kg), :
> inp <- scan("h_w.data", list(height=0, weight=0))
tG#; C|^>!S+j <Z inp.
> is.list(inp)
[1] TRUE
0|t scan() ;!G#VlPI+
t “weight.data” m!
rqG#V5u~ 3 J 5 ^!Pm FeG#JVfTg|+
> X <- matrix(scan("weight.data", 0),
nrow=3, ncol=5, byrow=TRUE)
Read 15 items
> X
[,1] [,2] [,3] [,4] [,5]
[1,] 75.0 64.0 47.4 66.9 62.2
[2,] 62.2 58.7 63.5 66.6 64.0
[3,] 57.0 69.0 56.9 50.0 72.0
℄u!G matrix() !K (YpCK0#a!
> X <- matrix(scan("input.dat", 0), ncol=5, byrow=TRUE)
> X <- matrix(scan("input.dat", 0), nrow=3, byrow=TRUE)
q0| scan() GZ KÆ>G#

> x<-scan()
1: 1 3 5 7 9
6:
106 'IC R p!(
Read 5 items
> x
[1] 1 3 5 7 9
scan() ;p!u"|+
scan(file = "", what = double(0), nmax = -1,
n = -1, sep = "",
quote = if(identical(sep, "\n")) "" else "’\"",
dec = ".", skip = 0, nlines = 0, na.strings = "NA",
flush = FALSE, fill = FALSE, strip.white = FALSE,
quiet = FALSE, blank.lines.skip = TRUE,
multi.line = TRUE, comment.char = "",
allowEscapes = TRUE)
Tm file p what ^1u~^> :^>5!JH Pp;r!
JH skip 7g0|wp!+*H;JG sep 7g0|^1G#d!
℄}eTdQGl'}p
2.7.2 =  o R  e + P

R p{\0|;2p 80|;T }Xp|+!G#

Minitab  S-Plus  SAS  SPSS #p;T |+G#: 8R*-
"foreign" ;dHB R !$5; Pp5(℄--!SK"g
; `Pmg
> library(foreign)
C 2.1.3 !2oU)-
1. SPSS  SAS  S-PLUS  Stata  e + P

{WG#> 2.2 b,℄?l SPSS G#p ("educ_scores.sav") 

SAS G#p ("educ_scores .xpt")  S-Plus G#p ("educ_scores") 
Stata G#p ("educ_scores .dta").
; SPSS p!|+0
> rs <- read.spss("educ_scores.sav")
T<Z rs 0u~^>
\IlG#> :g|+
 2.7 ;CG#p 107

- 2.2: 'WWe e
Sex of
Language Analogical Geometric student
Aptiude Reasoning Reasoning (Male = 1)
Student (x1 ) (x2 ) (x3 ) (x4 )
A 2 3 15 1
B 6 8 9 1
C 5 2 7 0
D 9 4 3 1
E 11 10 2 0
F 12 15 1 0
G 1 4 12 1
H 7 3 4 0

> rs<-read.spss("educ_scores.sav", to.data.frame=TRUE)

; SAS p!|+0
> rx <- read.xport("educ_scores.xpt")
T<Z rx 0u~G#>
; S-Plus p!|+0
> rs <- read.S("educ_scores")
T<Z rs 0u~G#>
; Stata p!|+0
> rd <- read.dta("educ_scores.dta")
T<Z rd 0u~G#>
2. Excel  e + P
tÆDG# Excel > ("educ_scores.xls"),  R pKZ; Excel
> Ppt Excel > 3lT |+ x'N&1 R p;z
'up3|+0t Excel >3l “2p (g>e℄})” p

2.18 b,
108 8Q% R .U3Kz

2.18: t Excel > 2p

G read.delim() ;p2p P
> rd <- read.delim("educ_scores.txt")
!<Z rd 0u~G#>
'Ip3|+0t Excel >3l “CSV(7℄})” p
2.19 b
,
G read.csv() ;p2p P
> rc <- read.csv("educ_scores.csv")
!<Z rc 0u~G#>
2.7.3  X EW R  er

R pmp\ 50 D~G#:T 0O!p) 0| data() 

G-LG#:p)
> data()
g ^z5E2p) (base) b0O!G#N
2u~G#N
`P5Am_/
!Æ

> data(infert)
 2.7 ;CG#p 109

2.19: t Excel > CSV p

Pp T !p)VG# 0|(QG package, P

> data(package="nls")
> data(Puromycin,package="nls")

u~p){1 library o_5:m :L~G#:t 4&1)5T
m

> library(nls)
> data()
> data(Puromycin)
5 data() m {)E2p) (base) 8) nls p)
2.7.4 H e + P


1. write( )

write() GCG#p!|+0
write(x, file = "data",
ncolumns = if(is.character(x)) 1 else 5,
110 'IC R p!(
append = FALSE)
Tm x 0G# { 0P q0|08Z file 0p (v"p
"data"). append=TRUE " 5"pÆu_G#b: (FALSE, v\) Cu~
DpTdQGl'}p
2. write.table( )   $ write.csv( )  
B^>G#CG#>G# 0| write.table() GC write.csv()
GC2|+!G#p C CSV |+! Excel G#p P

> df <- data.frame(
Name=c("Alice", "Becka", "James", "Jeffrey", "John"),
Sex=c("F", "F", "M", "M", "M"),
Age=c(13, 13, 12, 13, 12),
Height=c(56.5, 65.3, 57.3, 62.5, 59.0),
Weight=c(84.0, 98.0, 83.0, 84.0, 99.5)
)
> write.table(df, file="foo.txt")
> write.csv(df, file="foo.csv")
write.table() G write.csv() G!(|+
write.table(x, file = "", append = FALSE, quote = TRUE,
sep = " ", eol = "\n", na = "NA", dec = ".",
row.names = TRUE, col.names = TRUE,
qmethod = c("escape", "double"))

write.csv(..., col.names = NA, sep = ",",

qmethod = "double")
Tm x 0B9 file 0p append=TRUE " 5"pÆu_G#b:
(FALSE, v\) Cu~Dp sep 0G#d}ÆeTdQGl'}p

p  2.8

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 2.8 ÆB5 111

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t~> +0|V5uVlu~k!> +  u~> +(
!/A “ { }” >,
R fqp\TdxQoUf!℄U\7#oU7g

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1. if / else } g
if / else &0℄U&m{p!& if / else &!|+
if(cond) statement_1
if(cond) statement_1 else statement_2
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vp cond lQ :[J> + statement_1; b:w
'I&! 0
vp cond lQ :[J> + statement_1; b:[J
> + statement_2.
P

if( any(x <= 0) ) y <- log(1+x) else y <- log(x)
g(!g
y <- if( any(x <= 0) ) log(1+x) else log(x)
#a
B if / else & 8(!K
if ( cond_1 )
statement_1
else if ( cond_2 )
statement_2
else if ( cond_3 )
statement_3
else
statement_4

2. switch }g
switch &0D℄U& T(SK0
112 8Q% R .U3Kz
switch (statement, list)
Tm statement 0> + list 0^> 0|1
> +!O=
\5 1  length(list), :O=^>/
f!\b:O= “NULL” \P


> x <- 3
> switch(x, 2+2, mean(1:10), rnorm(4))
[1] 0.8927328 -0.7827752 1.0772888 1.0632371
> switch(2, 2+2, mean(1:10), rnorm(4))
[1] 5.5
> switch(6, 2+2, mean(1:10), rnorm(4))
NULL
 list 01" statement #<Z" O=<ZB
!\b:
O= “NULL” \P

> y <- "fruit"
> switch(y,fruit="banana",vegetable="broccoli",meat="beef")
[1] "banana"

2.8.2 #}g{o}g
m_&0 break & break &!0m_\7 (oUw\7
|6&0 next & next &0\V[J FH[J~$jK!$
 break & next &!P t!\7&DM
2.8.3 [ . } g

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1. for [ . } g

for \7!|+
> for (name in expr_1) expr_2
Tm name 0\7<Z expr_1 0u~8Z> + ({ 0~U^
1:20),
expr_2 { 0u> +

7u~ 4 ! Hilbert P
 2.8 ÆB5 113

> n<-4; x<-array(0, dim=c(n,n))

> for (i in 1:n){
for (j in 1:n){
x[i,j]<-1/(i+j-1)
}
}
> x
[,1] [,2] [,3] [,4]
[1,] 1.0000000 0.5000000 0.3333333 0.2500000
[2,] 0.5000000 0.3333333 0.2500000 0.2000000
[3,] 0.3333333 0.2500000 0.2000000 0.1666667
[4,] 0.2500000 0.2000000 0.1666667 0.1428571

2. while [.}g
while \7& while &!|+
> while (condition) expr
vp condition lQ :[J> + expr. P
:Cu~X\ 1000 |$!
Fibonacci G
> f<-1; f[2]<-1; i<-1
> while (f[i]+f[i+1]<1000) {
f[i+2]<-f[i]+f[i+1]
i<-i+1;
}
> f
[1] 1 1 2 3 5 8 13 21 34 55 89 144
[13] 233 377 610 987

3. repeat [.}g
repeat &!|+
> repeat expr
\7vE break &wz\7P
 repeat \7:Cu~X\ 1000
repeat
|$! Fibonacci G!oU
114 8Q% R .U3Kz
> f<-1; f[2]<-1; i<-1
> repeat {
f[i+2]<-f[i]+f[i+1]
i<-i+1
if (f[i]+f[i+1]>=1000) break
}
Ctvp&q if (f[i]+f[i+1]<1000) next else break, q|m!X
\

2.9 ) I6 S
p/S. SsH!=GSD R G~ n=!$
R
KI+ C0|1 uJ!-Lm5("0|(fRS; F
eoUq Z$C S!oU0*Z$( R f!{pSKXu
.$Æ R &}p!(DGG
mean(), var(), postscript()
# 0&}:Cz#C5 R fm!G * SC!G2jÆD
`?
G1!|+
(
> name <- function(arg_1, arg_2, ...) expression
0 R m!> + ({ 0u> +), arg_1, arg_2, ... >,G
expression
!QG> +m V5oU'!F"0G!O=\ O=\0|08Z
G (P) ^>CG#>
-G!|+ name(expr_1, expr_2, ...), Ce5{ "-80!
K!
5- S:C!G (oU) " Ppt{C!G-$m P(
 2.1.3 ! “> R |” g [J source() GG!-
 '!C8>
2.9.1 MNR
3

T oUum R 0|" ~&:C SPp!G

 2.9 [>\A3a 115

2.4 [> wzQ`SZ/FVz3a dV

x3 − x − 1 = 0

O [1, 2] b3z nG^ ε = 10 . −6

[ry*pd [a, b],  f (a)  f (b)  I℄KX\b:y_X\

>zX\ F"
I℄KX\o
(rm) x = ,  f (a)  f (x)  :f b = x;
a+b

b: a = x. pdd<=^1pn" y_X\
2

:CI℄KoU oU bisect.R.

fzero <- function(f, a, b, eps=1e-5){
if (f(a)*f(b)>0)
list(fail="finding root is fail!")
else{
repeat {
if (abs(b-a)<eps) break
x <- (a+b)/2
if (f(a)*f(x)<0) b<-x else a<-x
}
list(root=(a+b)/2, fun=f(x))
}
}
5I℄Kn
!G (oU) m >\ f 0n
!G a, b 0I℄K!
=) eps=1e-5 0<pn 0QG ('t). G (oU) !O
=\0^> y*pdH~pn" O=\ “finding root is fail!”(n

); ~o_vp" O=\ So
!ÆS\5ÆS) !G\
sQn
!W.KG
f<-function(x) x^3-x-1
nd5pd [1, 2] $!

> fzero(f, 1, 2, 1e-6)
$root
[1] 1.324718
116 'IC R p!(
$fun
[1] -1.857576e-06
.$Æ ^H:Cn
G R p{p\nu!So
!G
uniroot(), T(|+
uniroot(f, interval,
lower = min(interval), upper = max(interval),
tol = .Machine$double.eps^0.25, maxiter = 1000, ...)
P
pnP 2.4 !
`P>g
> uniroot(f, c(1,2))
0
$root
[1] 1.324718
$f.root
[1] -5.634261e-07
$iter
[1] 7
$estim.prec
[1] 6.103516e-05
TX\:C!oU!X\0/|!
(:Cu~}X!G — X\Ym2! T }XZ

2.5 h6*\V
A: 79.98 80.04 80.02 80.04 80.03 80.03 80.04 79.97
80.05 80.03 80.02 80.00 80.02
B: 80.02 79.94 79.98 79.97 79.97 80.03 79.95 79.97
Cn*\ V 3 T
C+
[Ym2!S`/| eW : T }XZ!X\+
(X − Y )
T = q , (2.1)
S n11 + n12

Tm
(n1 − 1)S12 + (n2 − 1)S22
S2 = , (2.2)
n1 + n2 − 2
 2.9 [>\A3a 117

℄?0YG#!m2)\ S , S ℄?0YG#!m2S` n , n
X, Y 2
1
2
2 1 2

℄? YG#!~G
H+ (2.1)  (2.2) :C/
!oU oU twosam.R 
twosam <- function(y1, y2) {
n1 <- length(y1); n2 <- length(y2)
yb1 <- mean(y1); yb2 <- mean(y2)
s1 <- var(y1); s2 <- var(y2)
s <- ((n1-1)*s1 + (n2-1)*s2)/(n1+n2-2)
(yb1 - yb2)/sqrt(s*(1/n1 + 1/n2))
}
5G (oU) m >\ y1, y2 0PpX\ T }XZ!YG#G
(oU) !O=\0G\H<Z z/
! T }XZ
>G# A, B, CX\ T }XZ
> A <- c(79.98, 80.04, 80.02, 80.04, 80.03, 80.03,
80.04, 79.97, 80.05, 80.03, 80.02, 80.00, 80.02)
> B <- c(80.02, 79.94, 79.98, 79.97, 79.97, 80.03,
79.95, 79.97)
> twosam(A,B)
[1] 3.472245
5'8>u  T }XZD
XYm2)\0b/|
2.9.2 _ oK Rm 

R p0|1!I!0\ TI+ %anything%.  x, y 0Y~8Z

1 x  y !$H
hx, yi = exp(−kx − yk2 /2),

T0\e %!% >, :I!0\!1
(

"%!%" <- function(x, y) {exp(-0.5*(x-y) %*% (x-y))}

2.9.3 y"4{fQ

LpI+ name=object  z1-Gm!QG :LQG0
|H{ LU z
1
(G
118 'IC R p!(
> fun1 <- function(data, data.frame, graph, limit) {
[function body omitted]
}

:(!p-SK
> ans <- fun1(d, df, TRUE, 20)
> ans <- fun1(d, df, graph=TRUE, limit=20)
> ans <- fun1(data=d, limit=20, graph=TRUE, data.frame=df)

80#a!

5P 2.4 m T<pnr 1e-5(10 −5
), :H8><pn Z>
pd=)P0
> fzero(1,2)
$root
[1] 1.324718
$fun
[1] -1.405875e-05

(OQG!SK:Cu~nW.KSo
! Newton K!oU

2.6 [>Z/FV d3 Newton S3M dzMdZ/FV

(
x21 + x22 − 5 = 0
(x1 + 1)x2 − (3x1 + 1) = 0

3d M: x = (0, 1) , nG^ ε = 10

(0) T −5
.

[nW.KSo
f (x) = 0, f : Rn → Rn ∈ C 1

! Newton K!.|+
x(k+1) = x(k) − [J(x(k) )]−1 f (x(k) ), k = 0, 1, · · · ,
 2.9 [>\A3a 119

Tm J(x) G f (x) ! Jacobi P P

 
∂f1 ∂f1 ∂f1
∂x1 ∂x2
··· ∂xn
 
 ∂f2 ∂f2 ∂f2 
 ∂x1 ∂x2
··· ∂xn

J(x) = 
 .. .. .. ..
.

 . . . . 
 
∂fn ∂fn ∂fn
∂x1 ∂x2
··· ∂xn

 /
!oU oU Newtons.R 
Newtons<-function (fun, x, ep=1e-5, it_max=100){
index<-0; k<-1
while (k<=it_max){
x1 <- x; obj <- fun(x);
x <- x - solve(obj$J, obj$f);
norm <- sqrt((x-x1) %*% (x-x1))
if (norm<ep){
index<-1; break
}
k<-k+1
}
obj <- fun(x);
list(root=x, it=k, index=index, FunVal= obj$f)
}
5G (oU) m ><Z fun 0Sol!G $rI+5
( x 0y*<Z ep 0<pn v" 10 . it_max 0. −5

G v" 100.

G (oU) |^>!I+ >z<Z  root 0So!ÆS\
it 0.G index 0^= index=1 >X\l index=0 >X\
 FunVal 0So5 root !G\
:CnSo!G (oU funs.R)
funs<-function(x){
f<-c(x[1]^2+x[2]^2-5, (x[1]+1)*x[2]-(3*x[1]+1))
120 8Q% R .U3Kz
J<-matrix(c(2*x[1], 2*x[2], x[2]-3, x[1]+1),
nrow=2, byrow=T)
list(f=f, J=J)
}
G (oU) !><Z0 x. 5G (oU) m f 0bnSo!G J 0
/
! Jacobi PG!>z|^>I+ z >zG\/
! Jacobi
P
(npSo
> Newtons(funs, c(0,1))
$root
[1] 1 2
$it
[1] 6
$index
[1] 1
$FunVal
[1] 1.598721e-14 6.217249e-15
PSo! x = (1, 2) , .\ 6 
∗ T

2.9.4 Y 

R G00|(! 0|5G $1G2(!P0(

GX\G\H℄

2.7 z9aCna:8` R , nG^ ε = 10 .5 dx
1 x
−6

[O 4X9Jd!k3oI+ TSK0tpdI#℄ 5

pdÆOoInH+
X\~<pnC .G :y
_X\b:\VtpdB℄:C/
!X\oU oU area.R 
area <- function(f, a, b, eps = 1.0e-06, lim = 10) {
fun1 <- function(f, a, b, fa, fb, a0, eps, lim, fun) {
d <- (a + b)/2; h <- (b - a)/4; fd <- f(d)
a1 <- h * (fa + fd); a2 <- h * (fd + fb)
if(abs(a0 - a1 - a2) < eps || lim == 0)
 %~Q 121

return(a1 + a2)
else {
return(fun(f, a, d, fa, fd, a1, eps, lim - 1, fun)
+ fun(f, d, b, fd, fb, a2, eps, lim - 1, fun))
}
}
fa <- f(a); fb <- f(b); a0 <- ((fa + fb) * (b - a))/2
fun1(f, a, b, fa, fb, a0, eps, lim, fun1)
}
oU!><Z f 01HG a,b 0H℄!=) eps 0H℄<p
n v\ 10 . lim 0B℄pd!Æ- v\ 10, P1HpdD1#
−6

℄ 2 ~pd>z<Z H℄\
10

area G/{oU :*oI+X\zH℄!ÆS\ x'-

G fun1.
fun1 G/oU pG0O(!1S+:C!G T
0tpdB℄ Ok3nH+ 2!X\\Æu!X\\/`
=<pn eps C lim = 0 " :y_X\b:℄?- G
(X\℄*1G
> f <- function(x) 1/x
3X\TH℄\
> quad<-area(f,1,5); quad
[1] 1.609452
pH℄!w\ ln 5 = 1.609438.
4n
2.1 W" w R U UG[- ℄ + x = (1, 2, 3) , y = (4, 5, 6) , d fj
T T

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(1) Cn z = 2x + y + e, G e = (1, 1, 1) ; T

(2) Cn x  y 3b8
122 8Q% R .U3Kz
Cn x  y 38
(3)

2.2 Y 1, 2, · · · , 20 *w 4 × 5 b3v/ Gv/ A R D /[- v/ B

R D E[- d f,)n
(1) C = A + B;
(2) D = AB;
G e = a · b ;
(3) E = (eij )n×n , ij ij ij

(4) F R| A 3 3 E 3 / 3v/

(5) G R|v/ B 3x/ 3v/ ) k  B 38 3 /

2.3  w5+ x, 5+R| 5 w 1, 3 w 2, 4 w 3  2 w 4  Rmz/

rep() a

2.4 B w 5 b3 Hilbert v/
1
H = (hij )n×n , hij = , i, j = 1, 2, · · · , n.
i+j−1

Cn Hilbert v/ H 3E/N
(1)
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(3)  H 3|0:|05+

2.5 h6~ 5 VQB3ax , ` 2.3 qOzax3DNF-ax

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M GV F a g2 At (cm) J (kg)
1 &3 l 14 156 42.0
2 h ` 15 165 49.0
3  l 16 157 41.5
4 )6 ` 14 162 52.0
5 > l 15 159 45.5

Y! 2.5 G3ax` 2.3 3ax> wVU za read.table()

FlU $za write.csv() > w z Excel ` !3U
2.6

dz Excel `!
 $qI 123

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Tm x 0B9 (
8ZPGCG#>), trim 0X\)\℄s,)\`
|G#!4P v\ 0, P)AuKG# na.rm = TRUE " /SG#
mv G#G!O=\0B9!)\
d!( tPD uJ!

3.1 h6 15 QB3J (( )
75.0 64.0 47.4 66.9 62.2 62.2 58.7 63.5
66.6 64.0 57.0 69.0 56.9 50.0 72.0

QBJ3~:
[O mean() GnsQ R p (p exam0301.R)
w <- c(75.0, 64.0, 47.4, 66.9, 62.2, 62.2, 58.7, 63.5,
66.6, 64.0, 57.0, 69.0, 56.9, 50.0, 72.0)
w.mean <- mean(w); w.mean
[J exam0301.R !!uKoUZrq!)\ 62.36.
 x 0P (CG) " G mean() !O=\ CH08Z F0
u~G PPmuKG#!I)\P

> x <- 1:12; dim(x)<-c(3,4)
> mean(x)
[1] 6.5
 mean(1:12) !O=\/| FLM x 0u~ 3 × 4 !P

*PpPJC^!)\ Pp- apply() G (l'IC
2.5.5 ) X\
X\PJ!)\
> apply(x,1,mean)
[1] 5.5 6.5 7.5
X\P^!)\
> apply(x,2,mean)
[1] 2 5 8 11
 3.1 S_
C+ 127

 x 0G#> : mean() !O=\08Z

> mean(as.data.frame(x))
V1 V2 V3 V4
2 5 8 11
0|,zd0^nI)\! Tmg as.data.frame(x)(l'IC 2.6.2 )
0tP x ag3lG#>
 '5D!G#℄" D!G#!>OG#>!I+
Lm;'!G# L
nG sum() 0n)\!G T(|+
sum(..., na.rm = FALSE)
QG na.rm ! )\G mean() m!QG /|

 x 08Z G length(x) !O=\08Z x !d< (ÆG). 
+ (3.1), P 3.1 !)\0(!X\ P
> mean <- sum(w)/length(w); mean
[1] 62.36
0|,z YK!X\0/|!

5G#m G#0 \ 3+ (3.1) H!L\q0
M H&g& mean(w) X\m2)\P

'u~Z!rq>
u~) < 750 [1 "H+ (3.1) X\z!\>z,H!L!,9 ,
u(X\
> w[1] <- 750
> w.mean <- mean(w); w.mean
[1] 107.36
Z!I)rq 107.36 [1 L+x0H!L!

O(DSK 0|i>`BX\!3
> w.mean <- mean(w, trim=0.1); w.mean
[1] 62.53846
Tm trim !r\5 0 d 0.5 Xd >,5X\)\℄Pps, \!4P
OL~QG0|?!q \!BX\!3
na.rm 07gv G#!QGP

 16 Z ' 16 Z
!rqv
H{ !X\SK tH
128 'C G#DK℄
> w.na <- c(75.0, 64.0, 47.4, 66.9, 62.2, 62.2, 58.7, 63.5,
66.6, 64.0, 57.0, 69.0, 56.9, 50.0, 72.0, NA)
> w.mean <- mean(w.na); w.mean
[1] NA
XQG na.rm = TRUE 0|"& LL~q ,u(X\
> w.mean <- mean(w.na, na.rm = TRUE); w.mean
[1] 62.36
B sum() G QG! 0/|! P na.rm = TRUE >,0|n
v G#!
)\G mean() /!G8 weighted.mean(), PX\G#!_t
I)\ $r!(|+
weighted.mean(x, w, na.rm = FALSE)
Tm x 0G\8Z w 0G# x 0t  x !ÆG/|QG na.rm ! 
mean() G/|pG0|BPGX\_tI)\ BG#>H1
 (BG#> weighted.mean() G!X\P!X\0/|
! F mean() GYK!X\0H|!).
2. U B

 n ~G# (Y\)  =!LU4^

x(1) ≤ x(2) ≤ · · · ≤ x(n) ,

j LU}XZ (order statistic), +x =LU}XZ x , LU}XZ (1)

x . (n)

5 R pm sort() YZ!LU}XZ

> x <- c(75, 64, 47.4, 66.9, 62.2, 62.2, 58.7, 63.5)
> sort(x)
[1] 47.4 58.7 62.2 62.2 63.5 64.0 66.9 75.0
$[Æ G sort() H`0 z\m2!LU}XZ 8R!&
T(|+
sort(x, partial = NULL, na.last = NA, decreasing = FALSE,
method = c("shell", "quick"), index.return = FALSE)
 3.1 D}XZ 129

Tm x 0G\CÆeCxLH8Z partial 0K℄4U!^=8Z

na.last 07gv G#!QG  na.last = NA(v\) " H Lv G
# na.last = TRUE " v G#45' na.last = FALSE " v G
#45℄ decreasing 0xL<Z 7gG#4^!LU  decreasing
= FALSE (v\), z!O=\ 0=4U!
 decreasing = TRUE,
:G!O=\=4^ method 04U!SK
 method = "shell"
(v\), :X9 Shell 4UK4U T0\Z O(n );
 method = "quick",
4/3

:O<Y4UK4U BG\H8Z <Y4UK!0\Zu"p$ Shell

4UKindex.return 0xL<Z 07g4U(=!O=\  index.return
= TRUE " (v\ FALSE), G!O=\0u^> ^>!'u~<Z $x 0
4U!LU 'I~<Z0 $ix 04ULU!(=B
!\
(G\P,u(G sort() mpQG!(SK
PptG#
=4 :QG decreasing = TRUE.

> sort(x, decreasing = TRUE)
[1] 75.0 66.9 64.0 63.5 62.2 62.2 58.7 47.4

G#mv G#" CH# Lv G# :H8-R{ QG

> x.na <- c(75.0,64.0,47.4,NA,66.9,62.2,62.2,58.7,63.5)
> sort(x.na)
[1] 47.4 58.7 62.2 62.2 63.5 64.0 66.9 75.0

# 54U'!G#m*hv G# Ctv G#45' : na.last

= TRUE.
tv G#45℄ : na.last = FALSE.

> sort(x.na, na.last = TRUE)

[1] 47.4 58.7 62.2 62.2 63.5 64.0 66.9 75.0 NA
> sort(x.na, na.last = FALSE)
[1] NA 47.4 58.7 62.2 62.2 63.5 64.0 66.9 75.0

 sort() G/!G order() z4U'!(= rank() z

m2!i}XZ  rank() G5'C8>
3. #*
130 'C G#DK℄
mG (median, Y m ) 1 G#4Umdf!\ P
e
(
x ,  n UG",
( n+1
2
)
m = 1  (3.2)
,  n 3G" .
e
x +x (n ) (n +1)
2 2 2

mGDG#mEf!GÆnQrÆ4mGC=!G#~G
R~G#!u%BBj℄I!G# )\mG4|ÆBBh℄I
!G# )\mGH|mG!u+|n)0H< \!3 $
qK d0G#℄m/qp!}XZ
5 R pm G median() YZ!mG

> x <- c(75, 64, 47.4, 66.9, 62.2, 62.2, 58.7, 63.5)
> median(x)
[1] 62.85
median() G!(|+
median(x, na.rm = FALSE)
Tm x 0G\H8Z na.rm 0xL<Z  na.rm = TRUE " G0| L
v G#!8Zb: (na.rm = FALSE, v\) H& Lv G#!
8Z

> x.na <- c(75.0,64.0,47.4,NA,66.9,62.2,62.2,58.7,63.5)
> median(x.na)
[1] NA
> median(x.na, na.rm = TRUE)
[1] 62.85

w *
4.
℄G (percentile) 0mG!tG# =!4^' B
0 ≤ p < 1, d! p ℄)1
(
x ,  np H0RG",
([np]+1)

,  np 0RG" ,
m = 1 p
(3.3)
x +x (np) (np+1)
2
Tm [np] >, np !RGK℄
p ℄Gj ' 100p ℄GrÆR~m2! 100p !Y\Hf
p ℄G
0.5 ℄G m (' 50 ℄G) 0mG m . 5$[X\m
0.5 e
 3.1 D}XZ 131

℄G 0.25 ℄G (' 75 ℄G' 25 ℄G) 4|qp d℄

0.75
?j Æ(R℄G C℄?Y Q = m , Q = m . 3 0.75 1 0.25

5 R pm quantile() GX\YZ!℄G

> w <- c(75.0, 64.0, 47.4, 66.9, 62.2, 62.2, 58.7, 63.5,
66.6, 64.0, 57.0, 69.0, 56.9, 50.0, 72.0)
> quantile(w)
0% 25% 50% 75% 100%
47.40 57.85 63.50 66.75 75.00
quantile() G!u"(|+
quantile(x, probs = seq(0, 1, 0.25), na.rm = FALSE,
names = TRUE, type = 7, ...)
Tm x 0G\l!8Z probs 0 z/
!℄G v"0 0   1

  1. na.rm 0xL<Z  na.rm = TRUE " 0 Lv G#Tl

4
1 3

'}
2 4

\ z 0%, 20%, 40%, 60%, 80%  100% !℄G :X9

> quantile(w, probs = seq(0, 1, 0.2))
0% 20% 40% 60% 80% 100%
47.40 56.98 62.20 64.00 67.32 75.00

3.1.2 w ^ AeRe

>,G#℄ C<o<!nQZS`=`K`R℄K`

<&G=#
1. r;, 0 ; { * p5

S` (variance) 0DG#r\℄K!u~<Zm2S` (sample vari-

ance) 0m2/B)\!B`IS!I) Y s , P 2

n
1 X
s2 = (xi − x)2 . (3.4)
n − 1 i=1

Tm x 0m2!)\
132 83% axS_F`!
m2S`!+Sj m2=` (standard deviation), Y s, P
v
u n
√ u 1 X
s= s =t
2 (xi − x)2 . (3.5)
n − 1 i=1

<&G022G#/B℄K!up<Z Y CV,
s
CV = 100 × (%), (3.6)
x
d0u~Zw!Z ℄G>,
℄o<!}XZ8(^GÆnQ
m2>SIS n
X
CSS = (xi − x)2 . (3.7)
i=1

m2>SIS n
X
USS = x2i . (3.8)
i=1

5 R pm  x 0m2l!8Z : var(x) X\m2S` sd(x)

X\m2=` P sd(x) = var(x). P
B 15 Z!rqG# 
√

> var(w)
[1] 56.47257
> sd(w)
[1] 7.514823
S`G var() =`G sd() !(|+
var(x, y = NULL, na.rm = FALSE, use)
sd(x, na.rm = FALSE)
Tm x 0G\8ZPCG#> na.rm 0xL<Z  na.rm = TRUE "
0 Lv G#Tl'}
S`G var() /!G8 cov()— nAS`P cor() — n
/PLY~Gt5'
B<&G>SIS>SIS#^= Pp:Cg!oU
P
B 15 Z!rqG#
 3.1 }B
133

> cv <- 100*sd(w)/mean(w); cv

[1] 12.05071
> css <- sum((w-mean(w))^2); css
[1] 790.616
> uss <- sum(w^2); uss
[1] 59122.16

:; { , 01
2.
m2K` (Y R) !X\+
R = x(n) − x(1) = max(x) − min(x), (3.9)

Tm x 0m2l!8Zm2K`0Dm2℄K!GÆnQG#*
℄ TK`*
m2Æ(R℄GX`j R℄` C%K` Y R , P 1

R1 = Q3 − Q1 , (3.10)

dq0<Zm2℄K!qpGÆnQ n?B$ \!G# d ℄

K$qK d5qKG#℄m$qp
m2= (Y s ) 1 m
v
u n
u 1 X s
sm = t (xi − x)2 = √ . (3.11)
n(n − 1) i=1 n

Bm2K`m2= 0|g:oSKX\
3.1.3 w1 P/ Re

5'uC! 1.3.5 r!B< (skewness) &G`< (kurtosis) &

G LMm2!B<&G`<&G
1. 5 e 5
m2!B<&G (Y g ) !X\+ 1

X n
n 3 n2 µ3
g1 = (xi − x) = , (3.12)
(n − 1)(n − 2)s3 i=1 (n − 1)(n − 2)s3
134 83% axS_F`!
Tm s 0=` µ 0m2 3 mE P µ = P(x − x) .
n
1 3
3 3 n i
i=1

B<&G022G#!BjK^=)\Bj!G#TB<&G 0,
V℄!G#B<&G S V℄!G#B<&G m
2. ye 5

m2!`<&G (Y g ) !X\+ 2

Xn
n(n + 1) 4 (n − 1)2
g2 = (xi − x) − 3
(n − 1)(n − 2)(n − 3)s4 i=1 (n − 2)(n − 3)
n2 (n + 1)µ4 (n − 1)2
= −3 , (3.13)
(n − 1)(n − 2)(n − 3)s4 (n − 2)(n − 3)

Tm s 0=` µ 0m2 4 mE P µ = P(x − x) .

n
1 4
4 4 n i
i=1

G#!r℄I Sh℄I" `<&GÆS 0; ℄I|Sh℄I!

K℄" `<&G Sb: m`<&G S" YVK=G#|
D`<&G m" YVK=G#|
':Cu~}X!G (oU data_outline.R), X\m2!p
DK}XZ
data_outline <- function(x){
n <- length(x)
m <- mean(x)
v <- var(x)
s <- sd(x)
me <- median(x)
cv <- 100*s/m
css <- sum((x-m)^2)
uss <- sum(x^2)
R <- max(x)-min(x)
R1 <- quantile(x,3/4)-quantile(x,1/4)
sm <- s/sqrt(n)
g1 <- n/((n-1)*(n-2))*sum((x-m)^3)/s^3
g2 <- ((n*(n+1))/((n-1)*(n-2)*(n-3))*sum((x-m)^4)/s^4
 3.2 G#!℄I 135

- (3*(n-1)^2)/((n-2)*(n-3)))
data.frame(N=n, Mean=m, Var=v, std_dev=s,
Median=me, std_mean=sm, CV=cv, CSS=css, USS=uss,
R=R, R1=R1, Skewness=g1, Kurtosis=g2, row.names=1)
}

G!><Z x 0G\H8Z m2lG!O=\0G#> )

|(^= N m2!~G Mean m2)\ Var m2S` std_dev m2
=` Median m2mG std_mean m2!= CV m2!<&G
CSS m2>SIS USS m2>SIS R m2K` R1 m2%K`
Skewness m2`<&G Kurtosis m2B<&G

3.2 Cn! 3.1 G 15 QB3J3xI

C+
[t:!oU-$ l'ICm> R | >G#CX\
/
!
> source("data_outline.R")
> w <- c(75.0, 64.0, 47.4, 66.9, 62.2, 62.2, 58.7, 63.5,
66.6, 64.0, 57.0, 69.0, 56.9, 50.0, 72.0)
> data_outline(w)
N Mean Var std_dev Median std_mean CV
1 15 62.36 56.47257 7.514823 63.5 1.940319 12.05071
CSS USS R R1 Skewness Kurtosis
1 790.616 59122.16 27.6 8.9 -0.4299561 0.09653947

3.2 fSx2
G#!GÆnQ22\G#!{pnQ FpBG#!rj?u!
D peG#!℄IBG#℄I!{pDSKZS t G#
!Lv℄IPr℄IG#℄!u~qpq0peG#0bD Sh
r L0℄I!ShKfk!q
136 83% axS_F`!
3.2.1 w1 
5'uC z\℄IG F (x) !1 (1 1.5) ℄Ip (1 1.7), P
P {X = xk } = pk , k = 1, 2, · · · ,

rqÆ<G f (x) !1 (1 1.8), |OrqÆ<G f (x) ℄IG

F (x) !&
Z x
F (x) = P {X ≤ x} = f (t)dt, − ∞ < x < ∞.
−∞

C z\u*H!℄I
Sh℄I Poisson ℄I#

5 R pm p\X\L*H℄I!℄IG℄IpCrqÆ<
G |O℄IG!NG!pG
P
-oSh℄I  µ 0)\ σ 0S` B{ !<Z x, T℄I 2

G
Z x  
1 (t − µ)2
F (x) = √ exp − dt = pnorm(x, mu, sigma),
2πσ −∞ 2σ 2

TmG pnorm 0 R pmX\℄IG (Sh℄I) !G mu 0)\ µ,

sigma 0=` σ. /
!rqÆ<G
 
1 (x − µ)2
f (x) = √ exp − = dnorm(x, mu, sigma),
2πσ 2σ 2

TmG dnorm 0 R pmX\rqÆ<G (Sh℄I) !G

X\=Sh℄I!Æ α/2 (α = 0.05) ℄) TX\+
zα/2 = qnorm(1-0.025, 0,1) = 1.959964.

TmG qnorm 0 R pmX\(℄)!G

a 100 ~=Shh℄I!^GG
r <- rnorm(100, 0, 1)
TmG rnorm 0 R pml (Sh℄I) ^GG!G QG 0, 1 0|v

Sh℄IG dnorm()  pnorm()  qnorm()  rnorm() !(SK
0
 3.2 G#!℄I 137

dnorm(x, mean=0, sd=1, log = FALSE)

pnorm(q, mean=0, sd=1, lower.tail = TRUE, log.p = FALSE)
qnorm(p, mean=0, sd=1, lower.tail = TRUE, log.p = FALSE)
rnorm(n, mean=0, sd=1)
Tm x,q 0G\H<Zl!8Z p 0rql!8Z n 0a^
GG!~G mean 0pX\!Sh℄I!)\ v\ 0. sd 0pX\!S
h℄I!=` v\ 1. G dnorm() !O=\0Sh℄I!rqÆ<
GG pnorm() !O=\0Sh℄I!℄IGG qnorm() !O=\0
1rq p '!(℄)G rnorm() !O=\0 n ~Sh℄I^GG
l!8Z
log, log.p 0xL<Z d M (TRUE) " G!O=\H30Sh℄
I F0BGSh℄I lower.tail 0xL<Z d M (TRUE, v\) "
℄IG!X\+
F (x) = P {X ≤ x},
 lower.tail = FALSE " ℄IG!X\+
F (x) = P {X > x}.

3,u~K^G<ZX\G!P
Poisson ℄I Poisson ℄I!

(|+
dpois(x, lambda, log = FALSE)
ppois(q, lambda, lower.tail = TRUE, log.p = FALSE)
qpois(p, lambda, lower.tail = TRUE, log.p = FALSE)
rpois(n, lambda)
Tm lambda 0 Poisson ℄I!QG λ. TQG! Æ!G (Sh
℄I) mQG! /|
 Poisson ℄I0K℄I  x 0RG k " T 
λe−λ
P {X = k} = = dpois(k, lambda),
k!
 x H0RG" dpois(x, lambda)=0. BG ppois(), v x 0b R
G T  ⌊x⌋
X λe−λ
F (x) = = ppois(x, lambda).
k=0
k!
138 'C G#DK℄
1rq p, qpois(p, lambda) !O=\0 P {X = k} ≥ p !=!RG k.
T !℄IGqJS!> 3.1 ^z\p !℄IG rq
Æ<GC℄Ip |O R m!j-G!QG
- 3.1: w1  3w1 
℄I R m!j o_QG
beta beta shape1, shape2, ncp
binomial binom size, prob
Cauchy cauchy location, scale
chi-squared chisq df, ncp
exponential exp rate
F f df1, df2, ncp
gamma gamma shape, scale
geometric geom prob
hypergeometric hyper m, n, k
log-normal lnorm meanlog, sdlog
logistic logis location, scale
negative binomial nbinom size, prob
normal norm mean, sd
Poisson pois lambda
Student’s t t df, ncp
uniform unif min, max
Weibull weibull shape, scale
Wilcoxon wilcox m, n

5> 3.1 b^!℄Im _ÆH|!℄>,H|! 

• d — rqÆ<G f (x), C℄Ip p ; k

• p — ℄IG F (x);
• q — ℄IG!NG F (p), P 1rq p ' nT(℄)
−1
 3.2 G#!℄I 139

• r— TM (a/|℄I!^GG).
3.2.2  r ` ` w1 { QQ

1.  r

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5 R pm G hist() 1zm2!ZS T|+
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C
hist(x, breaks = "Sturges", freq = NULL, probability = !freq,
include.lowest = TRUE, right = TRUE,
density = NULL, angle = 45, col = NULL, border = NULL,
main = paste("Histogram of" , xname),
xlim = range(breaks), ylim = NULL,
xlab = xname, ylab,
axes = TRUE, plot = TRUE, labels = FALSE,
nclass = NULL, ...)
Tm x 0m2l!8Z breaks 1ZS !% |(RpI+
z
• 8Z zZS !V)o)%
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140 'C G#DK℄
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"triangular", "biweight", "cosine", "optcosine"),
window = kernel, width,
give.Rkern = FALSE,
n = 512, from, to, cut = 3, na.rm = FALSE)
Tm x 0m2l!8Z bw 0= 0X9 bw t\" R p
>1z0!q.TdQGl'}p

3.3 /! 3.1 G 15 QB3J39VÆNGCÆ d2v`l
3n:NGafL*
[Cz R oU oU exam0303.R 
w <- c(75.0, 64.0, 47.4, 66.9, 62.2, 62.2, 58.7, 63.5,
66.6, 64.0, 57.0, 69.0, 56.9, 50.0, 72.0)
hist(w, freq = FALSE)
lines(density(w), col = "blue")
x <- 44:76
lines(x, dnorm(x, mean(w), sd(w)), col = "red")
[J'?zZS Æ<
Xq.Sh℄I!rqÆ<q.
3.1 b,
 3.2 ax3` l 141

Histogram of w

0.06
0.05
0.04
Density

0.03
0.02
0.01
0.00

45 50 55 60 65 70 75

3.1: Zrq!ZS Æ<

Xq.Sh℄IÆ<q.
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X5'uC! 1.5.3  z\k℄I!1 (l+ (1.87)), 5 R m 
G ecdf() ?zm2!k℄IG TK0
ecdf(x)
plot(x, ..., ylab="Fn(x)", verticals = FALSE,
col.01line = "gray70")
Tm 5G ecdf() m! x 0_\!G\H8Z F5G plot() m!
x 0G ecdf() l!8Z verticals 0xL<Z  verticals = TRUE
>,1F.b: (FALSE, v\) H1 .
142 'C G#DK℄

3.4 /! 3.1 G 15 QB3J3oY`lÆ0u32v`lÆ
[Cz R oU oU exam0304.R 
plot(ecdf(w),verticals = TRUE, do.p = FALSE)
x <- 44:78
lines(x, pnorm(x, mean(w), sd(w)))
Tm do.p 0xL<Z  do.p = FALSE >,H1) !Yb: (TRUE, v
\) 1Y
[J'?zk℄I Sh℄Iq.
3.2 b,
ecdf(w)
1.0
0.8
0.6
Fn(x)

0.4
0.2
0.0

45 50 55 60 65 70 75

3.2: Zrq!k℄I Sh℄Iq.

4. QQ

Hv0ZS 8k℄I p 4|Æj?m20bÆSpJH!℄

I0"! QQ 0|'}j?m2!℄I0bÆSpJH!℄I
,`1r Sh℄I N(µ, σ ), Bm2 x , x , · · · , x , TLU}XZ0
2
1 2 n

x , x , · · · , x .  Φ(x) 0=Sh℄I N(0, 1) !℄IG Φ (x) 0N

(1) (2) (n)
−1
 3.2 G#!℄I 143

G B
Sh℄I! QQ 0|(!)
   
−1 i − 0.375
Φ , x(i) , i = 1, 2, · · · , n (3.14)
n + 0.25
l!) m2G#ÆSSh℄I 5 QQ ÆL)ÆS&5Z.
y = σx + µ

oÆZ.!Bq0=` σ,
%0)\ µ. b|OSh QQ 0|Z

!ShKfkSh QQ Æ!)ÆS&5uvZ.oÆ 0|| m2G
#D Sh℄Ir
5 R pm G qqnorm()  qqline() p\1Sh QQ /
Z.
!SKT(SK0
qqnorm(y, ...)
qqnorm(y, ylim, main = "Normal Q-Q Plot",
xlab = "Theoretical Quantiles",
ylab = "Sample Quantiles", plot.it = TRUE,
datax = FALSE, ...)
qqline(y, datax = FALSE, ...)
qqplot(x, y, plot.it = TRUE, xlab = deparse(substitute(x)),
ylab = deparse(substitute(y)), ...)
Tm x 0'u^m2 y 0'I^m2C`^m2 xlab, ylab, main
0 =TdQGl'}p

3.5 /! 3.1 G 15 QB3J32v QQ Æ d9:Sa\Vax
Rd\2v` l _
[Cz R oU oU exam0305.R 
w <- c(75.0, 64.0, 47.4, 66.9, 62.2, 62.2, 58.7, 63.5,
66.6, 64.0, 57.0, 69.0, 56.9, 50.0, 72.0)
qqnorm(w); qqline(w)
[J'?zSh QQ
3.3 b,
Sh QQ 3.3 D, m2!G#E2Æ0|,lD Shr
BBGSh^G#℄Iq0|/
! QQ |j?m2G#0b
D uJH!r℄I
144 83% axS_F`!

Normal Q−Q Plot

75
70
Sample Quantiles

65
60
55
50

−1 0 1

Theoretical Quantiles

Zrq!Sh QQ
3.3:

3.2.3 ^ g =: = .9 x

1. ^ g
ZS 4| t &'e&,zG#℄I!($r!P
DMt ! 

3.6 [J~ 31 VQB [K3V:,)
25 45 50 54 55 61 64 68 72 75 75
78 79 81 83 84 84 84 85 86 86 86
87 89 89 89 90 91 91 92 100
e laÆ
[5 R pm  stem() Gt Tg (oU exam0306.R)

(
> x<-c(25, 45, 50, 54, 55, 61, 64, 68, 72, 75, 75,
78, 79, 81, 83, 84, 84, 84, 85, 86, 86, 86,
87, 89, 89, 89, 90, 91, 91, 92, 100)
 3.2 ax3` l 145

> stem(x)
The decimal point is 1 digit(s) to the right of the |
2 | 5
3 |
4 | 5
5 | 045
6 | 148
7 | 25589
8 | 1344456667999
9 | 0112
10 | 0
(Bt z/
!2
'u~G 25 !! 2, ~ 5. |~  t 25  | ℄+
25 → 2 | 5
u~G80|Lm L t t!G 2,3,4,5,6,7,8,9,10 ^ Æ
(4^ 5^V Æ(1uF. 35F.VCÆ"*G#!/
!
~GP
5!G 5 !F.Vv
0 0,4,5, P
5 | 045
d℄?B
50, 54, 55 L~G#
5!G 3 !F.!V 
"*G#, B
!G#0u 0|6 
5t m u Y1G# #u G#EGG#!!GK℄>,
“”,  u!2<~GK℄ “t”, +,EG!~G ZS
!ZSJS
stem() G!(SK0
stem(x, scale = 1, width = 80, atom = 1e-08)
Tm x 0G#8Z scale 7g?zt !d< width ? !=<
atom 0 `

X9 scale = 2, Pt 10 ~~G℄lY? 0 ∼ 4 u? 5 ∼ 9
fu? ,(!X\
> stem(x, scale = 2)
146 83% axS_F`!
The decimal point is 1 digit(s) to the right of the |
2 | 5
3 |
3 |
4 |
4 | 5
5 | 04
5 | 5
6 | 14
6 | 8
7 | 2
7 | 5589
8 | 13444
8 | 56667999
9 | 0112
9 |
10 | 0

X9 scale = 1/2, Pt 10 ~~G℄l 1/2 ? P 20 ~G u?

> stem(x, scale = .5)
The decimal point is 1 digit(s) to the right of the |
2 | 5
4 | 5045
6 | 14825589
8 | 13444566679990112
10 | 0

3.7 /! 3.1 G 15 QB3J3laÆ
[
> stem(w)
The decimal point is 1 digit(s) to the right of the |
4 | 7
5 | 0779
 3.2 ax3` l 147

6 | 22444779
7 | 25
 \(G#℄g3 t"*G#=G)'G\R
2. =:
t 0kaKG#℄bO!qpSKF0. w&Zg&,
G#℄I!{pnQ5 R pm  boxplot() G0. 

3.8 /! 3.6 QBV:31/Æ
[>g
> boxplot(x)
0.
3.4 b,
100
80
60
40

3.4: ZlI!0.
50. m Æ (Q ) ( (Q ) R℄G℄?w1zmd0r!0K{%K
3 1

0rmd!
.0mG (m ) b5!f0r8Æ(z!ZK℄j
e

“R”, >,G#!IP ') 1.5 /R℄Gd%fzP!)

j  \)  \) “◦” >,
boxplot() G!(SKpI+ 'up|+
boxplot(x, ...)
148 'C G#DK℄
Tm x 0G#l!G\H8Z CK0^> CK0G#>ÆP!(
SK0LpI+'IpI+
boxplot(formula, data = NULL, ..., subset, na.action = NULL)
Tm formula 0+
y ~ grp, LM y 0G#l!G\H8Z grp 0
G#!℄ { 0 data 0G#'pI+
boxplot(x, ..., range = 1.5, width = NULL, varwidth = FALSE,
notch = FALSE, outline = TRUE, names, plot = TRUE,
border = par("fg"), col = NULL, log = "",
pars = list(boxwex = 0.8, staplewex = 0.5, outwex = 0.5),
horizontal = FALSE, add = FALSE, at = NULL)
Tm x ! 'upj?/|range 0 “R” !P (v\ 1.5). notch
0xL<Z  notch = TRUE(v\ FALSE) " 1z!0. d8
outline 0xL<Z  outline = FALSE(v\ TRUE) " H= \
) col 0g <Z j H|!\ t?zH|g !0.  horizontal
0xL<Z  horizontal = TRUE(v\ FALSE) " t0. ?lKI
 add 0xL<Z  add = TRUE " 5" Æ1 b: (FALSE, v\)
s:ÆuD TQG! 5.'}p
0| boxplot() GYm2!)\fk -^Ym2!)\0b/|

3.9 h6|*IVS2/,)ax
Method A: 79.98 80.04 80.02 80.04 80.03 80.03 80.04 79.97
80.05 80.03 80.02 80.00 80.02
Method B: 80.02 79.94 79.98 79.97 79.97 80.03 79.95 79.97
* ax3~:Rd0
[>G# - boxplot() G (oU exam0309.R) 1zYG#
!0.
A <- c(79.98, 80.04, 80.02, 80.04, 80.03, 80.03, 80.04,
79.97, 80.05, 80.03, 80.02, 80.00, 80.02)
B <- c(80.02, 79.94, 79.98, 79.97, 79.97, 80.03, 79.95,
79.97)
boxplot(A, B, notch=T, names=c(’A’, ’B’), col=c(2,3))
 3.2 eRw1 149

80.04
80.02
80.00
79.98
79.96
79.94

A B

3.5: YG#!0.
0.
3.5 b,
I0|,z YG#!)\0H/|! 'u\x'I
t'Ct zYm2)\fk!}XSK
(\QG notch = T, 1z!0. d8col = c(2,3),
b| A !0. 0% (2 >,% ),  B !0. 0r (3 >,%
r), q0|tQGCl col = c(’red’, ’green’).
5 R pm InsectSprays 0 R p!G#> d0Y^G#l
u^} count, G#l fu} spray, l  A, B, C, D, E,
F j~KI,1zG# count 5Lj~KI(!0. Tg (oU
figure0306.R)
(
boxplot(count ~ spray, data = InsectSprays,
col = "lightgray")
boxplot(count ~ spray, data = InsectSprays,
notch = TRUE, col = 2:7, add = TRUE)
'u~g01zI!0. Fe m!g 0f< (col="lightgray").
'I~g>,1z!0. d8 (notch = TRUE), Feu~0. u
pg (col = 2:7) 1z CtL1! /_ÆuD Æ (add = TRUE), T
I
3.6 b,
150 'C G#DK℄

25
20
15
10
5
0

A B C D E F

3.6: H|QG(0. !/_

ÆDP0|,z p10. !? SK0|!(
3. .9 x

5kaKG#℄m | >K!&NÆG#qpnQ!~G
mG m , (R℄G Q , ÆR℄G Q , =\ min \ max. L~
e 1 3

Gj m2G#!GA
5 R pm G fivenum() X\m2!GA(|+
fivenum(x, na.rm = TRUE)
Tm x 0m2G# na.rm 0xL<Z  na.rm = TRUE(v\) " 5X\
GAX℄ b! NA  NAN G#t1s,

3.10 ! 3.6 QBV:3a_
[(oU exam0310.R)
> x<-c(25, 45, 50, 54, 55, 61, 64, 68, 72, 75, 75,
78, 79, 81, 83, 84, 84, 84, 85, 86, 86, 86,
87, 89, 89, 89, 90, 91, 91, 92, 100)
> fivenum(x)
[1] 25 70 84 88 100
 3.2 eRw1 151

3.2.4 RK`{w1+'K`
Æ!t 0. #B^GKw1K!G#8 Tn)0
74Z5ZS k℄IGm =p5r5pJH!℄
I" <uv!1!rrqÆ<q.Cr℄IGq.xF b<q.0
b!1 0Pp J}Xfk!!}XfkSKt5'Cm LM
`gYpfkSK upSK0Sh℄I!fk fupSK0
℄IG!(!fk
1. R W K ` ro

O Shapiro–Wilk ()?w –
H1) W }XZShKfk jLp
fkSK Sh W fkSK
5 R pm G shapiro.test() p W }XZ/
! p \  p \
=~+|KKI α(4
0.05), :| m2 H0D Sh℄I!rb
:q|m2D Sh℄I!r
G shapiro.test() !(|+
shapiro.test(x)
Tm x 0G#l!8Z Ce8Z!d<5 3 d 5000 Xd
BP 3.1 m 15 Z!rqG#
> w <- c(75.0, 64.0, 47.4, 66.9, 62.2, 62.2, 58.7, 63.5,
66.6, 64.0, 57.0, 69.0, 56.9, 50.0, 72.0)
> shapiro.test(w)
Shapiro-Wilk normality test
data: w
W = 0.9686, p-value = 0.8371
\ 0.8371 > 0.05,  | D Sh℄I!r  QQ !
p
v/|

> shapiro.test(runif(100, min = 2, max = 4))
Shapiro-Wilk normality test
data: runif(100, min = 2, max = 4)
W = 0.9493, p-value = 0.0007515
152 'C G#DK℄
p\ 0.0007515 < 0.05, | m2H0D Sh℄I!rx L0D )
.℄I!^GG
2. ` ` w1R Kolmogorov-Smirnov K ` ro
k℄IG F (x) 0r℄IG F (x) !
Xk℄I(!fk!SK
n

0fkk℄I F (x) `!r℄IG F (x) Xd!` Kolmogorov-

n 0

Smirnov (/H{w – N H2 ) }XZ0X\ F (x)  F (x) !%K D, n 0

P
D= sup |Fn (x) − F0 (x)| . (3.15)
−∞<x<∞

5 R pm G ks.test() z\ Kolmogorov-Smirnov fkSK T

(SK0
ks.test(x, y, ...,
alternative = c("two.sided", "less", "greater"),
exact = NULL)
Tm x 0fY!m2l!8Z y 0"`!G#8ZC0D"`!
Æe
P

> x<-rt(100,5)
> ks.test(x, "pf",2,5)
One-sample Kolmogorov-Smirnov test
data: x
D = 0.5596, p-value < 2.2e-16
alternative hypothesis: two.sided
 x 0D t !^GG B x  F fk P| 0D r0 <
5 2,5

(2, 5) ! F ℄I T0"(! PH| x f F !℄I 2,5

G#℄I!fk t5'C1'!
3.3 R YQ$S2!$
5℄!G#DK℄m G# 0G#℄!qpSKXu 
 O? !SKe{WG# 0upZ?!SKLMt R 
 3.3 R .UG3/ÆW4 153

pm uG# !E2SK
5 Gm IJ G uJ0xKI G fuJ0$KI
 GbxKI G 0$KI! G/B
! Pb!?
G)0a I 0|=u |O =u!MÆ#b$K
I G0 Kl I `&5xKI Ga! I!E}Æ
<_D! I
3.3.1  9 1  

xKI G plot()  pairs()  coplot()  qqnorm() 

qqline()  hist()  contour() #

1. plot()  

G plot() 0?zG#!) q. # plot() G|(Rp(

SK
(1) plot(x, y)
Tm x  y 08Z l y  x !) P
'ICm!P 2.20Lp
(SK
(2) plot(x)
Tm x 0u"dU^ l"dU^ I
 x 08Z :a x (=!
) 
 x 0k8Z :?zkG!$KQK!) 'IC! 2.2.6
\kG? !j?
(3) plot(f)
plot(f, y)
Tm f 0 y 0G\8Z'up|+l f !ZS 'Ip|+l
y  f KI!0. 

3.11 zhIkwV3o. A  A  A  A B}3 U x2
KzXW, ` 3.2 qO /hI k wV o .XW31/Æ d hI k 
1 2 3 4

wV) U3KzXW~+P3 | q
[(|+>G# C?z/
!0. (oU exam0311.R).
y<-c(1600, 1610, 1650, 1680, 1700, 1700, 1780, 1500, 1640,
1400, 1700, 1750, 1640, 1550, 1600, 1620, 1640, 1600,
154 83% axS_F`!

- 3.2:  P y# e
o. K z X W
A1 1600 1610 1650 1680 1700 1700 1780
A2 1500 1640 1400 1700 1750
A3 1640 1550 1600 1620 1640 1600 1740 1800
A4 1510 1520 1530 1570 1640 1600

1740, 1800, 1510, 1520, 1530, 1570, 1640, 1600)

f<-factor(c(rep(1,7),rep(2,5), rep(3,8), rep(4,6)))
plot(f,y)
0J'/
;!0.
3.7 b, m0|,zRpH|<S
1800
1700
1600
1500
1400

1 2 3 4

3.7: RpH|<SL℄;!0.
L℄;+<3
(4) plot(df)
plot(~ expr)
plot(y ~ expr)
Tm df 0G#> y 0{ u~B9 expr 0B9j!> +
(a+b+c).
P
>Z!,dxrqlG#> (p student_data.R)
 3.3 R pm!? g 155

df<-data.frame(
Age=c(13, 13, 14, 12, 12, 15, 11, 15, 14, 14, 14,
15, 12, 13, 12, 16, 12, 11, 15 ),
Height=c(56.5, 65.3, 64.3, 56.3, 59.8, 66.5, 51.3,
62.5, 62.8, 69.0, 63.5, 67.0, 57.3, 62.5,
59.0, 72.0, 64.8, 57.5, 66.5),
Weight=c( 84.0, 98.0, 90.0, 77.0, 84.5, 112.0,
50.5, 112.5, 102.5, 112.5, 102.5, 133.0,
83.0, 84.0, 99.5, 150.0, 128.0, 85.0,
112.0))
plot(df)
attach(df)
plot(~Age+Height)
plot(Weight~Age+Height)

plot(df) ?z! I
3.8 b,

55 60 65 70

16
15
14

Age
13
12
11
70
65

Height
60
55

140

Weight
100
80
60

11 12 13 14 15 16 60 80 100 140

3.8: ,dxrq5^=l!I
156 83% axS_F`!
?zx,d!) plot(Weight~Age+Height)
plot(~Age+Height)
?zYD) 'uD0rq,d 'ID0rqx
plot 80|=O # |!W% t^ '}XW%!
3
2. 7q j*
 e

R p +,D<ZG#p\Y~W !Gu~0 pairs() 

G  X 0PCG#>"
> pairs(X)
?zP^!I P
|Z!G#> P
> pairs(df)
?z! I℄! plot(df) /|
fuS~G0 coplot(). R~<Z" coplot() 0|t)
1!'` a  b 0G\8Z Ce c 08ZC b<Z$/
|!d< :
> coplot(a ~ b | c)
?z5 1 c \( a  b !) ~x|Z!,dxrq!G
# P
> coplot(Weight ~ Height | Age)
?z\,d? z!rqx!)
3.9 b,
BR~<Z a, b, c, d, 80|
(g
> coplot(a ~ b | c + d)
P c  d 2℄( a  b !) 
3. 7q P
T !xKI? G qqnorm(), hist(), dotchart(), contour() #
(1) qqnorm(x)
qqline(x)
qqplot(x, y)
Tm x, y G\H8Z ?zG#! QQ ) ({5 3.2.2 ).
 3.3 R pm!? g 157

Given : Age
11 12 13 14 15 16

55 60 65 70

140
80 100
60
Weight

55 60 65 70
140
80 100
60

55 60 65 70

Height

3.9: ,d2℄!rqx!)
(2) hist(x)
hist(x, nclass=n)
hist(x, breaks=b, ...)
Tm x G\H8Z ?zG#!ZS ({5 3.2.2 ).
(3) dotchart(x, ...)
7G# x !) 5) m y u0G# x =Y x u0G# x !G\
P
R pm G# VADeaths z\ Virginia (gJ'b) t5 1940 ,
!z8Qq
Rural Male Rural Female Urban Male Urban Female
50-54 11.7 8.7 15.4 8.4
55-59 18.1 11.7 24.3 13.6
60-64 26.9 20.3 37.0 19.3
65-69 41.0 30.9 54.6 35.1
70-74 66.0 54.3 71.1 50.0
158 83% axS_F`!
1zpG#!)
> dotchart(VADeaths, main = "Death Rates in Virginia - 1940")
> dotchart(t(VADeaths), main = "Death Rates in Virginia - 1940")

3.10 b, Tm (a) 0'u~g (b) 0'I~g
Death Rates in Virginia − 1940 Death Rates in Virginia − 1940

Rural Male 50−54

70−74 Urban Female
65−69 Urban Male
60−64 Rural Female
55−59 Rural Male
50−54 55−59
Rural Female Urban Female
Urban Male
70−74 Rural Female
65−69 Rural Male
60−64
55−59 60−64
50−54 Urban Female
Urban Male
Urban Male Rural Female
70−74 Rural Male
65−69
60−64 65−69
55−59 Urban Female
50−54 Urban Male
Rural Female
Urban Female Rural Male
70−74 70−74
65−69 Urban Female
60−64 Urban Male
55−59 Rural Female
50−54 Rural Male

10 20 30 40 50 60 70 10 20 30 40 50 60 70

(a) (b)

3.10: Virginia t5 1940 ,!z8Qq!)

(4) image(x, y, z, ...)
contour(x, y, z, ...)
persp(x, y, z, ...)
Tm x, y 0G\H8Z z  x  y B
!P (z !JG0 x !ÆG z !
^G0 y !ÆG). image() ?zÆ I!Æ9 contour() ?zÆ I!
#\. persp() ?zÆ I!>q.

3.12 77FÆ[7 R (0, 2800) × (0, 2400) b (M
x2 <7:3tG (M,` 3.3 qO Vfl737FÆ5
:/Æ
[>G# - contour() G1#\ - persp() G1Æ
I (oU exam0312.R).
x<-seq(0,2800, 400); y<-seq(0,2400,400)
z<-scan()
 3.3 R .UG3/ÆW4 159

- 3.3: '_L V P e  e
2400 1430 1450 1470 1320 1280 1200 1080 940
2000 1450 1480 1500 1550 1510 1430 1300 1200
1600 1460 1500 1550 1600 1550 1600 1600 1600
1200 1370 1500 1200 1100 1550 1600 1550 1380
800 1270 1500 1200 1100 1350 1450 1200 1150
400 1230 1390 1500 1500 1400 900 1100 1060
0 1180 1320 1450 1420 1400 1300 700 900
y/x 0 400 800 1200 1600 2000 2400 2800

1180 1320 1450 1420 1400 1300 700 900

1230 1390 1500 1500 1400 900 1100 1060
1270 1500 1200 1100 1350 1450 1200 1150
1370 1500 1200 1100 1550 1600 1550 1380
1460 1500 1550 1600 1550 1600 1600 1600
1450 1480 1500 1550 1510 1430 1300 1200
1430 1450 1470 1320 1280 1200 1080 940

Z<-matrix(z, nrow=8)
contour(x, y, Z, levels = seq(min(z), max(z), by = 80))
persp(x, y, Z)
t?zYd I ud0#\.
3.11(a) b, fud0Æq

3.11(b) b,
0|, 3.11 Y~v) u0
T T"0G#Z
7l!
G#Zu IjZt>"!qI0Æ !
_z<HL2 L0`GmpQG!v\h
q<
QG!\ I!_z<q>^Xq<P
tgql
> persp(x, y, Z, theta = 30, phi = 45, expand = 0.7)
T_z<t!D
160 W \
 e }R w 2

2000
1500

Z
1000
500

y
0

x
0 500 1000 1500 2000 2500

(a) #\. Æq (b)

3.11: ÆG#!#\.|q

3.13  [−2π, 2pi] × [−2π, 2π] 32VD b/a z = sin(x) sin(y) 35

:/Æ3RÆ
[Cz/
! R oU (oU exam0313.R)
x<-y<-seq(-2*pi, 2*pi, pi/15)
f<-function(x,y) sin(x)*sin(y)
z<-outer(x, y, f)
contour(x,y,z,col="blue")
persp(x,y,z,theta=30, phi=30, expand=0.7,col="lightblue")
5?Æ I" z CH0g& x  y !0\ F0P
p5G f &(H0\ (outer(x, y, f)), Il| LmN&?z
Æ I kyZKn? Lu)b?z! I
3.12 b, 5? g
m<_\ I!g _ I!z<
3.3.2  9 1 # R #

5xKI?Gm 0|_ug H !$ C<_u

!M
1. # R  < #
add = TRUE >,b? 5" Æ_ v\ add = FALSE, PD! s
:" 
 3.3 R pm!? g 161

6
4
2

z
0
−2

y
−4

x
−6

−6 −4 −2 0 2 4 6

(a) #\. (b) Æq

3.12: G z = sin(x) sin(y) !#\.|q

axes = FALSE >,b? I=u v\ axes = TRUE.

2. eOh
log = "x" >, x u!G#rBG log = "y" >, y u!G#rBG
log = "xy" >, x u y u!G#|"rrBG

3. type #
?) v\
• type="p"
• type="l" ?$.
• type="b" b)1$.T
• type="o" $.{b!)
• type="h" ?z) x u!F.
• type="s" or "S" ?z oIq.
• type="n" H?{ )Cq.

4. # R 7 }F

xlab= Æe TÆe!$ 0 x u!M ylab= Æe TÆe

!$ 0 y u!M main= Æe TÆe!$ 0 !M  sub=
Æe TÆe!$ 0 !M
162 83% axS_F`!
3.3.3 U 9>  
"xKI! GCH&u  !^= Pp$KI! G
B I|Gvb!$KI Gb! I8R05xKI Gb
? I!E}XÆ <_D! I
$KI G points() lines() text() abline() polygon() 
legend()  title()  axis() #

1. EZ {: R 

_)G0 points(), T05{ Æ_) g points(x, y) T

&/ plot(x,y).
_.G lines(), T05{ Æ_. g lines(x, y) T&/
 plot(x, y, type="l").
2.  ZEE,D

G text() !05 Æ_=Y g|+ 

text(x, y, labels, ...)
Tm x,y 0G#8Z labels 0|0RG q0|0Æe5vh(
labels=1:length(x). P
Pp?z (x, y) !) Ctb)GÆ=
Y Tg
> plot(x, y, type = "n"); text(x, y)

3.  `E:
G abline() 0|5 Æ_Z. T(SKRp|+
(1) abline(a, b)
>,1uv y = a + bx !Z.
(2) abline(h=y)
>,1zuvb)!KIZ.
(3) abline(v=x)
>,1zuvb)!FZZ.
(4) abline(lm.obj)
 3.3 R pm!? g 163

>,?z.KH!.KSo|'IC!P 2.3 P Mpg!K

>g (oU add_line.R)
rt<-read.table("exam0203.txt", head=TRUE);
lm.sol<-lm(Weight~Height, data=rt)
attach(rt)
plot(Weight~Height); abline(lm.sol)
Zrqx<!) .K=Z.

140
120
3.13 b,
Weight

100
80
60

55 60 65 70

Height

3.13: Zrqx<!) .K=Z.

G polygon() 0|5 Æ_D9I T(SK
polygon(x, y, ...)
|G#! (x, y) = vTb!) ?zuD9I
4.  ` E,D! 3 =)V

5 Æ_MÆ=YCT $ Y~Gu~0_ !q K

0
title(main="Main Title", sub = "sub title",)
164 'C G#DK℄
Tm{q_5 !5K q_5 !%K
fu~05=uÆ_=YMCT $ K0
axis(side, ...)
Tm side 09 side=1 >,b_$ V5 !%K side=2 >,b_$ V
5 !V side=3 >,b_$ V5 !0K side=4 >,b_$ V5
!V
5 R pm 8T u GC g Pp^5? $km
zJE5'!Cm !/
!}XW% 8>_!? S
K
3.4 k fS f |< x 3
5ÆD!℄m Tm2G#E2Æ0D u!r X, F5$[j?
m SDG#D D!G#!r PD r (X , X , · · · , X ) . BD D 1 2 p
T

!r!G# {\℄~℄Z!r\n) qp!0℄~℄ZXd

!/& L0D!G#!/℄
3.4.1 m  eR 7 = ;  5

 (X, Y ) 0I!r mrYm2 (x , y ) , (x , y ) , · · ·, (x , y ) .

T
1 1
T
2 2
T
n n
T

Tm2YP  
x1 x2 · · · xn
,
y1 y2 ··· yn
Y n n
1X 1X
x= xi , y= yi ,
n i=1 n i=1
:j (x, y) I!Ym2!)\8ZY
T

n
1 X
sxx = (xi − x)2 ,
n − 1 i=1
n
1 X
syy = (yi − y)2 ,
n − 1 i=1
n
1 X
sxy = (xi − x)(yi − y),
n − 1 i=1
 3.4 M ax3ax|00`! 165

:j s <Z X !Ym2!S` j s <Z Y !Ym2!S` j

xx yy

s <Z X, Y !Ym2!AS`j
xy
 
sxx sxy
S=
sxy syy

Ym2!AS`Pj
sxy
r=√ √
sxx syy

Ym2!/&G
5 R pm X\I!m2!)\S`!gE2Æu!<Z!g/
| &Stuq4X\D!G#!)\S`OG#>!>
G# 5X\m| S; ,(!P

3.14 [IE~*I~z` A, B,  10 w\V Jw\VG` A 3
+ H `a x(%) = B 3+ H `a y(%) 3ax, ` 3.4 qO Cn\ V 3~
- 3.4: v h#yu ?w
Rw 
x(%) 67 54 72 64 39 22 58 43 46 34
y(%) 24 15 23 19 16 11 20 16 17 13

:V | =V | 0'a

[OG#>S+>G#  mean() GX\)\  cov() GX\
AS`P  cor() GX\/P /&G oU exam0314.R 
ore<-data.frame(
x=c(67, 54, 72, 64, 39, 22, 58, 43, 46, 34),
y=c(24, 15, 23, 19, 16, 11, 20, 16, 17, 13)
)
ore.m<-mean(ore); ore.s<-cov(ore); ore.r<-cor(ore)
+,
> ore.m
x y
49.9 17.4
166 'C G#DK℄
> ore.s
x y
x 252.7667 60.60000
y 60.6000 17.15556
> ore.r
x y
x 1.0000000 0.9202595
y 0.9202595 1.0000000
5ÆDX\m var(ore) !X\ cov(ore) !/|
G cov()  cor() !(|+
cov(x, y = NULL, use = "all.obs",
method = c("pearson", "kendall", "spearman"))
cor(x, y = NULL, use = "all.obs",
method = c("pearson", "kendall", "spearman"))
Tm x 0G\H8ZPCG#> y 06\ (NULL, v\) 8ZPC
G#> Pp x !ÆG/ue cov() !O=\0AS`CAS`P
cor() !O=\0/&GC/P
 cov  cor !G8 cov.wt — X\_tAS` (_tAS`
P); cor.test — X\/Kfk
3.4.2 m  eR ;  R K `

Bu"!fkqt5'Clv LM{pvDI!G#/K!

fkq
BI!G#
(x1 , y1)T , (x2 , y2 )T , · · · , (xn , yn )T ,

0|X\zm2!/&G r . `m2D r (X, Y ), 'uC!W%0

xy

W r!/&G
Cov(X, Y )
ρ(X, Y ) = p .
Var(X)Var(Y )

m2!/&Gr!/&G#&#
 3.4 M ax3ax|00`! 167

0|T m2~G n v℄ r 0| ρ(X, Y ) !

X q0 xy

M m2~G|" m2/ rq/m2~G|=" K

/
!v,5!q0m2~G n drD" m2/N&
*Trq/
Ruben (kA) z\r/&G!pd
X u"pd
X!W%t5
'RC1'!!ÆS3Æ+ n 0m2~G r 0m2/&G
u 0=Sh℄I!Æ α/2 ℄) P u = z . :X\ α/2

r
r∗ = √ , (3.16)
1 − r2
a = 2n − 3 − u2 , (3.17)
p
b = r ∗ (2n − 3)(2n − 5), (3.18)
c = (2n − 5 − u2 )r ∗ 2 − 2u2 . (3.19)

nSo ay 2
− 2by + c = 0 !

√ √
b− b2 − ac b+ b2 − ac
y1 = , y2 = , (3.20)
a a
: 1 − α !IVfFpd
y1 y2
L= p 2
, U=p . (3.21)
1 + y1 1 + y22

H+ (3.16)-(3.21) :Cz R oU (oU ruben.R)

ruben.test <- function(n, r, alpha=0.05){
u <- qnorm(1-alpha/2)
r_star <- r/sqrt(1-r^2)
a <- 2*n-3-u^2
b <- r_star*sqrt((2*n-3)*(2*n-5))
c <- (2*n-5-u^2)*r_star^2-2*u^2
y1 <- (b-sqrt(b^2-a*c))/a
y2 <- (b+sqrt(b^2-a*c))/a
data.frame(n = n, r = r, conf = 1-alpha,
L = y1/sqrt(1+y1^2), U = y2/sqrt(1+y2^2))
}
168 'C G#DK℄
 n = 6, r = 0.8 " -{:!G ruben.test(), CX\
> source("ruben.test.R")
> ruben.test(6, 0.8)
n r conf L U
1 6 0.8 0.95 -0.09503772 0.9727884
fFpd (−0.095, 0.97), TfF(0mG P( r = 0.8, qH&Mr0
/!
-o n = 25, r = 0.7, X\
> ruben.test(25, 0.7)
n r conf L U
1 25 0.7 0.95 0.4108176 0.8535657
fFpd (0.41, 0.85), " E2Æ&Mr0/!
fFpd!ÆS3ÆSK8 David ( 1954) pz! >SK
Kendall (5H)  Stuart (N bn 1961) pz! Fisher 3ÆSK#
w|r0b/?!SK0r (X, Y ) !/Kfk T

0|T  (X, Y ) 0I!Shr e ρ(X, Y ) = 0, :}XZ

T

√
rxy n − 2
t= p 2
(3.22)
1 − rxy

f < n − 2 ! t ℄I
O}XZ t f < n − 2 ! t ℄I!Kj 0|BG# X  Y !
/K Jfk/&G r 1j Pearson (?H
) /&G 
xy

fkSKqj Pearson /Kfk

B/Kfk 8 Spearman ifk Kendall ifk LM`
R p Jfk!SK fk"Lk;KQ,!GL}X{L
5 R pm cor.test() p\ÆDpfkSKT(SK0
cor.test(x, y,
alternative = c("two.sided", "less", "greater"),
method = c("pearson", "kendall", "spearman"),
exact = NULL, conf.level = 0.95, ...)
 3.4 D!G#!G#nQ/℄ 169

Tm x, y 0G#d</|!8Z alternative 009` r-t5'

Cm1' v\ "two.sided", method 0X9!fkSK v\
Pearson fk conf.level 0fFpdKI v\ 0.95.
cor.test() G8fup(|+
cor.test(formula, data, subset, na.action, ...)
Tm formula 0+ I
’~u+v’, ’u’, ’v’ 8R0$/|d<!G\8
Z data 0G#> subset 00X98Z >,_\!N

3.15 L! 3.14 3* axhE0FPY
[
> attach(ore)
> cor.test(x,y)
Pearson’s product-moment correlation
data: x and y
t = 6.6518, df = 8, p-value = 0.0001605
alternative hypothesis: true correlation is not equal to 0
95 percent confidence interval:
0.6910290 0.9813009
sample estimates:
cor
0.9202595
T p \ 0.0001605 < 0.05, "("` | <Z X  Y /
$[Æ cor.test() qp\/&G!pd
X LMX\!pd0
(0.69, 0.98),  Lu)q0,z<Z X  Y 0/!
f0
cor.test(x,y, method="spearman")
cor.test(x,y, method="kendall")
gfYpfk
3.4.3 j  eR 7 = ;  Æ

B p !r (X , X , · · · , X ), Tm2
1 2 n

(x11 , x12 , · · · , x1p )T , (x21 , x22 , · · · , x2p )T , · · · , (xn1 , xn2 , · · · , xnp )T ,

170 83% axS_F`!
Tm' i 2m2
(xi1 , xi2 , · · · , xip )T , i = 1, 2, · · · , n.

m2!' j ~℄Z!)\1
n
1X
xj = xij , j = 1, 2, · · · , p. (3.23)
n i=1

m2!' j ~℄Z!S`1
n
1 X
s2j = (xij − xj )2 , j = 1, 2, · · · , p. (3.24)
n − 1 i=1

m2!' j ~℄Z' k ~℄Z!AS`1

n
1 X
sjk = (xij − xj )(xik − xk ), j, k = 1, 2, · · · , p. (3.25)
n − 1 i=1

j x = (x , x , · · · , x ) p !m2!)\ j
1 2 p
T

 
s11 s12 · · · s1p
s s22 · · · s2p 
 21 
S =  .. .. ..  (3.26)
 . . . 
sp1 sp2 · · · spp
m2!AS`P
m2!' j ~℄Z' k ~℄Z!/&G1
sjk
rjk = √ √ , j, k = 1, 2, · · · , p. (3.27)
sjj skk
j  
r11 r12 · · · r1p
r r22 · · · r2p 
 21 
R =  .. .. ..  (3.28)
 . . . 
rp1 rp2 · · · rpp
m2!/P Pearson /P
BD!G# I!G#/| OG#>!>S+ 0| mean()
G cov() G cor() GX\m2!)\AS`P/P
/Kfk R p D!G#pD!G ~0 cor.test()
YY℄Z!/Kfk
 3.4 M ax3ax|00`! 171

3.16 -d[I4[3F g 10 w\ Jwx+33;_xG

℄D*F ax,` 3.5 qO VCn\V~:\V=V|/\V0
-  TR \? ,
M xG (X ) ℄ D (X ) *F (X )
3.5:
1 2 3

1 65 45 27.6
2 70 45 30.7
3 70 48 31.8
4 69 46 32.6
5 66 50 31.0
6 67 46 31.3
7 68 47 37.0
8 72 43 33.6
9 66 47 33.1
10 68 48 34.2

v/d z Pearson 0FPY"( ℄ + X , X , X Rd0 1 2 3

[sQG#p (p rubber.data), T|+

X1 X2 X3
1 65 45 27.6
2 70 45 30.7
3 70 48 31.8
4 69 46 32.6
5 66 50 31.0
6 67 46 31.3
7 68 47 37.0
8 72 43 33.6
9 66 47 33.1
10 68 48 34.2
;G# CX\)\AS`P/P
> rubber<-read.table("rubber.data")
172 83% axS_F`!
> mean(rubber)
X1 X2 X3
68.10 46.50 32.29
> cov(rubber)
X1 X2 X3
X1 4.766667 -1.9444444 1.9344444
X2 -1.944444 3.8333333 0.6166667
X3 1.934444 0.6166667 6.1898889
> cor(rubber)
X1 X2 X3
X1 1.0000000 -0.4548832 0.3561291
X2 -0.4548832 1.0000000 0.1265962
X3 0.3561291 0.1265962 1.0000000

3/Kfk
> cor.test(~X1+X2, data=rubber)
Pearson’s product-moment correlation
data: X1 and X2
t = -1.4447, df = 8, p-value = 0.1865
alternative hypothesis: true correlation is not equal to 0
95 percent confidence interval:
-0.8430535 0.2448777
sample estimates:
cor
-0.4548832

> cor.test(~X1+X3, data=rubber)

Pearson’s product-moment correlation
data: X1 and X3
t = 1.078, df = 8, p-value = 0.3125
alternative hypothesis: true correlation is not equal to 0
95 percent confidence interval:
 3.4 M ax3ax|00`! 173

-0.3525486 0.8052056
sample estimates:
cor
0.3561291

> cor.test(~X2+X3, data=rubber)

Pearson’s product-moment correlation
data: X2 and X3
t = 0.361, df = 8, p-value = 0.7275
alternative hypothesis: true correlation is not equal to 0
95 percent confidence interval:
-0.5465985 0.7003952
sample estimates:
cor
0.1265962
ÆDX\0|,z `&| X , X , X YY)0H/! 1 2 3

3.4.4 4 z;  5 R*
w}

2=|u~PM/&G!
 — E/&G!<Z℄J

3.17 -~ 48 u
+u
[}g3[8 }g,<u
+3 15 3;
_!` , 15 3;_`aR8A3DN (FL) F (APP) S` $
(AA) {&&& (LA) \A (SC) A { $ (LC) I (HON) 7 $
(SMS) oY (EXP) ML  (DRV) Q` (AMB) d $ (GSP) 
 $ (POT) \F $ (KJ) SuF (SUIT). J3`aR 0 `/ 10
` 0 `d6 10 `dtJ8+3 15 3; _ / ` 3.6 G}gC"
8z 6 Vd{J3+ }gY,P,<u
+
[{ !K0 15 5^=!I)\
AVG = (FL + APP + · · · + SUIT)/15,

m℄Gx! 6 
GK
mG# p applicant.data 
174 83% axS_F`!

- 3.6: 48 "t8 RQw J w

ID FL APP AA LA SC LC HON SMS EXP DRV AMB GSP POT KJ SUIT
1 6 7 2 5 8 7 8 8 3 8 9 7 5 7 10
2 9 10 5 8 10 9 9 10 5 9 9 8 8 8 10
3 7 8 3 6 9 8 9 7 4 9 9 8 6 8 10
4 5 6 8 5 6 5 9 2 8 4 5 8 7 6 5
5 6 8 8 8 4 4 9 5 8 5 5 8 8 7 7
6 7 7 7 6 8 7 10 5 9 6 5 8 6 6 6
7 9 9 8 8 8 8 8 8 10 8 10 8 9 8 10
8 9 9 9 8 9 9 8 8 10 9 10 9 9 9 10
9 9 9 7 8 8 8 8 5 9 8 9 8 8 8 10
10 4 7 10 2 10 10 7 10 3 10 10 10 9 3 10
11 4 7 10 0 10 8 3 9 5 9 10 8 10 2 5
12 4 7 10 4 10 10 7 8 2 8 8 10 10 3 7
13 6 9 8 10 5 4 9 4 4 4 5 4 7 6 8
14 8 9 8 9 6 3 8 2 5 2 6 6 7 5 6
15 4 8 8 7 5 4 10 2 7 5 3 6 6 4 6
16 6 9 6 7 8 9 8 9 8 8 7 6 8 6 10
17 8 7 7 7 9 5 8 6 6 7 8 6 6 7 8
18 6 8 8 4 8 8 6 4 3 3 6 7 2 6 4
19 6 7 8 4 7 8 5 4 4 2 6 8 3 5 4
20 4 8 7 8 8 9 10 5 2 6 7 9 8 8 9
21 3 8 6 8 8 8 10 5 3 6 7 8 8 5 8
22 9 8 7 8 9 10 10 10 3 10 8 10 8 10 8
23 7 10 7 9 9 9 10 10 3 9 9 10 9 10 8
24 9 8 7 10 8 10 10 10 2 9 7 9 9 10 8
 3.4 M ax3ax|00`! 175

- 3.6 V  48 "t8 RQw J w

ID FL APP AA LA SC LC HON SMS EXP DRV AMB GSP POT KJ SUIT
25 6 9 7 7 4 5 9 3 2 4 4 4 4 5 4
26 7 8 7 8 5 4 8 2 3 4 5 6 5 5 6
27 2 10 7 9 8 9 10 5 3 5 6 7 6 4 5
28 6 3 5 3 5 3 5 0 0 3 3 0 0 5 0
29 4 3 4 3 3 0 0 0 0 4 4 0 0 5 0
30 4 6 5 6 9 4 10 3 1 3 3 2 2 7 3
31 5 5 4 7 8 4 10 3 2 5 5 3 4 8 3
32 3 3 5 7 7 9 10 3 2 5 3 7 5 5 2
33 2 3 5 7 7 9 10 3 2 2 3 6 4 5 2
34 3 4 6 4 3 3 8 1 1 3 3 3 2 5 2
35 6 7 4 3 3 0 9 0 1 0 2 3 1 5 3
36 9 8 5 5 6 6 8 2 2 2 4 5 6 6 3
37 4 9 6 4 10 8 8 9 1 3 9 7 5 3 2
38 4 9 6 6 9 9 7 9 1 2 10 8 5 5 2
39 10 6 9 10 9 10 10 10 10 10 8 10 10 10 10
40 10 6 9 10 9 10 10 10 10 10 10 10 10 10 10
41 10 7 8 0 2 1 2 0 10 2 0 3 0 0 10
42 10 3 8 0 1 1 0 0 10 0 0 0 0 0 10
43 3 4 9 8 2 4 5 3 6 2 1 3 3 3 8
44 7 7 7 6 9 8 8 6 8 8 10 8 8 6 5
45 9 6 10 9 7 7 10 2 1 5 5 7 8 4 5
46 9 8 10 10 7 9 10 3 1 5 7 9 9 4 4
47 0 7 10 3 5 0 10 0 0 2 2 0 0 0 0
48 0 6 10 1 5 0 10 0 0 2 2 0 0 0 0
176 'C G#DK℄
FL APP AA LA SC LC HON SMS EXP DRV AMB GSP POT KJ SUIT
1 6 7 2 5 8 7 8 8 3 8 9 7 5 7 10
2 9 10 5 8 10 9 9 10 5 9 9 8 8 8 10
3 7 8 3 6 9 8 9 7 4 9 9 8 6 8 10
. . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . .
;G# X\
GK!I)℄ 3tI)℄4U (=), 
> rt <- read.table("applicant.data")
> AVG <- apply(rt, 1, mean)
> sort(AVG, decreasing = TRUE)
40 39 8 7 23 22 2
9.600000 9.466667 9.000000 8.600000 8.600000 8.533333 8.466667
24 9 10 16 3 44 12
8.400000 8.133333 7.666667 7.666667 7.400000 7.400000 7.200000
. . . . . . .
. . . . . . .
Lm℄ 6 
GK0 40  39  8  7  23  22 
tÆD&m! mean q sum, Pn
GK!℄ TX90/|
!
+x ÆDK| 5^=!tq0/|!x q0|_tI)\
WTD_AVG = w1 FL + w2 APP + · · · + w15 SUIT,

Tm w , w , · · · , w 0t\ ~ w + w + · · · + w = 1. w (i = 1, 2, · · · , 15)
1 2 15 1 2 15 i

>,' i 5^=!qpKLMPpw15^=!tq
ÆDYpSKd!v)  ^=0/! F^=H/ `
g!I)X\ $[Æ /JD!5A!tq F/J!5A!t
q= 5J℄℄
*/K℄
G#!/KX\ X\/P
> cor(rt)
 3.4 D!G#!G#nQ/℄ 177

FL APP AA LA SC
FL 1.00000000 0.2388057 0.044040889 0.306313037 0.092144656
APP 0.23880573 1.0000000 0.123419296 0.379614151 0.430769427
AA 0.04404089 0.1234193 1.000000000 0.001589766 0.001106763
LA 0.30631304 0.3796142 0.001589766 1.000000000 0.302439887
SC 0.09214466 0.4307694 0.001106763 0.302439887 1.000000000
LC 0.22843205 0.3712589 0.076824494 0.482774928 0.807545017
HON -0.10674947 0.3536910 -0.030269601 0.645408595 0.410090809
SMS 0.27069919 0.4895490 0.054727421 0.361643880 0.799630538
EXP 0.54837963 0.1409249 0.265585352 0.140723415 0.015125832
DRV 0.34557633 0.3405493 0.093522030 0.393164148 0.704340067
AMB 0.28464484 0.5496359 0.044065981 0.346555034 0.842122228
GSP 0.33820196 0.5062987 0.197504552 0.502809305 0.721108973
POT 0.36745292 0.5073769 0.290032151 0.605507554 0.671821239
KJ 0.46720619 0.2840928 -0.323319352 0.685155768 0.482455962
SUIT 0.58591822 0.3842084 0.140017368 0.326957419 0.250283416
LC HON SMS EXP DRV
FL 0.2284320 -0.106749472 0.27069919 0.54837963 0.34557633
APP 0.3712589 0.353690969 0.48954902 0.14092491 0.34054927
AA 0.0768245 -0.030269601 0.05472742 0.26558535 0.09352203
LA 0.4827749 0.645408595 0.36164388 0.14072342 0.39316415
SC 0.8075450 0.410090809 0.79963054 0.01512583 0.70434007
LC 1.0000000 0.355844464 0.81802080 0.14720197 0.69751518
HON 0.3558445 1.000000000 0.23990754 -0.15593849 0.28018499
SMS 0.8180208 0.239907539 1.00000000 0.25541758 0.81473421
EXP 0.1472020 -0.155938495 0.25541758 1.00000000 0.33722821
178 'C G#DK℄
DRV 0.6975152 0.280184989 0.81473421 0.33722821 1.00000000
AMB 0.7575421 0.214606359 0.85952656 0.19548192 0.78032317
GSP 0.8828486 0.385821758 0.78212322 0.29926823 0.71407319
POT 0.7773162 0.415657447 0.75360983 0.34833878 0.78840024
KJ 0.5268356 0.448245522 0.56328419 0.21495316 0.61280767
SUIT 0.4161447 0.002755617 0.55803585 0.69263617 0.62255406
AMB GSP POT KJ SUIT
FL 0.28464484 0.3382020 0.3674529 0.4672062 0.585918216
APP 0.54963595 0.5062987 0.5073769 0.2840928 0.384208365
AA 0.04406598 0.1975046 0.2900322 -0.3233194 0.140017368
LA 0.34655503 0.5028093 0.6055076 0.6851558 0.326957419
SC 0.84212223 0.7211090 0.6718212 0.4824560 0.250283416
LC 0.75754208 0.8828486 0.7773162 0.5268356 0.416144671
HON 0.21460636 0.3858218 0.4156574 0.4482455 0.002755617
SMS 0.85952656 0.7821232 0.7536098 0.5632842 0.558035847
EXP 0.19548192 0.2992682 0.3483388 0.2149532 0.692636173
DRV 0.78032317 0.7140732 0.7884002 0.6128077 0.622554062
AMB 1.00000000 0.7838707 0.7688695 0.5471256 0.434768242
GSP 0.78387073 1.0000000 0.8758309 0.5494076 0.527816315
POT 0.76886954 0.8758309 1.0000000 0.5393968 0.573873154
KJ 0.54712558 0.5494076 0.5393968 1.0000000 0.395798842
SUIT 0.43476824 0.5278163 0.5738732 0.3957988 1.000000000

\;X9<Z0/! tÆD/Pm/&G!(B\ ≥ 0.5

!\1Æ(2.
(t<Z℄ ℄!":0|um<ZXd!/&G0&!
x FH|d!/&G0&!$ /&G!<Z+* LC(5_
R)  GSP(L&R) !/&G0 0.882, GSP  POT(^5&R) !/&G
 3.4 D!G#!G#nQ/℄ 179

0 0.876, F LC  POT Xd!/&G0 0.777,  L~<Z0|,lu

 SMS(:&R) q
p)5Lm  d LC  GSP  POT !/
&G℄?0 0.818  0.782  0.754. AMB(.sE) q
5m T/
&G℄?0 0.758  0.860  0.784  0.769. uJe J,<Z DRV(b
)KI)  SC( FE) q5mm~<Z!/&Gd5 0.672
|Æ
5X9'I!<Z H|m!"LX9 FL(nYF!I+)  EXP(
k)  SUIT(1
K), T/&G℄?0 0.548  0.586  0.693.
'*X9 KJ(x[&R)  LA(lz%6), /&G0 0.685, ,X9
HON(p$), d LA !/&G0 0.645, d KJ !/&G` 0.448. 
uKG#)D “z” !℄ HON <Z℄5q0|| 0!L!
3, AA(
s&R)  APP() Y~<Z AA <ZT <Z!/
&Gf 0.5, F APP <ZT <Z!/&G℄xvvf 0.5 ! 
$T $!/&G
'~
 1  SC, LC, SMS, DRV, AMB, GSP  POT
 2  FL, EXP  SUIT
 3  LA, HON  KJ
 4  AA
 5  APP
u!^=E2Æ>\|u&R  *!
℄ P
G1 = (SC + LC + SMS + DRV + AMB + GSP + POT)/7
G2 = (FL + EXP + SUIT)/3
G3 = (LA + HON + KJ)/3
G4 = AA
G5 = APP

' kK!℄0
AVG = (G1 + G2 + G3 + G4 + G5 )/5.
180 'C G#DK℄
:C/
! R oU (oU group.R), X\
> attach(rt)
> rt$G1<-(SC+LC+SMS+DRV+AMB+GSP+POT)/7
> rt$G2<-(FL+EXP+SUIT)/3
> rt$G3<-(LA+HON+KJ)/3
> rt$G4<-AA
> rt$G5<-APP
> AVG<-apply(rt[,16:20], 1, mean)
> sort(AVG, decreasing = TRUE)
8 40 39 7 23 9 2
9.000000 8.971429 8.914286 8.619048 8.390476 8.209524 8.066667
22 24 16 46 5 10 20
8.057143 8.038095 7.571429 7.533333 7.314286 7.304762 7.219048
. . . . . . .
. . . . . . .
. . . . . . .
5℄j?( ℄ 6 
GK0 8  40  39  7  23  9 
CX\℄j?(!_tI)℄
WTD_AVG = w1 G1 + w2 G2 + · · · + w5 G5 ,

Tm w 1 + w2 + · · · + w5 = 1.

k fS ! . r sp
3.5

5℄\SDG#! I>,SK DG0NBuI!G#!

Æ I℄x&1zD CHS;BÆ|ÆG#
DD#L02
plv!qSD}XZ^ z\DpD!G#! ,SK LS!e
8 Hl!h ℄|!SKLM!p!n) 
RpD!G#! ,SK
<Z0 p ÆG#  n ~YG# Tm' k !Y\
Xk = (xk1 , xk2 , · · · , xkp ), k = 1, 2, · · · , n,
 3.5 D!G#! >,SK 181

n YG#lP X = (x ) . ij n×p

3.5.1  y

uC |( Jvl
(1) Zz=& #=r p ~) |>, p ~<Z
(2) B 1!uY\ 5 p ~)Æ!= Px<B
!<Zr
\lS4
(3) T p ~)uJ. P pY\!u|uC.
(4) B n Y\ 8qkÆDJv 01z n vJ. l n 
Y\!uC 
:C1uC1G G outline.R 
outline <- function(x, txt = TRUE){
if (is.data.frame(x) == TRUE)
x <- as.matrix(x)
m <- nrow(x); n <- ncol(x)
plot(c(1,n), c(min(x),max(x)), type = "n",
main = "The outline graph of Data",
xlab = "Number", ylab = "Value")
for(i in 1:m){
lines(x[i,], col=i)
if (txt == TRUE){
k <- dimnames(x)[[1]][i]
text(1+(i-1)%%n, x[i,1+(i-1)%%n], k)
}
}
}
Tm x 0PCG#> txt 0xL<Z  txt = TRUE(v\) " ? "
zY\!=b: (FALSE) H z=G!0J0?z n Y
\!uC 

3.18 zQB3Q% Q:o73 12 VQB3 5 KZV
3: , ` 3.7 qO! 12 VQBQ%:3<Æ
182 'C G#DK℄
- 3.7: 12 "We 5  nARk w ?9
M 3F (X )  (X )  (X ) aQ (X )  (X )
1 2 3 4 5

1 99 94 93 100 100
2 99 88 96 99 97
3 100 98 81 96 100
4 93 88 88 99 96
5 100 91 72 96 78
6 90 78 82 75 97
7 75 73 88 97 89
8 93 84 83 68 88
9 87 73 60 76 84
10 95 82 90 62 39
11 76 72 43 67 78
12 85 75 50 34 37

[tG#>G#pm p course.data  T|+

X1 X2 X3 X4 X5
1 99 94 93 100 100
2 99 88 96 99 97
3 100 98 81 96 100
. .. .. .. .. ..

;G# O:C! outline() G

> X<-read.table("course.data")
> source("outline.R")
> outline(X)

?zG#!uC
3.14 b,

uC ( 3.14) 0|Z!,z ~ZlI/SBN
m#|`B
4oFf q0Z&,z4olI!5℄
j?##Lp I5!J℄mL'}
 3.5 D!G#! >,SK 183

The outline graph of Data

100
1 4

90
6
2
8
3

80
5
11 12 9
7
70
Value

60
50
40

10

1 2 3 4 5

Number

3.14: 12 Z 5
4o!-6lI!uC
3.5.2 N
G ! Jv0
(1) u$ Ct$s p #℄
(2) T$E℄) L p v%v1 <Z!=u C=|1
!2<
(3) B 1!uY\  p ~<Z\℄?r5/
!=uÆ x't
dTlu~ p 9I
(4) n Y\01z n ~ p 9I
R p) zG !G stars(), P
1zP 3.18 m 12 ZZ$
lI!G `P
> stars(X)
01zG
3.15 b,
G mKIu0<Z X , i+"NS8 v0 X , X , · · ·. G Z7
1 2 3

I KÆ,! 7 q7u~Vw  G qj I CVw 

184 83% axS_F`!

1 2 3

4 5 6

7 8 9

10 11 12

3.15: 12 Z 5
4o!-6lI!G
3.15 m0|,z 1  2 ZZ$lIN 11  12 ZZ$l
I|` F 7  10 ZB/
G stars() 0|_pQG 1pH|!G T(SK
(
stars(x, full = TRUE, scale = TRUE, radius = TRUE,
labels = dimnames(x)[[1]], locations = NULL,
nrow = NULL, ncol = NULL, len = 1,
key.loc = NULL, key.labels = dimnames(x)[[2]], key.xpd = TRUE,
xlim = NULL, ylim = NULL, flip.labels = NULL,
draw.segments = FALSE, col.segments = 1:n.seg, col.stars = NA,
axes = FALSE, frame.plot = axes,
main = NULL, sub = NULL, xlab = "", ylab = "",
cex = 0.8, lwd = 0.25, lty = par("lty"), xpd = FALSE,
mar = pmin(par("mar"),
1.1+ c(2*axes+ (xlab != ""),
2*axes+ (ylab != ""), 1,0)),
 3.5 D!G#! >,SK 185

add = FALSE, plot = TRUE, ...)

Tm x 0PCG#> full 0xL<Z
 full = TRUE (v\), :G
1l$!b: (FALSE) 1lÆ%$ I scale 0xL<Z  scale = TRUE
(v\), G#P!u^09Q! Ce^!\ 1, =\ 0; b:
(FALSE) bG >/5uV radius 0xL<Z  radius = TRUE (v
\), ?zG !%l!T.b: (FALSE) ?z!G %l!T.
len 0%t< (v\ 1), >G !4P key.loc 0u~ x  y
=l!8Z (v\ NULL), d>=G!!f draw.segments 0
xL<Z  draw.segments = TRUE (v\0 FALSE), ?z!G 0u?u
?!+T QG!(SKkQl5.'}
-RG stars() m!QG 0tP 3.18 m 12 ZZ$lI!G 1
lfupI+
> stars(X, full=FALSE, draw.segments = TRUE,
key.loc = c(5,0.5), mar = c(2,0,0,0))
1zG
3.16 b,

1 2 3

4 5 6

7 8 9

10 11 12
X3
X4 X2

X5 X1

3.16: 12 Z 5
4o!-6lI!G (QG)
186 83% axS_F`!
3.5.3^$ N:
-q. 0 Andrews (kN) 5 1972 ,pzD!z>,K TO2
0tDÆ6dm!u~)B
IÆI!uvq. B p ÆG# ` X r

0' r Y\ P
XrT = (xr1 , xr2 , · · · , xrp ),

:B
!-q.0
xr1
fr (t) = √ + xr2 · sin(t) + xr3 · cos(t) + xr4 · sin(2t) + xr5 · cos(2t) +
2
+ · · · +, − π ≤ t ≤ π. (3.29)

YG#B
n vq. ,5|uDIÆ0uD-q. 
n
<ZG#!G\/`gW= *=33 
H+ (3.29) :C1-q. G G unison.R 
unison <- function(x){
if (is.data.frame(x) == TRUE)
x <- as.matrix(x)
t <- seq(-pi, pi, pi/30)
m <- nrow(x); n<-ncol(x)
f <- array(0, c(m,length(t)))
for(i in 1:m){
f[i,] <- x[i,1]/sqrt(2)
for( j in 2:n){
if (j%%2 == 0)
f[i,] <- f[i,]+x[i,j]*sin(j/2*t)
else
f[i,] <- f[i,]+x[i,j]*cos(j%/%2*t)
}
}
plot(c(-pi,pi), c(min(f), max(f)), type = "n",
main = "The Unison graph of Data",
xlab = "t", ylab = "f(t)")
 %~3 187

for(i in 1:m) lines(t, f[i,] , col = i)

}
Tm x 0PCG#>G!>z0-q.

3.19 !! 3.18 G 12 VQBQ%:3=/Æ
[:!G unison() 
> source("unison.R")
> unison(X)
?z-q.
3.17 b,
The Unison graph of Data
300
200
100
f(t)

0
−100

−3 −2 −1 0 1 2 3

Z 5
4o!-q.
3.17: 12

Andrews T\z+D5+ SD"!Kj Lp B!J℄'

}"
X9!J}XZ %K :|J!q..5uV H|J!q..
lH|!E W Z
4℄
3.1 [(L 100 VlB x ?R_+ G + (g/L), ax,)
188 83% axS_F`!
74.3 78.8 68.8 78.0 70.4 80.5 80.5 69.7 71.2 73.5
79.5 75.6 75.0 78.8 72.0 72.0 72.0 74.3 71.2 72.0
75.0 73.5 78.8 74.3 75.8 65.0 74.3 71.2 69.7 68.0
73.5 75.0 72.0 64.3 75.8 80.3 69.7 74.3 73.5 73.5
75.8 75.8 68.8 76.5 70.4 71.2 81.2 75.0 70.4 68.0
70.4 72.0 76.5 74.3 76.5 77.6 67.3 72.0 75.0 74.3
73.5 79.5 73.5 74.7 65.0 76.5 81.6 75.4 72.7 72.7
67.2 76.5 72.7 70.4 77.2 68.8 67.3 67.3 67.3 72.7
75.8 73.5 75.0 73.5 73.5 73.5 72.7 81.6 70.3 74.3
73.5 79.5 70.4 76.5 72.7 77.2 84.3 75.0 76.5 70.4
Cn~:V |_ W | ; | _ W ℄ q'a|G G
3.2 /%~ 3.1 39VÆNGC/oY` l Æ QQ Æ d YNG
C/2vNG/0 W _ YoY` l /2v` l /0 W _ G
2v/3~: _ W | %~ 3.1 Cn3:
3.3 /%~ 3.1 3laÆ1/Æ d Cna_

3.4 ` a z W PYVS Kolmogorov-Smirnov PYVSPY%~ 3.1 3ax

Rdf2v` l 
3.5 9 G ℄aI- 3 I k C38p31
a, ` 3.8 qO V

- 3.8:  zw` e
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1 2 4 3 2 4 7 7 2 2 5 4
2 5 6 8 5 10 7 12 12 6 6
3 7 11 6 6 7 9 5 5 10 6 3 10

/ax31/Æ q z*IVS IR plot { 3 IR boxplot 

{qK9 G ℄ U R=3IC3~1
a~+P | q
3.6 /! 3.16 33; _ 34Æ ÆG`!! 3.16 3 =3F
 %~3 189

[:x2 19 VQB3h3; _ F a g2At (cm) J (N), y

ax| ` 3.9 qO (1) V/JLAt34:Æ (2) / k F a 
3.7

- 3.9: Wed & R  e

Q GV F a g2 At J
01 Alice F 13 56.5 84.0
02 Becka F 13 65.3 98.0
03 Gail F 14 64.3 90.0
04 Karen F 12 56.3 77.0
05 Kathy F 12 59.8 84.5
06 Mary F 15 66.5 112.0
07 Sandy F 11 51.3 50.5
08 Sharon F 15 62.5 112.5
09 Tammy F 14 62.8 102.5
10 Alfred M 14 69.0 112.5
11 Duke M 14 63.5 102.5
12 Guido M 15 67.0 133.0
13 James M 12 57.3 83.0
14 Jeffrey M 13 62.5 84.0
15 John M 12 59.0 99.5
16 Philip M 16 72.0 150.0
17 Robert M 12 64.8 128.0
18 Thomas M 11 57.5 85.0
19 William M 15 66.5 112.0

) JAt34:Æ (3) / k g2J3JAt34:Æ (4)

` k F a  k g2J3JAt34:Æ
3.8 !a z = x − 2x y + x − 2xy + 2y + x − 4y + 4  −2 ≤ x ≤ 3,
4 2 2 2 9

−1 ≤ y ≤ 7 :33uRQ5:/ G x  y x:7O3Ov
2
190 'C G#DK℄
0.05, 5:/3:` a  0, 1, 2, 3, 4, 5, 10, 15, 20, 30, 40, 50, 60, 80, 100, 
15  (R3ÆDGP!S3℄G)

3.9 z pearson 0PYSPY%~ 3.7 G3AtJRd0

3.10 /! 3.17 G 48 V8+ax3BÆ (1) j 15 3\ ℄ + FL, APP,

· · ·, SUIT BÆ3L (2) j G , G , · · · , G BÆ3LÆ,<BÆ e
1 2 5

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+KBÆ
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,=1xI s a
3.11 /! 3.17 G 48 V8+ax3=/ j G , G , · · · , G \ ℄
1 2 5

+
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QG µ  σ !$rr\CHW Pp{m2D

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X (parametric estimation). d0}X!upqpI
+


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θ 0&r\!P QG6d (parameter space), Y Θ.

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: f (x; θ) 0rqÆ<Gr X ℄I KH! : f (x; θ) 0℄IpP

B Poisson ℄I P (λ), θ = λ 0 1 ÆWQGBSh℄I N(µ, σ ), 2

θ = (µ, σ ) 0 2 ÆWQG
2

\
Xr X !QG θ, p r X mxzu~m2 X , X , · · · , X 1 2 n

(P X , X , · · · , X 09Q|℄I), d!|℄I0r℄I f (x; θ). \

1 2 n

X θ, Pp71!}XZ θ̂(X , X , · · · , X ), d`vEm2 HvEW

1 2 n

QGq0M u\m2 X , X , · · · , X , 0|X\z θ̂(X , X , · · · , X )

1 2 n 1 2 n

191
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X gY θ̂.  1 2 n

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4.1.1 o

K (method of moments) 0 }XZ^ K · Pearson 5 20 -℄yp

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r X !℄Im!WQG θ = (θ , θ , · · · , θ ) , `1r X ! k 1 2 m
T

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E(X k ) = αk (θ1 , θ2 , · · · , θm ), k = 1, 2, · · · , m

5 gr! k ")#dm2! k ")

n
1X k
Ak = X , k = 1, 2, · · · , m,
n i=1 i

P
n
k 1X k
αk (θ1 , θ2 , · · · , θm ) = E(X ) = X = Ak , k = 1, 2, · · · , m. (4.1)
n i=1 i

So (4.1) 0|WZ θ !

θ̂i = θ̂i (X1 , X2 , · · · , Xn ), i = 1, 2, · · · , m. (4.2)

r θ̂ = (θ̂ , θ̂ , · · · , θ̂
1 2  θ = (θ , θ , · · · , θ ) !
X :j θ̂ θ !
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m)
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(estimation by moments), 
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1 2 n
2

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α1 = E(X) = µ,
α2 = E(X 2 ) = Var(X) + [E(X)]2 = σ 2 + µ2 .

m2!u I ")
n n
1X 1X 2
A1 = Xi = X, A2 = X .
n i=1 n i=1 i
 4.1 :C 193

+ (4.1) So 
 µ = X,
n
1X 2
 σ 2 + µ2 = X .
n i=1 i
ÆDSo)\ µ S` σ !
X 2

µ̂ = X, (4.3)
n n
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n i=1 n i=1

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n

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2 2

+ (4.4) QG µ  σ !
X
2

n
1X 2
µ̂ = X, σ̂ = (Xi − X)2 .
n i=1

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(
λe−λx , x ≥ 0,
f (x) =
0 x < 0,

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n
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i=1

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X R_ X 3 w\ V VzvSC s a θ.
1 2

n
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n
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θ = 2X = Xi .
n i=1

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· · ·, X R_ X 3 w\ V VzvSC s a a  b.
1 2

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X
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n n
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2
E(X) = A1 = Xi , Var(X) = M2 = Xi − X .
n i=1 n i=1

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b+a (b − a)2
= X, = M2 ,
2 12

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X℄?
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!
X

4.5 ?_ X fQ3`l B(k, p), G k, p 6sa X , X , · · · , X
R_ X 3 w\ V  s a k, p 3vC k̂, p̂.
1 2 n

[2P0|So (4.1) !> +  \j,G\X\!

o4|G\X\!wo< LM80OG\X\!SK J
X
I5℄I!)\ (ru ")) 0 kp, S` (rI mE) 0 kp(1 −
p). sQSo
kp − X = 0, kp(1 − p) − M2 = 0. (4.7)

:C/
! R G (oU moment_fun.R)
moment_fun<-function(p){
f<-c(p[1]*p[2]-A1, p[1]*p[2]-p[1]*p[2]^2-M2)
J<-matrix(c(p[2], p[1],
 4.1 )
X 195

p[2]-p[2]^2, p[1]-2*p[1]*p[2]),
nrow=2, byrow=T)
list(f=f, J=J)
}
Tm p[1] >,QG k, p[2] >,QG p, f 0So (4.7) =7!G J
G f ! Jacobi P
-o Newton K (l'IC 2.9.3 ) nW.KSo (4.7), Tmm2r
\^GGasQ
X! R G (oU moment_estimate.R)
x<-rbinom(100, 20, 0.7); n<-length(x)
A1<-mean(x); M2<-(n-1)/n*var(x)
source("moment_fun.R"); source("Newtons.R")
p<-c(10,0.5); Newtons(moment_fun, p)
5oUm 'u&0a 100 ~ k = 20, p = 0.7 !I5℄I!^GG'
I&0X\m2)\ m2u ")m2I mE'&0-{:
!oU moment_fun.R  Newtons.R, Tm source() &0{:!oU-
$ T(|+0
source("FileName")
p ("FileName") m0|)p!l
'u&0 zy\ - Newton KX\So!
TX\
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$root
[1] 19.4957061 0.7237491
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[1] 11
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[1] 1
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[1] 0.000000e+00 -2.220446e-15
 11 . X\
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2
X X − M2
k̂ = = 19.49571, p̂ = = 0.7237491.
X − M2 X
196 8h% s aC
YK4| `0"=!
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r℄IG!F" 1f\K!H
 Θ 0QG6d QG θ 0r Θ !b\ 5 1m2!_\ (x , x , 1 2

· · ·, x ) ' H|! θ B
 (X , X , · · ·, X ) y (x , x , · · ·, x ) !a$!
n 1 2 n 1 2 n

rq=H| Zx5u6km_\ (X , X , · · ·, X ) !r\ (x , 1 2 n 1

x , · · ·, x ),  0|| θ 00&D%( (X , X , · · ·, X ) y (x ,
2 n 1 2 n 1

x , · · ·, x ) a$!rq K θ̂, P

2 n

n
Y n
Y
f (xi ; θ̂) = sup f (xi ; θ). (4.8)
i=1 θ∈Θ i=1

r θ̂  θ !
X L0KSx"L
  X TVH^G<Z" + (4.8) m! f (x ; θ) 0QG!r\ i

θ " X !rqÆ<G5 x !r\  X KH^G<Z" f (x ; θ)

i i

QG θ " X r x !rq (℄Ip).

_ o 4.1 ?_ X 3n:NGa4` l 9 f (x; θ), θ ∈ Θ R6 s a
i

X , X , · · · , X \_ X 3\ V 
1 2 n

n
Y
L(θ; x) = L(θ; x1 , x2 , · · · , xn ) = f (xi ; θ)
i=1

 θ 3i$a (likelihood function).

+x m2r\ x Æ1" L(θ; x) 0 θ !GQG θ Æ1  X
TVH^G<Z" d0m2 (X , X , · · · , X ) !S!rqÆ<G X
1 2 n

KH^G<Z" d0m2 (X , X , · · · , X ) !S!℄Ip 1 2 n

 4.1 )
X 197

_ o 4.2 ?_ X 3n:NGa4` l 9 f (x; θ), θ ∈ Θ R6 s a

X , X , · · · , X \_ X 3\ V L(θ; x)  θ 3i$a 0 θ̂ = θ̂(X)
1 2 n

= θ̂(X , X , · · · , X ) R w
C+B`
1 2 n

L(θ̂(X); X) = sup L(θ; X),

θ∈Θ

" θ̂(X)  θ 3;"i$C (maximum likelihood estimation), QE MLE.

z;"i$CC s a3VS;"i$S
(℄H|j?KSxK!no
(1) SxG L(θ; X) θ !TVG e θ !℄Z!BG5
 θ 0 m Æ<Z e Θ ⊂ R +p :K\!u 8pvp  m

∂L(θ; X)
= 0, i = 1, 2, · · · , m. (4.9)
∂θi
{ j+ (4.9) SxSo9Q|℄I!m2!SxG L(θ; X) $T
nH!I+ B L(θ; X) rBG'3nBG0S;! $Æ O
(4.9) #a!I+
∂ ln L(θ; X)
= 0, i = 1, 2, · · · , m. (4.10)
∂θi
j+ (4.10) BGSxSo (loglikelihood equation).
\ !0K\!8pvpW KSx
Xu10SxSoCBG
SxSo! SxSoCBGSxSo!880KSx
Xd|&
u SxG L(θ; X) CBGSxG ln L(θ; X) BQG θ !I Hesse P
∇ L(θ; X) C ∇ ln L(θ; X) m1 ( θ 0u!<Z
2
θ
2
θ <0C < ∂ 2 L(θ;X)
∂θ 2
∂ 2 ln L(θ;X)
∂θ 2
0), :SxSoCBGSxSo!N0KSx
X

4.6 ?_ X f2v`l N(µ, σ ), G µ, σ 6sa X , X , · · · , X
2 2

R\_ X 3 w\ V Vz;"i$SC s a (µ, σ ).

1 2 n
2

[Sh℄I!SxG
n
" n
#
Y 1 X
−n
L(µ, σ 2 ; x) = f (xi ; µ, σ 2) = (2πσ 2 ) 2 exp − 2 (xi − µ)2 ,
i=1
2σ i=1

/
!BGSxG
n
2 n 2 1 X
ln L(µ, σ ; x) = − ln(2πσ ) − 2 (xi − µ)2 .
2 2σ i=1
198 'RC QG
X
g  ∂ ln L(µ, σ 2 ; x) 1 X
n

 = (xi − µ) = 0,
 ∂µ σ 2 i=1
Xn
 2
 ∂ ln L(µ, σ ; x) = − n + 1

(xi − µ)2 = 0,
∂σ 2 2σ 2 2σ 4 i=1
SxSo
n n
1X 2 1X
µ= xi = x, σ = (xi − x)2 .
n i=1 n i=1

uJkT BBGSxG ln L(µ, σ ; x) !I 2

Hesse P
 n
P 
− σn2 − σ14 (xi − µ) 
− σn2 0

 n
i=1
n
=
P P 0 − 2σn4
− σ14 (xi − µ) n
2σ4
− 1
σ6
(xi − µ)2
i=1 i=1
!
0m1P b| 0 L(µ, σ ; x) !K\) (µ, σ ) !
n
1X
x, (xi − x)2 2 2
n i=1
KSx
X0
n n
1X 1X
2
µ̂ = Xi = X, σ̂ 2 = Xi − X .
n i=1 n i=1

P 4.1 /4| YK!X\0/|!

4.7 ?_ X 3f;a`l NGaR (
λe−λx , x ≥ 0,
f (x) =
0 x < 0,

G λ R6sa0 X , X , · · · , X \_ X 3 w\V Vz;"i$

C s a λ.
1 2 n

[`-o x ≥ 0 K℄ ^G℄I!SxG
i

n
" n
#
Y X
L(λ; x) = f (xi ; λ) = λn exp −λ xi ,
i=1 i=1

/
!BGSxG
n
X
ln L(λ; x) = n ln λ − λ xi .
i=1
 4.1 )
X 199

g n
∂ ln L(λ; x) n X
= − xi = 0,
∂λ λ i=1

SxSo .X
n
λ=n xi .
i=1
.X
n
 ∂ 2 ln L(λ; x)
∂λ 2
n
= − 2 < 0,
λ
 n xi 0 L(λ; x) !K\) λ !
i=1
.X n
KSx
X0 n Xi .
i=1

P 4.2 /4| YK!X\q0/|!

(2) SxG L(θ; x)  θ d)
 Θ R m!+p "nSxSo!SKH1 p$rq
m

$r℄

4.8 ?_ X RO [a, b] :3~`l G a, b R6sa X , X ,
· · ·, X R_ X 3 w\ V Vz;"i$SC s a a  b.
1 2

[Bm2 X , X , · · · , X , TSxG
1 2 n

, a ≤ x ≤ b, i = 1, 2, · · · , n,
( 1
n i
L(a, b; x) = (b − a)
0, Td.
"+x L(a, b; x) H0 (a, b) !TVG H&SxSo (4.10) n
F8P KSx
X!1zJDn L(a, b; x) !\ \( L(a, b; x)
 : b − a
p0&!=  b H&= max{x , x , · · · , x }; b: 1 2 n

L(a, b; x) = 0. JS& a H& min{x , x , · · · , x }.  a  b !KS

1 2 n

x
X
â = min{X1 , X2 , · · · , Xn } = X(1) , b̂ = max{X1 , X2 , · · · , Xn } = X(n) .

|m!L KSxK
XP 4.5 m! θ, !0
θb = X(n) .

BLY~P KSxKK
Xz!\0H/|!
200 8h% s aC
KQG6d
(3) Θ
5j?( nKSx
X  -oQGr/a!\" SxG!
4\

4.9 ÆGo77i 500  e:EY-ÆG '`0
 i  1000  #R- G~ 72 $~EVÆG ~M<

[*tqu"3sm N v Tm r vY ^G&FG
 s v J, x vY ÆDF"D
X N.
 X YFG! s vmY!G :
CNs−x x
−r Cr
P {X = x} = .
CNs

 SxG
L(N; x) = P {X = x},

-oSxG!4
L(N; x) (N − s)(N − r) N 2 − (r + s)N + rs
g(N) = = = 2 ,
L(N − 1; x) N(N − r − s + x) N − (r + s)N + xN

 rs > xN "  g(N) > 1,  rs < xN "  g(N) < 1. P

L(N; x) > L(N − 1; x),  N < ,
( rs
x
L(N; x) < L(N − 1; x),  N > .
rs
x
 SxG L(N; x) 5 N = rsx oÆ K  N `rSRG ~
 N !KSx
X  l m rs
N̂ = ,
x
Tm ⌈ · ⌉ >,(rR P=p\!RG
 
tqm!GÆ  N̂ = 72 = 6944. Psm!G
500 × 1000

X 6944 v
(4)
5 (BG) SxSo"K> + `&OG\SK
 4.1 :C 201

4.10 ?_ X f Cauchy `l n:NGa

1
f (x; θ) = , − ∞ < x < ∞,
π[1 + (x − θ)2 ]

G θ 6 s a X , X , · · ·, X \_ X 3\ V  θ 3;"i$

1 2 n

C
[Cauchy ℄I!SxG
n
Y n
1 Y 1
L(θ; x) = f (xi ; θ) = n ,
i=1
π i=1 1 + (xi − θ)2

/
!BGSxG
n
X

ln L(θ; x) = −n ln(π) − ln 1 + (xi − θ)2 , (4.11)
i=1

BGSxSo n
X xi − θ
= 0. (4.12)
i=1
1 + (xi − θ)2

0|, BGSxSo (4.12) !0"! (-o R 

pnG\
5'IC (2.9.1 ) \Son
G uniroot(), LMdnSxSo
(4.12) !
m2 X !r\^GGa
> x <- rcauchy(1000,1)
> f <- function(p) sum((x-p)/(1+(x-p)^2))
> out <- uniroot(f, c(0, 5))
5oUm 'u&0a 1000 ~QG θ = 1 !^GG'I&CzSxSo
(4.12) B
!G'&0n
G uniroot() nSxSo5pd (0, 5) $
!
TX\
> out
$root
[1] 1.049538
$f.root
[1] -0.006061751
202 'RC QG
X
$iter
[1] 5
$estim.prec
[1] 6.103516e-05
5X\m $root 0So
!ÆS P
X\ θb = 1.049538. $f.root 0
G f 5ÆS\ !G\$iter !.G P\ 5 .$estim.prec
0ÆSw!`
X PÆSw`!(B\Hf 6.104 ×
10−5 .
G uniroot() !u"(|+
uniroot(f, interval,
lower = min(interval), upper = max(interval),
tol = .Machine$double.eps^0.25, maxiter = 1000, ...)
Tm f 0bnSo!G interval 0)So
!y*pd lower 0
y*pd!=) upper 0y*pd!=) tol 0X\< maxiter
0.G (v\ 1000).
℄lv!0
 R pm!Gn (BG) SxSo!
.$Æ q
0|Z R pm!Gn (BG) SxG!K\
R pmG optimize()(C optimise()) 0ZnuÆ<ZG!K=
) LMdnBGSxG (4.11) !K\) ToU
(
> loglike <- function(p) sum(log(1+(x-p)^2))
> out <- optimize(loglike, c(0, 5))
5oUm 'u&0BGSxG (4.11) ts G5 nK= _u~m
'I&0G optimize() nG loglike 5pd (0, 5) Æ!K=)
TX\
> out
$minimum
[1] 1.049513
$objective
[1] 1303.192
5X\m $minimum 0K=)!ÆS P
X\ θb = 1.049513.
$objective 0=G5ÆS !G\
 4.1 :C 203

nSxSo
!SK4| YK!X\/`H.$Æ nSxS

o
!SK0&wu SKPp*nG LB| k1!G
0&>Du1!"
G optimize()( optimise()) !u"K0
optimize(f = , interval = , lower = min(interval),
upper = max(interval), maximum = FALSE,
tol = .Machine$double.eps^0.25, ...)
optimise(f = , interval = , lower = min(interval),
upper = max(interval), maximum = FALSE,
tol = .Machine$double.eps^0.25, ...)
Tm f 0nK=!=G interval 0)K=!y*pd lower 0
y*pd!=) upper 0y*pd!=) maximum 0xL<Z

maximum = FALSE(v\) >,nGK=\)b: (maximum = TRUE) >,
nG!K\) tol 0X\<
WQG θ 0D!<Z" KSxKn!G\SKp1D<Z
GP
0| Newton K (l'IC! 2.9.3 ) nBGSxSo (4.10).
q0| R pm! nlm() GZn)Eq
min L(θ; x) C min ln L(θ; x),
θ θ

LM x 0^G<Z X !r\
\\ nlm GnD!GK=!SK LMg
G nlm()
nD<ZG f (x) !K=\) nlm() G5}Xm!( t>5'j
C! 6.7.2 mW.K=!X\mu
 nlm() Gn)E3q
min f (x) = 100(x2 − x21 )2 + (1 − x1 )2 (4.13)

!K=) ry*) x = (−1.2, 1) . jG (4.13) Rosenbrock G C6

(0) T

wG
Cz=G (oU Rosenbrock.R),
obj<-function(x){
204 'RC QG
X
f<-c(10*(x[2]-x[1]^2), 1-x[1])
sum(f^2)
}
tG-$ 3- nlm() Gn
> source("Rosenbrock.R")
> x0<-c(-1.2,1); nlm(obj,x0)
Tm x0 0y*\ 
$minimum
[1] 3.973766e-12
$estimate
[1] 0.999998 0.999996
$gradient
[1] -6.539275e-07 3.335996e-07
$code
[1] 1
$iterations
[1] 23
Tm $minimum 0G!=\ P f = 3.973766 × 10 . $estimate 0
∗ −12

)!
X\ P x = (0.999998, 0.999996) . $gradient 05) (

∗ T

X\) =Go<\ P ∇f = (−6.539275 × 10 , 3.335996 × 10 ) . $code

∗ −7 −7 T

0^= LM0 1, >,.l $iterations 0.G LM0 23, >,

J\ 23 .
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f (x∗ ) = 0.
{ÆD℄/
!P 0|K!)0g `PWr
! r!℄II+H8WFKSxK:8RWr℄II+ Ce
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X\0ue
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X\HumBpQG J
X
 4.2 C+3{)FW" 205

p#( z
XZ!XK!7?:
4.2 C  S xS1
℄Y!lvm0|, Brm|uQG θ, OH|!
XSK
!
XZ θb 0&0um! BDGj?0Hum!P
B).
℄I U[a, b], QG
X!KKSxK
X!0H|!
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“|” !
XZ#P
Ja
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XZ_
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XZ!BK?K/!K (ueK).
4.2.1 -5 B

XZ0^G<Z BH|!m2\>H|!
X\Lm pw
1u~
XZ!5 H&v#xm!D$Z F8RDx
m!D$ZB u~ xFE2!$Z=0pn
XZ&}B`
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#WQG!M\ L0b
BK!pnLuZpnrqfD0|(1
_ o 4.3 ? X R_ θ ∈ Θ RP_ X 3`lG3' s a X , X ,
· · ·, X R\_ X 3 w\ V 0C+ θb = θ(X
1 2

n
b , X , · · · , X ) 3aQ
1 2 n

 E(θ)b  L'm θ ∈ Θ ~
E(θ̂) = θ, (4.14)

" θ̂ R θ 3|C+4|C (unbiased estimate).

j E(θ̂) − θ | θ̂  θ !
X!&}`CB`B
X!$[ 
0&}`
 E(θ̂) − θ 6= 0, m2 Z n → ∞ " 
h i
lim E(θ̂) − θ = 0, (4.15)
n→∞

:j θ̂ θ !rÆB
X
u~
XZ
H0B! :jd0B
XZ
206 'RC QG
X

4.11 ?_ X 3 k bÆ:v α = E(X )(k ≥ 1)  X , X , · · · , X R
k
k
1 2 n

X 3 w\ V A = X \ V 3 k bÆ:v 4U=_ X f
X n
1 k
k i

GG` l " k b\ V Æ:v A R k b_Æ:v α 3|C

n i=1

! X , X , · · · , X  X |℄Ie/-9Q 
k k

1 2 n

E(Xik ) = E(X k ) = αk , i = 1, 2, · · · , n,

P n
! n
1X k 1X
E(Ak ) = E X = E(Xik ) = αk .
n i=1 i n i=1

n?& Hvr X f #℄I `pGZQ µ 5 8 E(X) = µ,

P X 0 µ !B
X

4.12 ?_ X 3~: µ V| σ  µ, σ 6sa " σ 3C+ 2 2 2

n
2 1X
2
σ
b = Xi − X
n i=1

R~|C+
!
n n
1X
2 1X 2 2
b2 =
σ Xi − X = X −X ,
n i=1 n i=1 i
n
! n
1 X 2 1X
2
σ2) = E
E(b Xi2 − E(X ) = E Xi2 − E(X ),
n i=1 n i=1




E Xi2 = Var(Xi ) + [E(Xi )]2 = σ 2 + µ2 ,
2  2 σ 2
E(X ) = Var(X) + E(X) = + µ2 ,
n
:  
2

2 2 σ2 n−1 2
E σ
b =σ +µ − + µ2 = σ 6= σ 2 .
n n
b| σb 0B!  σb s
X σ , :
X\I)B= d0 σ !rÆ
2 2 2 2

B
X
 4.2
XZ!XK: 207

Bm2S` 
n
1 X n
S2 = (Xi − X)2 = b2 ,
σ
n − 1 i=1 n−1
1 n n−1 2
E(S 2 ) = σ2 ) =
E(b · σ = σ2 .
n−1 n−1 n
L0M m2S` S 0rS` σ !B
Xu"8O S  r
2 2 2

S` σ !
XZ2

4.2.2 yFR
5SDj?( rQG θ !B
XZH0u!
$Zu~
QG!Y~B
XZ K#u~qp=0_dJ!r\N
m
XQG!M\oÆ Pu~
XZ!S`=L0(!?K
r-
_ o 4.4 ? θ̂ = θ̂ (X , X , · · · , X )  θ̂ = θ̂ (X , X , · · · , X ) CR θ 3|
1 1 1 2 n 2 2 1 2 n

C 0
Var(θ̂1 ) ≤ Var(θ̂2 ),

" θ̂ W θ̂ ~;
1 2

-_ θ !bB
XZ
Tm5u~
XZ θ̂ !S`= : 0

XZ
 Cj
XZ θ̂ θ !=S`B
X (minimum variance 0

unbiased estimate).
0|T BShr N(µ, σ ), (X, S ) 0 (µ, σ ) !=S`B
X 2 2 2

?K! 0 θ̂
X θ " {&}B` 8pn
X<x

4.13 ?_ X 3~: µ V| σ  X , X , · · · , X R\_ X 2

3 w\ V 4UC µ F µ̂ = X = X W µ̂ = P c X ~; G
1 2 n
P n n
1
1 n i 2 i i
i=1 i=1
n
P
ci = 1, ci > 0, i = 1, 2, · · · , n.
i=1
[ ~kT E(µ̂ ) = E(µ̂ ) = µ, 80 µ !B
XX\S`
1 2

σ2
Var(µ̂1 ) = Var(X) = ,
n !
Xn n
X n
X
2

2
Var(µ̂2 ) = Var c i Xi = ci Var(Xi ) = σ c2i .
i=1 i=1 i=1
208 8h% s aC
!2
H#+ 
n
X n
X
ci ≤n c2i ,
i=1 i=1

n
!2 n
σ2 σ2 X X
2
Var(µ̂1 ) = = ci ≤σ c2i = Var(µ̂2 ),
n n i=1 i=1

 µ̂ 4 µ̂ ?
1 2

4.2.3 ; ' R (hR)

XZ θ̂ !BK?K805m2 Z n Æ1!j?(lv!xF

XZ θ̂(X , X , · · · , X ) vEm2 Z n, x>2 u~!
XZ
1 2 n

θ̂, m2 Z n *" r!F"q^X<_ p

XL
*w
*0. n?0 n → ∞ "
X\tQGM\R)uue L0
X
Z!/!K Cj ueK/!K!d|1
(
_ o 4.5 ? θ̂(X , X , · · · , X ) 6 s a θ 3C+ 0L'm θ ∈ Θ, ,
1 2 n

n → ∞ F θ̂(X , X , · · · , X ) en:W' θ, ?L'm ε > 0, ~

1 2 n

lim P {|θ̂ − θ| < ε} = 1,

n→∞

" θ̂  θ 30C (consistent estimate) +4 C+ d E θ̂ −→ P

θ(n → ∞).
0, n → ∞ F θ̂ ~VW' θ, ?
lim E(θ̂ − θ)2 = 0,
n→∞

" θ̂  θ 3~V0C+ (4 C+), d E θ̂ −→ θ(n → ∞). L2

4.3 MJC
℄!)
XSK0NBr!uWQG θ, 7 θ !u~
XZ
θ̂(X , X , · · · , X ), Bxm! Pu~m2_\ (x , x , · · · , x ), 0
1 2 n 1 2 n


X θ̂(x , x , · · · , x )  θ !u~ÆS\ P| θ̂(x , x , · · · , x ) ≈ θ. 
1 2 n 1 2 n

0 zpLp
X!wK
0Fo<
)
XK=ÆL
q \'Ldq PplvQG!pd
X
 4.3 pd
X 209

_ o 4.6 ?_ X 3` l a F (x; θ) 6 s a θ, Ly?: α (0 <

α < 1), 0|\ V X , X , · · ·, X "?3*w
C+ θ̂ (X , X , · · · , X ) 
1 2 n 1 1 2 n

θ̂ (X , X , · · · , X ) B`
2 1 2 n
n o
P θ̂1 (X1 , X2 , · · · , Xn ) < θ < θ̂2 (X1 , X2 , · · · , Xn ) = 1 − α, (4.16)

"o7O (θ̂ , θ̂ ) Rsa θ 3AAG 1 − α 3AAO (confidence inter-

val), θ̂  θ̂ ` a AAG 1 − α 3b v AAO3AA).AA:.
1 2

1 2

 1 − α AAG4AA'a
fFpd (θ̂ , θ̂ ) 0u~^Gpd B!xmDM bH| C
1 2

")\QG θ, "H) θ. 0 pd) θ !0&K fF<0

1 − α. +x 5fF<u1!℄p(fFpd!d<*> T<*x
Xq
*5$m { 1u1!fF< n0&>!fFpd
4.3.1 h Æ 9 R J w

`Shr X ∼ N(µ, σ ), X , X , · · · , X D r X !u~m2

2
1 2 n

1 − α fF< X m2)\ S m2S` 2

1. h  µ R L IB
℄?lvr X !S` σ {WS` σ WYpjI 2 2

 σ {W" 
2

X −µ
√ ∼ N(0, 1), (4.17)
σ/ n
   
X − µ
P  √  ≤ Zα/2 = 1 − α, (4.18)
σ/ n
Tm Z =Sh℄I N(0, 1) Æ! α ℄) P Φ(Z ) = 1 − α. + (4.18)
α α

)\ µ, fF< 1 − α !IVfFpd

 
σ σ
X − √ Zα/2 , X + √ Zα/2 . (4.19)
n n

 σ W" 
2

X−µ

√ X −µ
σ/ n
T =q = √ ∼ t(n − 1), (4.20)
(n−1)S 2 S/ n
σ2
/(n − 1)
210 8h% s aC
 ( 
 X − µ

)
 
P  √  ≤ tα/2 = 1 − α, (4.21)
 S/ n 

Tm t (n − 1) >, < n − 1 ! t− ℄IÆ α ℄)+ (4.21) 

α

)\ µ, fF< 1 − α !IVfFpd

 
S S
X − √ tα/2 (n − 1), X + √ tα/2 (n − 1) . (4.22)
n n

#+ (4.19) + (4.22) CzrS`{WS`WYpj?)\

µ pd
X! R oU oU interval_estimate1.R 
interval_estimate1<-function(x, sigma=-1, alpha=0.05){
n<-length(x); xb<-mean(x)
if (sigma>=0){
tmp<-sigma/sqrt(n)*qnorm(1-alpha/2); df<-n
}
else{
tmp<-sd(x)/sqrt(n)*qt(1-alpha/2,n-1); df<-n-1
}
data.frame(mean=xb, df=df, a=xb-tmp, b=xb+tmp)
}
5oUm x 0D r!G# (m2) l!8Z sigma 0r!=
` =`{W" >/
!\ oUOSh℄IX\pd=) =
`W" >50v oUO t− ℄IX\pd=) alpha 0+|KK
I v\ 0.05. G|G#>!I+>z >z!$ m2)\ mean,
< df )\pd
X!Æ(- a, b.
5 R pm b!℄))0(℄)X\! F2?m!G
Z> +b(!℄))0Æ℄) GZ> + R pm!G

(&
Zα = qnorm(1-alpha), tα (n − 1) = qt(1-alpha, n-1).

T ℄IGq/|k YK!`? 5:omHp<

5YG#' 0|GBQG µ pd
X
 4.3 OC 211

4.14 [{B}31U G X U(f N(µ, 0.04), -l} Go7

 6 w G3 x +:,) (M
14.6, 15.1, 14.9, 14.8, 15.2, 15.1,
Vl1U G3AA'a 0.95 3OC
[>G# -G interval_estimate1()(oU exam0414.R)
X<-c(14.6, 15.1,14.9, 14.8, 15.2, 15.1)
source("interval_estimate.R")
interval_estimate(X, sigma=0.2)

mean df a b
1 14.95 6 14.78997 15.11003
 p pd<!fF&G 0.95 !fFpd [14.79, 15.11].

4.15 C U3J+ µ, Y - 10  2/3J+ ( 

10.1, 10, 9.8, 10.5, 9.7, 10.1, 9.9, 10.2, 10.3, 9.9,
K?q3J+f N(µ, σ ), l µ AA'a 0.95 3AA
2

O
[>G# -G interval_estimate1()(oU exam0415.R)
X<-c(10.1, 10, 9.8, 10.5, 9.7, 10.1, 9.9, 10.2, 10.3, 9.9)
source("interval_estimate.R")
interval_estimate(X)

mean df a b
1 10.05 9 9.877225 10.22278
 pr µ fF&G 0.95 fFpd [9.87, 10.22].
R pm! t.test fkG0|l/
!pd
X P

> t.test(X)
One Sample t-test
data: X
t = 131.5854, df = 9, p-value = 4.296e-16
212 'RC QG
X
alternative hypothesis: true mean is not equal to 0
95 percent confidence interval:
9.877225 10.222775
sample estimates:
mean of x
10.05
/
!pd
X [9.88, 10.22] Td!uF"  t.test() 
G!pd
X:CG!pd
X0/|! LM0|'}
^\ t.test() !X\o t.test() G uJ!(SKt5(u
C
2. r; σ R L IB2

℄?lvr X )\ µ {W)\ µ WYpjI

 µ 0{W"  σ !KSx
X 2

n
1X
b2 =
σ (Xi − µ)2 (4.23)
n i=1

Dz σ !fFpd χ ℄I!1 ~z

2 2

σ2 X
nb
n .
2
= (Xi − µ) σ 2 ∼ χ2 (n).
2
(4.24)
σ i=1

  
nbσ2
P χ21−α/2 (n) ≤ 2 ≤ χ2α/2 (n) = 1 − α, (4.25)
σ
Tm χ (n)  χ (n) ℄?>, < n ! χ − ℄IÆ 1 − α/2  α/2
2
1−α/2
2
α/2
2

℄) σ !fF< 1 − α !IVfFpd

2

" #
nbσ2 nbσ2
, . (4.26)
χ2α/2 (n) χ21−α/2 (n)

 µ 0W" σ !KSx
X 2

n
2 1 X
S = (Xi − X)2
n − 1 i=1
 4.3 pd
X 213

e~
(n − 1)S 2
∼ χ2 (n − 1), (4.27)
σ2
 
 
(n − 1)S 2
P χ21−α/2 (n − 1) ≤ 2
≤ χα/2 (n − 1) = 1 − α,
σ2

Tm χ 2
 χ (n − 1) ℄?>, < n − 1 ! χ − ℄IÆ
1−α/2 (n − 1) 2 2

1 − α/2  α/2 ℄) σ !fF< 1 − α !IVfFpd

α/2
2

" #
(n − 1)S 2 (n − 1)S 2
, . (4.28)
χ2α/2 (n − 1) χ21−α/2 (n − 1)

#+ (4.26) + (4.28) Czr)\{W)\WYpj?S`

σ2 pd
X! R oU oU interval_var1.R 
interval_var1<-function(x, mu=Inf, alpha=0.05){
n<-length(x)
if (mu<Inf){
S2 <- sum((x-mu)^2)/n; df <- n
}
else{
S2 <- var(x); df <- n-1
}
a<-df*S2/qchisq(1-alpha/2,df)
b<-df*S2/qchisq(alpha/2,df)
data.frame(var=S2, df=df, a=a, b=b)
}
5oUm x 0D r!G# (m2) l!8Z mu 0r)\ 
)\{W" >/
!\ oUO < n ! χ − ℄IX\pd=) 2

)\W" >50v oUO < n − 1 ! χ − ℄IX\pd 2

=)G#>zOG#>!I+ >z\0m2S` var, < df S`!

pd
X a, b.

4.16 zOCVSC! 4.15 3x+ | ?V| σ  `aL~: µ 2

h6 (µ = 10) ~: µ 6*IhE{=

214 'RC QG
X
[Æ:!GX\
####  w/i
us'
> X<-c(10.1,10,9.8,10.5,9.7,10.1,9.9,10.2,10.3,9.9)
> source("interval_var1.R")
#### ;{qu " 4-3
> interval_var1(X, mu=10)
var df a b
1 0.055 10 0.02685130 0.1693885
#### ;{qu " 4#3
> interval_var1(X)
var df a b
1 0.05833333 9 0.02759851 0.1944164
)\{W (µ = 10) " TS` σ !pd
X [0.0268, 0.169], )\ 2

W" TS` σ !pd

X [0.0276, 0.194]. X\D, 5)\{W!
2

j?( X\u
4.3.2 Æ 9 R J w

`Y~Shr X ∼ N(µ , σ )  Y ∼ N(µ , σ ), X , X , · · ·, X

1
2
1 2
2
2 1 2 n1

D r X !u~m2 Y , Y , · · ·, Y D r Y !u~m2 1 − α
1 2 n2

fF< X , Y ℄? 'u'Im2)\ S , S ℄? 'u'Im2S 2

1
2
2
`
1. h  ; µ − µ R L IB
1 2

℄pj?lv
(1) Yr!S` σ , σ {W" Sh℄I!Kj
2
1
2
2
 
σ12 σ22
X − Y ∼ N µ1 − µ2 , + , (4.29)
n1 n2

JS~rpd
X!  µ 1 − µ2 !fF< 1 − α !IVfFp
d  s s 
X − Y − Zα/2 σ12 σ22 σ12 σ22 
+ , X − Y + Zα/2 + . (4.30)
n1 n2 n1 n2
 4.3 OC 215

(2) Yr!S`/| P σ 2
1 = σ22 = σ 2 , eW" 0|
X − Y − (µ1 − µ2 )
T = q ∼ t(n1 + n2 − 2), (4.31)
Sw n11 + n12

Tm s
(n1 − 1)S12 + (n2 − 1)S22
Sw = . (4.32)
n1 + n2 − 2
TH+ (4.22) ! 
h
µ 1 − µ2 !fF< 1 − α !IVfFpd
q
1 1
X − Y − tα/2 (n1 + n2 − 2)Sw n1
+ n2
,
q i (4.33)
1 1
X − Y + tα/2 (n1 + n2 − 2)Sw n1
+ n2
.

(3) Yr!S` σ  σ W e σ 2
1
2
2
2
1 6= σ22 " 0|T
X − Y − (µ1 − µ2 )
T = q 2 ∼ t(ν) (4.34)
S1 S22
n1
+ n2

ÆSlQ Tm
 2 .  
σ12 σ22 (σ12 )2 (σ22 )2
ν= + + . (4.35)
n1 n2 n21 (n1 − 1) n22 (n2 − 1)

 σ , σ W m2S` S , S SDÆS 

2
1
2
2
2
1
2
2
 2 .  
S12 S22 (S12 )2 (S22 )2
νb = + + . (4.36)
n1 n2 n21 (n1 − 1) n22 (n2 − 1)

0|ÆS&|
T ∼ t(b
ν ).

 µ 1 − µ2 !fF< 1 − α !IVfFpd

 s s 
X − Y − tα/2 (b S12 S22 S12 S22 
ν) + , Y − X + tα/2 (b
ν) + . (4.37)
n1 n2 n1 n2

#+ (4.30) + (4.33) + (4.37) Czpj?()\` µ 1 − µ2

pd
X! R oU oU interval_estimate2.R 
216 'RC QG
X
interval_estimate2<-function(x, y,
sigma=c(-1,-1), var.equal=FALSE, alpha=0.05){
n1<-length(x); n2<-length(y)
xb<-mean(x); yb<-mean(y)
if (all(sigma>=0)){
tmp<-qnorm(1-alpha/2)*sqrt(sigma[1]^2/n1+sigma[2]^2/n2)
df<-n1+n2
}
else{
if (var.equal == TRUE){
Sw<-((n1-1)*var(x)+(n2-1)*var(y))/(n1+n2-2)
tmp<-sqrt(Sw*(1/n1+1/n2))*qt(1-alpha/2,n1+n2-2)
df<-n1+n2-2
}
else{
S1<-var(x); S2<-var(y)
nu<-(S1/n1+S2/n2)^2/(S1^2/n1^2/(n1-1)+S2^2/n2^2/(n2-1))
tmp<-qt(1-alpha/2, nu)*sqrt(S1/n1+S2/n2)
df<-nu
}
}
data.frame(mean=xb-yb, df=df, a=xb-yb-tmp, b=xb-yb+tmp)
}

5oUm x, y ℄?0D Yr!G# (m2) l!8Z sigma 0

Yr=`l!8Z =`{W" >/
!\ oUOSh
℄IX\pd!=)=`W" >50v "Pp-oYr
!S`0b/|| YrS`/| > var.equal = TRUE, oUO
< n + n − 2 ! t− ℄IX\pd=)| YrS`H| >
1 2

var.equal = FALSE (Cv), oUO < ν ! t− ℄IX\pd=)

 ν H0RG" oU5X\ t− ℄I" T\O[\SK
oU>zOG#>!I+ >zYm2)\` mean, < df, )\`
 4.3 OC 217

!pd
X!=) a, b.

4.17 W_Ji*IO I3{0-K?zsLX3O6G`a
f N(µ , 2.18 )  N(µ , 1.76 ), VY+,*IO6G` a \V X , X ,
2 2

· · ·, X  Y , Y , · · ·, Y ( axzCn7o7 } B o7a3~:` a 
1 2 1 2

100 1 2 100

µ = 5.32, µ = 5.76). Vy µ − µ 3AA'a 0.95 3OC

1 2 1 2

[:* R pa 200 ~^GG 3-G interval_estimate2()

JX\ (oU exam_0417.R).
x<-rnorm(100, 5.32, 2.18)
y<-rnorm(100, 5.76, 1.76)
source("interval_estimate2.R")
interval_estimate2(x,y, sigma=c(2.18, 1.76))
X\
mean df a b
1 -0.2549302 200 -0.80407 0.2942096
 µ 1 !fF&G 0.95 !pd
X [−0.804, 0.294].
− µ2
G#0X\G^Ga!  u!X\0H/|
! !o/0/|!

4.18 [}g z*\#5 / T -B}/:o7\V
X , X , · · ·, X  Y , Y , · · ·, Y ax|Cn7Xd } B sLRJ
38 CK?,*5 /qT3 38Cf2v` l `
1 2 12 1 2 17

a N(µ , σ )  N(µ , σ ). y?AA'a 0.95 V µ − µ 3OC

2 2

{=*I (1) *_V| 0 (2) *_V|k  RCn7 } B

1 2 1 2

o7a3~: µ = 501.1  µ = 499.7, _ W | σ = 2.4, σ = 4.7. 

1 2 1 2

[:* R pa/
!^GG 3-G interval_estimate2()
JX\ (oU exam_0418.R).
x<-rnorm(12, 501.1, 2.4)
y<-rnorm(17, 499.7, 4.7)
source("interval_estimate2.R")
interval_estimate2(x, y, var.equal=TRUE)
interval_estimate2(x, y)
| S`/|!X\0
218 8h% s aC
> interval_estimate2(x, y, var.equal=TRUE)
mean df a b
1 -0.7120126 27 -3.667566 2.243541
 5| S`/|!j?( µ1 − µ2 !fF&G 0.95 !pd
X
[−3.67, 2.24].
| S`H|!X\0
> interval_estimate2(x, y)
mean df a b
1 -0.7120126 23.09151 -3.344401 1.920376
 5| S`H|!j?( µ1 − µ2 !fF&G 0.95 !pd
X
[−3.34, 1.92].
YX\4| 0| 5YrS`H|!`( X\wu

5LY~Pm µ − µ !pd
X)\ q0M µ 0&
1 2 1

µ , q0&= µ , L"| µ  µ C+|`

2 2 1 2

R pm! t.test() G0| zIm2`!pd

X

> t.test(x, y)
Welch Two Sample t-test
data: x and y
t = -0.5594, df = 23.092, p-value = 0.5813
alternative hypothesis: true difference in means is not equal to 0
95 percent confidence interval:
-3.344401 1.920376
sample estimates:
mean of x mean of y
500.0234 500.7354
 5X\"| Ym2S`0H|!
| S`/|
Pp P5<Zm z var.equal=TRUE,

> t.test(x, y, var.equal=TRUE)
Two Sample t-test
data: x and y
 4.3 OC 219

t = -0.4943, df = 27, p-value = 0.6251

alternative hypothesis: true difference in means is not equal to 0
95 percent confidence interval:
-3.667566 2.243541
sample estimates:
mean of x mean of y
500.0234 500.7354
4|YpoU!X\ J, t.test() G!X\:
CG!X\0u/|! !℄!P '}L t.test() !
G!X\o t.test() G!T K '8>lv
2. 3 h  eR L IB

 <BG#!uB80X\T`\ d, b| ℄x<BG#0YG#
d!4| nzuB`\' <l\~m2\ TfFpd0~
r)\ µ !pd
X!SKnzLMq0|℄lS` σ {WS` σ W 2
d
2
d
!j?Dlv℄B~rm2)\
Xlv!4|' LM` z
T
SK

4.19 -=zuz "F,"^3; gzuz "F,"^3)
+ 10 V E8)F,R+ G 3+ax , ` 4.1 qO VF,
- 4.1: "C ) Z (OR
 e
&[ 1 2 3 4 5 6 7 8 9 10
F, (X) 11.3 15.0 15.0 13.5 12.8 10.0 11.0 12.0 13.0 12.3
F, (Y ) 14.0 13.8 14.0 13.5 13.5 12.0 14.7 11.4 13.8 12.0

℄#3OC (α = 0.05).
[>G# - t.test() G
> X<-c(11.3, 15.0, 15.0, 13.5, 12.8, 10.0, 11.0, 12.0, 13.0, 12.3)
> Y<-c(14.0, 13.8, 14.0, 13.5, 13.5, 12.0, 14.7, 11.4, 13.8, 12.0)
> t.test(X-Y)
One Sample t-test
220 'RC QG
X
data: X - Y
t = -1.3066, df = 9, p-value = 0.2237
alternative hypothesis: true mean is not equal to 0
95 percent confidence interval:
-1.8572881 0.4972881
sample estimates:
mean of x
-0.68
b| k[℄'<3!pd
X [−1.86, 0.497].
 0 )5pd
X!pd$ 0|| k[℄'Bz[%!
Z+|``fkK℄5(C3
3. r;% σ /σ R L IB 2
1
2
2

~℄r)\ µ  µ {Wr)\ µ  µ WYpj?lv

1 2 1 2

(1) µ  µ {W"
1 2

n1 n2
1 X 1 X
b12 =
σ (Xi − µ1 )2 , b22 =
σ (Yi − µ2 )2 (4.38)
n1 i=1 n2 i=1

℄? σ  σ !=B
X 
2
1
2
2

b12 /σ12
σ
F = ∼ F (n1 , n2 ), (4.39)
b22 /σ22
σ

  
b2 /σ 2
σ
P F1−α/2 (n1 , n2 ) ≤ 12 12 ≤ Fα/2 (n1 , n2 ) = 1 − α, (4.40)
σ
b2 /σ2
Tm F  F (n , n ) ℄?>, < (n , n ) ! F − ℄IÆ
1−α/2 (n1 , n2 ) α/2 1 2 1 2

1 − α/2  α/2 ℄) σ /σ !fFKI 1 − α !fFpd 2

1
2
2
 
b12 /b
σ σ22 b12 /b
σ σ22
, . (4.41)
Fα/2 (n1 , n2 ) F1−α/2 (n1 , n2 )

(2) µ1  µ W" S  S ℄? σ  σ !=B

X 
2
2
1
2
2
2
1
2
2

S12 /σ12
F = ∼ F (n1 − 1, n2 − 1), (4.42)
S22 /σ22
 4.3 OC 221


 
S12 /σ12
P F1−α/2 (n1 − 1, n2 − 1) ≤ 2 2 ≤ Fα/2 (n1 − 1, n2 − 1) = 1 − α, (4.43)
S2 /σ2

: σ /σ !fFKI 1 − α !fFpd
2
1
2
2
 
S12 /S22 S12 /S22
, . (4.44)
Fα/2 (n1 − 1, n2 − 1) F1−α/2 (n1 − 1, n2 − 2)

#+ (4.41) + (4.44) CzÆDYpj?(S`4 σ /σ pd

X 2
1
2
2
! R oU oU interval_var2.R 
interval_var2<-function(x,y,
mu=c(Inf, Inf), alpha=0.05){
n1<-length(x); n2<-length(y)
if (all(mu<Inf)){
Sx2<-1/n1*sum((x-mu[1])^2); Sy2<-1/n2*sum((y-mu[2])^2)
df1<-n1; df2<-n2
}
else{
Sx2<-var(x); Sy2<-var(y); df1<-n1-1; df2<-n2-1
}
r<-Sx2/Sy2
a<-r/qf(1-alpha/2,df1,df2)
b<-r/qf(alpha/2,df1,df2)
data.frame(rate=r, df1=df1, df2=df2, a=a, b=b)
}
5oUm x, y ℄?0D Yr!G# (m2) l!8Z mu 0Y
r)\l!8Z )\{W" >/
!\ oUO < (n , n ) 1 2

! F– ℄IX\pd
X!Y~=)b: (>\v), oUO <
(n − 1, n − 1) ! F– ℄IX\pd
X!Y~=) alpha 0+|KKI v
1 2

\ 0.05. >zOG#>I+ >z!<Zm2S`4 rate, 'u 

< df1, 'I < df2, S`4!pd
X!=) a, b.

4.20 h6* ax
222 8h% s aC
A: 79.98 80.04 80.02 80.04 80.03 80.03 80.04 79.97
80.05 80.03 80.02 80.00 80.02
B: 80.02 79.94 79.98 79.97 79.97 80.03 79.95 79.97
Vz*IVSfV |W 3OC (1) ~:h6 µ = µ = 80; (2) ~: 1 2

6
[>G# -G interval_var2() JX\ (oUexam0419.R).
#### / scan() 
> A<-scan()
1: 79.98 80.04 80.02 80.04 80.03 80.03 80.04 79.97
9: 80.05 80.03 80.02 80.00 80.02
14:
Read 13 items
> B<-scan()
1: 80.02 79.94 79.98 79.97 79.97 80.03 79.95 79.97
9:
Read 8 items
#### w/i
us'
> source("interval_var2.R")
#### {qhu " 4-3
> interval_var2(A, B, mu=c(80,80))
rate df1 df2 a b
1 0.7326007 13 8 0.1760141 2.482042
#### {qhu " 4#3
> interval_var2(A, B)
rate df1 df2 a b
1 0.5837405 12 7 0.1251097 2.105269
YpX\`
X\0|, 1 )5pd
X!pdm q0M L|
Yr!S`4 1, P0| Yr!!S`0/|!
5 R pm var.test() G& pIm2S`4!pd
X

 4.3 OC 223

> var.test(A,B)
F test to compare two variances
data: A and B
F = 0.5837, num df = 12, denom df = 7, p-value = 0.3938
alternative hypothesis: true ratio of variances is not equal to 1
95 percent confidence interval:
0.1251097 2.1052687
sample estimates:
ratio of variances
0.5837405
b:CG!X\/| ()\W), LMq0|'}LG
var.test() !X\o var.test() G!T K '!$ m8
> Jlv
4.3.3 t 9 R L IB

G#Hf Sh℄I"
X)\!up?!SK0b!m2S
K Ppnm2!Z4| OmEK-1L J℄
r X )\ µ, S` σ , X , X , · · · , X x r X !u~m2
2
1 2 n

 Lm209Q|℄I!
#mEK-1L Bv℄! n, 

n
P
Xi − nµ
i=1
√ ∼ N(0, 1)
nσ
ÆSlQ Lmz µ !fF< 1 − α !IVÆSfFpd
 
σ σ
X − √ Zα/2 , X + √ Zα/2 . (4.45)
n n
5I+Æ p++ (4.19) u/| bH|!0LM!fF&G0ÆS!

S` σ 0W! 0|d!
X S Ds σ , /
!Æ
2 2 2

SfFpd  
S S
X − √ Zα/2 , X + √ Zα/2 . (4.46)
n n

#+ (4.45) + (4.46) CzWShrpd
X! R oU oU
 interval_estimate3.R 
224 8h% s aC
interval_estimate3<-function(x,sigma=-1,alpha=0.05){
n<-length(x); xb<-mean(x)
if (sigma>=0)
tmp<-sigma/sqrt(n)*qnorm(1-alpha/2)
else
tmp<-sd(x)/sqrt(n)*qnorm(1-alpha/2)
data.frame(mean=xb, a=xb-tmp, b=xb+tmp)
}
5oUm x 0D WSh℄Ir!G# (m2) 8Z sigma 0r=
` =`{W" >/
!=`=`W" >5v oU
m2!=`sr!=`>zOG#>I+ >zm2)\ mean,
)\!pd
X!Y~=) a,b.

4.21 [}gC\AB}3;ÆXW- } Go7 50 =;Æ
eXWVY ax|Cn7o7 } B f~: 1/λ = 2.266 ( 100 9F
3;a` l l}gB } 3;Æ~XW3AA'a 95% 3AAO
[:* R pa/
!^GG 3-G interval_estimate3()
JX\
> x<-rexp(50, 1/2.266)
> source("interval_estimate3.R")
> interval_estimate3(x)
mean a b
1 2.293804 1.612363 2.975244
 pP+s!I);!fF&G) 95% !fFpd [1.612, 2.975].
4.3.4 N6 ML IB

Bq z`E θ 5uS8Æ!-P
B0!p

!;DM  E!0I); θ !(-F-oaF![
Fq p " E!0QG p !ÆjLJpd
Xq Vpd
X
_ o 4.7 ? X , X , · · · , X R\_ X 3 w\V θ RP_` l G
36 s a Ly?3 α(0 < α < 1), 0
C+ θ = θ(X , X , · · · , X ) B`
1 2 n

1 2 n

P {θ(X1 , X2 , · · · , Xn ) ≤ θ} = 1 − α,
 4.3 pd
X 225

"o7O [θ, + ∞) R θ 3AAG 1 − α 3( v AAO  θ  θ 3

AAG 1 − α 3( v AA).0
C+ θ = θ(X , X , · · · , X ) B` 1 2 n


P θ ≤ θ(X1 , X2 , · · · , Xn ) = 1 − α,

"o7O (−∞, θ] R θ 3AAG 1 − α 3(vAAO  θ  θ 3A

AG 1 − α 3( v AA:.
JSIVfFpd
X!e B 1!fF< 1 − α, X9fF(-
θ "
0 E(θ) ** FX9fFÆ- θ "
0 E(θ) *=*

1. h Æ 9K h 

`Shr X ∼ N(µ, σ ), X , X , · · · , X D r X !u~m2

2
1 2 n

1 − α fF< X m2)\ S m2S` 2

℄?lvr)\ σ {WWj?( )\ µ !VfFpd

X
2

 σ {W + (4.17), 
2

   
X −µ X−µ
P √ ≤ Zα = 1 − α, P −Zα ≤ √ = 1 − α.
σ/ n σ/ n

0 µ !fF< 1 − α !VfFpd

   
σ σ
X − √ Zα , + ∞ , −∞, X + √ Zα . (4.47)
n n

 µ !fF< 1 − α !VfF(-Æ-℄?
σ σ
µ = X − √ Zα , µ = X + √ Zα . (4.48)
n n

 σ W + (4.20), 
2

   
X −µ X −µ
P √ ≤ tα (n − 1) = 1 − α, P −tα (n − 1) ≤ √ = 1 − α,
S/ n S/ n

0 µ !fF< 1 − α !VfFpd

   
S S
X − √ tα (n − 1), + ∞ , −∞, X + √ tα (n − 1) . (4.49)
n n
226 8h% s aC
 µ !fF< 1 − α !VfF(-Æ-℄?
S S
µ = X − √ tα (n − 1), µ = X + √ tα (n − 1). (4.50)
n n

#+ (4.47) + (4.49), |OIVfFpd!+Cz(! R oU

oU interval_estimate4.R  C07gnÆ(fFpdCIVfF
pd
interval_estimate4<-function(x, sigma=-1, side=0, alpha=0.05){
n<-length(x); xb<-mean(x)
if (sigma>=0){
if (side<0){
tmp<-sigma/sqrt(n)*qnorm(1-alpha)
a <- -Inf; b <- xb+tmp
}
else if (side>0){
tmp<-sigma/sqrt(n)*qnorm(1-alpha)
a <- xb-tmp; b <- Inf
}
else{
tmp <- sigma/sqrt(n)*qnorm(1-alpha/2)
a <- xb-tmp; b <- xb+tmp
}
df<-n
}
else{
if (side<0){
tmp <- sd(x)/sqrt(n)*qt(1-alpha,n-1)
a <- -Inf; b <- xb+tmp
}
else if (side>0){
tmp <- sd(x)/sqrt(n)*qt(1-alpha,n-1)
a <- xb-tmp; b <- Inf
 4.3 OC 227

}
else{
tmp <- sd(x)/sqrt(n)*qt(1-alpha/2,n-1)
a <- xb-tmp; b <- xb+tmp
}
df<-n-1
}
data.frame(mean=xb, df=df, a=a, b=b)
}
5oUm x 0D r!G# (m2) l!8Z sigma 0r!=
` =`{W" >/
!\ oUOSh℄I
Xpd=)b:
(>5v), oUO t− ℄I
Xpd=) side 07gnfFpdÆ(
- nfFpdÆ- > side=-1; nfFpd(- > side=1; n
IVfFpd > side=0 Cv>zOG#>I+ >zm2)\ mean,
< df, )\!pd
X!Y~=) a,b.
ÆDoU$[Æ)\nIVfFpd!j? q0M G interval
_estimate4 )\G interval_estimate1 !&

4.22  y4tGo77 5 =fXWVY x2XW j9FC
?4tXWf2v`l 4tXW~:3AAG 0.95 3(vAA).
1050, 1100, 1120, 1250, 1280.

[>G# -G interval_estimate4()

> X<-c(1050, 1100, 1120, 1250, 1280)
> source("interval_estimate4.R")
> interval_estimate4(X, side=1)
mean df a b
1 1160 4 1064.900 Inf
q0M 95% !"9;5 1064.9 ="|Æ
R pm! t.test() Gq0|lVpd
X

> t.test(X, alternative = "greater")
One Sample t-test
data: X
228 'RC QG
X
t = 26.0035, df = 4, p-value = 6.497e-06
alternative hypothesis: true mean is greater than 0
95 percent confidence interval:
1064.900 Inf
sample estimates:
mean of x
1160
/
!pd
X [1064.900, ∞], :CG$/|!X\
5oUm alternative 0^09` L~r-t5(uC`fkm
1'
2. h Æ 9K r;

`℄/| σb 0+ (4.23) 1 ℄?lvr)\ µ {WW

2

!j? S` σ !VfFpd
X 2

 µ 0{W" + (4.24), 
   
σ2
nb nbσ2
P 2
≤ χ2α (n) = 1 − α, P χ21−α (n) ≤ 2 = 1 − α,
σ σ

0 σ !fF< 1 − α !VfFpd

2

   
nbσ2 σ2
nb
, + ∞, , 0, 2 . (4.51)
χ2α (n) χ1−α (n)

σ2 !fF< 1 − α !VfF(Æ-
nb
2 σ2 σ2
nb
σ = 2 , σ2 = 2 . (4.52)
χα (n) χ1−α (n)

 µ 0W" + (4.27), 
   
(n − 1)S 2 2 2 (n − 1)S 2
P ≤ χα (n − 1) = 1 − α, P χ1−α (n − 1) ≤ = 1 − α,
σ2 σ2

0 σ !fF< 1 − α !VfFpd

2

   
(n − 1)S 2 (n − 1)S 2
, +∞ , 0, 2 . (4.53)
χ2α (n − 1) χ1−α (n − 1)
 4.3 pd
X 229

σ2 !fF< 1 − α !VfF(Æ-
(n − 1)S 2 (n − 1)S 2
σ2 = , σ2 = . (4.54)
χ2α (n − 1) χ21−α (n − 1)

#+ (4.51) + (4.54), |OIVfFpd!+Cz(! R oU

oU interval_var3.R  C07gnÆfFpdIVfFpd
interval_var3<-function(x,mu=Inf,side=0,alpha=0.05){
n<-length(x)
if (mu<Inf){
S2<-sum((x-mu)^2)/n; df<-n
}
else{
S2<-var(x); df<-n-1
}
if (side<0){
a <- 0
b <- df*S2/qchisq(alpha,df)
}
else if (side>0){
a <- df*S2/qchisq(1-alpha,df)
b <- Inf
}
else{
a<-df*S2/qchisq(1-alpha/2,df)
b<-df*S2/qchisq(alpha/2,df)
}
data.frame(var=S2, df=df, a=a, b=b)
}
5oUm x 0D r!G# (m2) l!8Z mu 0r)\ )
\{W" >/
!\ oUO < n ! χ − ℄IX\pd=) 2

)\W" >50v oUO < n − 1 ! χ − ℄IX\pd= 2

) side 07gnfFpdÆ(- nfFpdÆ- > side=-1; nf

230 'RC QG
X
Fpd(- > side=1; nIVfFpd > side=0 CvG#>z
OG#>!I+ >z\0m2S` var, < df S`!pd
X a, b.
.$Æ G{)\℄u!S`!pd
XG interval_var1
!&

4.23 ! 4.21 G 10 wax3V|AAO:. (α = 0.05).
[>G# -G interval_var3()
> X<-c(10.1,10,9.8,10.5,9.7,10.1,9.9,10.2,10.3,9.9)
> source("interval_var3.R")
> interval_var3(X, side=-1)
var df a b
1 0.05833333 9 0 0.1578894
σ2!fFÆ- 0.1579.
VfFpd
X2jÆIVfFpd
X0/|! H|!`0-
opd!uV  ℄IV
X!SK E2Æ0|IJ!xVp
d
Xm ! R p:o ":Æq0/|!
3. Æ 9K h  ;
`Y~Shr X ∼ N(µ , σ )  Y ∼ N(µ , σ ), X , X , · · ·, X 1
2
1 2
2
2 1 2 n1

D r X !u~m2 Y , Y , · · ·, Y D r Y !u~m2 1 − α1 2 n2

fF< X , Y ℄? 'u'Im2)\ S , S ℄? 'u'Im2S 2

1
2
2
`
℄?lvYr!S` σ , σ {WW0b/|j?( )\` µ − µ 2
1
2
2 1 2

!VfFpd
X
 σ , σ {W" + (4.29) JSIVfFpd!
X! 
2
1
2
2
µ − µ !fF< 1 − α !VfFpd
1 2
  s  s
 X − Y − Zα σ12 σ22 σ12 σ22 
+ , + ∞ , −∞, X − Y + Zα + . (4.55)
n1 n2 n1 n2

 σ = σ = σ , eW" + (4.31) JSIVfFpd!

X!
2
1
2
2
2

  µ − µ !fF< 1 − α !VfFpd
1 2
r
 
1 1
X − Y − tα (n1 + n2 − 2)Sw + , +∞ , (4.56)
n1 n2
 4.3 OC 231

  r 
1 1
−∞, X − Y + tα (n1 + n2 − 2)Sw + . (4.57)
n1 n2

 σ  σ W e σ
2
1
2
2
2
1 6= σ22 " µ 1 − µ2 !fF< 1 − α !VfFp
d
 s   s 
X − Y − tα (b S12 S22 S12 S22 
ν) + , + ∞ , −∞, Y − X + tα (b
ν) + ,
n1 n2 n1 n2
(4.58)
Tm νb + (4.36) 

#+ (4.55)– + (4.58), |OIVfFpd!+Cz(! R oU
oU interval_estimate5.R  C07gnÆ(fFpdCIVfF
pd
interval_estimate5<-function(x, y,
sigma=c(-1,-1), var.equal=FALSE, side=0, alpha=0.05){
n1<-length(x); n2<-length(y)
xb<-mean(x); yb<-mean(y); zb<-xb-yb
if (all(sigma>=0)){
if (side<0){
tmp<-qnorm(1-alpha)*sqrt(sigma[1]^2/n1+sigma[2]^2/n2)
a <- -Inf; b <- zb+tmp
}
else if (side>0){
tmp<-qnorm(1-alpha)*sqrt(sigma[1]^2/n1+sigma[2]^2/n2)
a <- zb-tmp; b <- Inf
}
else{
tmp<-qnorm(1-alpha/2)*sqrt(sigma[1]^2/n1+sigma[2]^2/n2)
a <- zb-tmp; b <- zb+tmp
}
df<-n1+n2
}
232 8h% s aC
else{
if (var.equal == TRUE){
Sw<-((n1-1)*var(x)+(n2-1)*var(y))/(n1+n2-2)
if (side<0){
tmp<-sqrt(Sw*(1/n1+1/n2))*qt(1-alpha,n1+n2-2)
a <- -Inf; b <- zb+tmp
}
else if (side>0){
tmp<-sqrt(Sw*(1/n1+1/n2))*qt(1-alpha,n1+n2-2)
a <- zb-tmp; b <- Inf
}
else{
tmp<-sqrt(Sw*(1/n1+1/n2))*qt(1-alpha/2,n1+n2-2)
a <- zb-tmp; b <- zb+tmp
}
df<-n1+n2-2
}
else{
S1<-var(x); S2<-var(y)
nu<-(S1/n1+S2/n2)^2/(S1^2/n1^2/(n1-1)+S2^2/n2^2/(n2-1))
if (side<0){
tmp<-qt(1-alpha, nu)*sqrt(S1/n1+S2/n2)
a <- -Inf; b <- zb+tmp
}
else if (side>0){
tmp<-qt(1-alpha, nu)*sqrt(S1/n1+S2/n2)
a <- zb-tmp; b <- Inf
}
else{
tmp<-qt(1-alpha/2, nu)*sqrt(S1/n1+S2/n2)
a <- zb-tmp; b <- zb+tmp
}
 4.3 pd
X 233

df<-nu
}
}
data.frame(mean=zb, df=df, a=a, b=b)
}
5oUm x, y ℄?0D Yr!G# (m2) l!8Z sigma 0
Yr=`l!8Z =`{W" >/
!\ oUOSh℄I
X\pd!=)S`W" >5v "Pp-oYr0b/|
| YrS`/| > var.equal=TRUE, oUO < n + n − 2 1 2

! t− ℄IX\pd=)| YrS`H| > var.equal=FALSE Cv

 oUO < ν ! t− ℄IX\pd=) ν H0RG" oU5X
\ t− ℄I" T\O[\SK side 07gnfFpdÆ(- n
fFpdÆ- > side=-1; nfFpd(- > side=1; nIVfF
pd > side=0 Cv>zOG#>I+ >zm2)\` mean, 
< df, )\`!pd
X!Y~=) a,b.
ÆDoU$[Æ)\nIVfFpd!j? q0M G interval
_estimate5 )\G interval_estimate2 !&

4. K Æ 9 r;R J w
`℄/| σb  σb 0+ (4.38) 1! ℄?lvYr)\ µ
2
1
2
2 1

 µ {W µ  µ Wj?( S`4 σ /σ !Vpd

X
2 1 2
2
1
2
2

 µ  µ {W" + (4.39), 
1 2
   
b12 /σ12
σ b2 /σ 2
σ
P ≤ Fα (n1 , n2 ) = 1 − α, P F1−α (n1 , n2 ) ≤ 12 12 = 1 − α,
b22 /σ22
σ σ
b2 /σ2
 σ /σ !fFKI 1 − α !VfFpd
2
1
2
2
   
b12 /b
σ σ22 b12 /b
σ σ22
, +∞ , 0, . (4.59)
Fα (n1 , n2 ) F1−α (n1 , n2 )

 µ  µ W" + (4.42)  (4.43), 

1 2
 
S12 /σ12
P ≤ Fα (n1 − 1, n2 − 1) = 1 − α,
S22 /σ22
 
S12 /σ12
P F1−α (n1 − 1, n2 − 1) ≤ 2 2 = 1 − α,
S2 /σ2
234 'RC QG
X
: σ /σ !fFKI 1 − α !VfFpd
2
1
2
2
   
S12 /S22 S12 /S22
, +∞ , 0, . (4.60)
Fα (n1 − 1, n2 − 1) F1−α (n1 − 1, n2 − 2)

#+ (4.59) + (4.60), |OIVfFpd!+Cz(! R oU

oU interval_var4.R  C07gnÆfFpdIVfFpd
interval_var4<-function(x,y,
mu=c(Inf, Inf), side=0, alpha=0.05){
n1<-length(x); n2<-length(y)
if (all(mu<Inf)) {
Sx2<-1/n1*sum((x-mu[1])^2); df1<-n1
Sy2<-1/n2*sum((y-mu[2])^2); df2<-n2
}
else{
Sx2<-var(x); Sy2<-var(y); df1<-n1-1; df2<-n2-1
}
r<-Sx2/Sy2
if (side<0) {
a <- 0
b <- r/qf(alpha,df1,df2)
}
else if (side>0) {
a <- r/qf(1-alpha,df1,df2)
b <- Inf
}
else{
a<-r/qf(1-alpha/2,df1,df2)
b<-r/qf(alpha/2,df1,df2)
}
data.frame(rate=r, df1=df1, df2=df2, a=a, b=b)
}
5oUm x, y ℄?0D Yr!G# (m2) l!8Z mu 0
 %~h 235

Yr)\l!8Z )\{W" >/

!\ oUO <
(n , n ) ! F– ℄IX\pd
X!Y~=)b: (>v), oUO <
1 2

(n − 1, n − 1) ! F– ℄IX\pd
X!Y~=) side 07gnfFp
1 2

dÆ(- nfFpdÆ- > side=-1; nfFpd(- > side=1;

nIVfFpd > side=0 Cv alpha 0+|KKI v\ 0.05.
>zOG#>I+ >z!<Zm2S`4 rate, 'u < df1, 'I
< df2, S`4!pd
X!=) a, b.

4
4.1 ?_3` l NG
(
(α + 1)xα , 0 < x < 1,
r,
f (x; α) =
0,

X , X , · · · , X  \ V  s a α 3vC+ α b . -x
b ;"i$C+ α
2\ V  x :
1 2 n 1 2

0.1 0.2 0.9 0.8 0.7 0.7

 s a α 3C:
4.2 ? U'{fFO X y~;a` l  1000 w U{fFO3E8
ax o` 2/s3~a` l 
G: x 5 15 25 35 45 55 65
i

~a v 365 245 150 100 70 45 25

i

, x GaxC G: Vz;"i$C λ 3:C

4.3 PY[\ 8D? T 3; -8D3 Go7 50 C #Y
JC G"p3wa (K? C G"pwaf Poisson `l), #
Y ,)
"pa / C 0 1 2 3 4 5 6
Ca 17 20 10 2 1 0 0
V~JC G"pwaM<F p K:_3n:d"
236 8h% s aC
4.4 z R .UG3 nlm() ad`{#~
min f (x) = (−13 + x1 + ((5 − x2 )x2 − 2)x2 )2
+ (−29 + x1 + ((x2 + 1)x2 − 14)x2 )2 ,

M: x = (0.5, −2) .

(0) T

4.5 2  &3A g ~J`H 72  [dB x 2 10 !hi6GD)x3A

ga ( / `) ,)
54 67 68 78 70 66 67 70 65 69
h6&3A g af2v` l VCn, 10 V)+~A g a3:C
95% 3OCd f( v OC V`!, 10 V)+3~A g aRd
62  &3~A g a
4.6 Ji*I0I` ae I 10 VYG JVYJi0IxI
MK?*0I}+ X, Y ~f2v`l V|05W3 10 VY
3 } +,) qO (( ).
JI 140 137 136 140 145 148 140 135 144 141
iI 135 118 115 140 128 131 130 115 131 125
*0I } +3 | µ − µ 3AAO (α = 0.05) 
1 2

4.7 Ji* B } I./ -J B } 3./Go7 4 z i

B } 3./Go7 5 z sL3;b: (( Ω) ` a 
J 0.143 0.142 0.143 0.137
i 0.140 0.142 0.136 0.138 0.140
K?* ;b:`af2v` l N(µ , σ )  N(µ , σ ), σ 6V µ −µ
1
2
2
2 2
1 2

3AA'a 0.95 3OC

4.8 L%~ 4.6 GJi*I0I3axfV |W 3OC d z C:
q?*axRd5V | 0*axV |k 05 VJ?Cn*0I } +3 |
µ − µ 3AAO (α = 0.05) 
1 2

4.9 ?;$_7[JFOba/3*3af s a63 Poisson ` l

P (λ), -W<- 42 wax
 $qR 237

a/*a 0 1 2 3 4 5 6
-3~a 7 10 12 8 3 2 0
V~*a λ 3C:s3AA'a 0.95 3AAO
4.10 h6[I4tXWf2v` l [BqB } 3l4tGo7 10
= x 2 XW ((9F) 
1067 919 1196 785 1126 936 918 1156 920 948
4tXW~:3AAG 0.95 3( v AA).
238 'RC QG
X
 X / H L a
`fk (test of hypothesis) 0}Xm!u~qp$ d0OVa
!G#B~.*z!}X`HpX!SK Jfk 7`
0bSw
5.1 H L a S5$ /
5.1.1 4# .
5GL}X℄m `&
XZ
Xr!QG&BrQG!
B
X r!QG*o0H0W!`&{}Xfk }XZr
!QG5}Xom PpBQGpzu1!` x'Bpz!`
J`fku~PM`fk!E2r-

5.1 ?[{B}3 y}  : p R63D
? 0 p ≤ 0.01,
",y } aY3d" k aY3, “p ≤ 0.01” \ R wK^3
K? E H. K?,yax"3 } Go77 100 U\ R- G
~3U , \ \ qKK? H Rd"3ex+$ \ G
 wa
MLK? H
k U7"L H ~ E\ G wa X, 
~R X "/GGMtulw} H?
w 2 b1\ H #b1\u=aF L~q
pq L
}XZÆ !K0*`1 H lQ DX\ X ≥ 3 !rqD
X ℄I B(n, p), Tm n = 100, ~X\z P {X ≥ 3} ≈ 0.08. +x B
p=0.01

p < 0.01, Lrq\8p= q0M ` H(p ≤ 0.01) lQ" 100 ~m

Fm 3 ~C 3 ~|ÆF!rqHf 0.08. L0|,0u~ “=rq” .
pF5u6kmJ\u~=rq.p0H0&! .*z!
` “p ≤ 0.01” 0W 0z!5Ppzo7'" 
pb1L~`
F|1L=aFH0< (P| p > 0.01).
ÆDPm)\`fk!uqp!E2r-u"  θ |w1
r℄I!u~WQG Tud0&\!N!Y Θ. : θ !{u`
0 “θ ∈ Θ ” D>, Tm Θ Θ !u~MN5}X`fkm :*
′ ′

pu~ fk!B9!` jH"`C ` (null hypothesis). 

239
240 'C `fk
X/
(q>Dw 8 pzu~XB
!` j 09`
(alternative hypothesis). "`09` >,

H 0 : θ ∈ Θ0 , H 1 : θ ∈ Θ1 ,

Tm Θ  Θ Θ !Y~H/x!MN H >,"` H >,09`

0 1 0 1


uÆ$QG!` |(pI+ (Tm θ 1\): 0

(1) 9fk
H0 : θ ≤ θ0 , H1 : θ > θ0 .

(2) 9fk
H0 : θ ≥ θ0 , H1 : θ < θ0 .

(3) I9fk
H0 : θ = θ0 , H1 : θ 6= θ0 .

{ qjI9fk Ifk j9fk ufk

`fk!v#0m2m2!r\0&B"` H O Ffu 0

r\0&B H HO 0|
#p|!!L:tm26d℄lYK
0

℄uK℄* "( (critical region), m2y"(" ;"( H ; fu 0

K℄0j < (acceptance region), m2yd"H"( H . 0

7"(! SK0^Gu~}XZ g(
P 5.1 m!mFmF!p

G X), g !=0|NÆB"` H OCHO w1"( W ! 0

q3 w1 g !u~r\ C !q

_ o 5.1 LK?PY~ ? X , X , · · · , X \V W \V OG3 w
1 2 n

[< Ly?3 α ∈ (0, 1), 0 W B`

Pθ {(X1 , X2 , · · · , Xn ) ∈ W } ≤ α, ∀ θ ∈ Θ0 , (5.1)

"| W w} 3PYVS+PF  (evidence level) α 3PY

+|KKI α !r\ 0.1, 0.05  0.01 #Bu~+|KKI α !f
k `1"` H lQ Fm2y"( W m   u~=rqJ
0

\F5u6kmJu~=rq.p00z! e\B"` H 0
 5.1 `fk!E2r- 241

!b15P 5.1 m
.* 1 α = 0.1, F P {X ≥ 3} = 0.08, 

p=0.01

p < 0.01 " L~rq8p=
#1 5.1, W = {X ≥ 3} ; z\`fk

H : p ≤ p = 0.01 !+|KKI α = 0.1 !"(  X = 3 ;0"( H . 
0 0 0

.* 1!+|KKI α = 0.05, L" /

!+|KKI α !fk!"(
 W = {X ≥ 4}, L" X = 3 H&"( H . 0l +|KKI α =
0

:"("`":fX +|KKI α = :m2y"(F"

( H _0F
0

{ `KB"` H .*u1!F{< CKub1\ H

0 0

  zu~q!'U P . fk!+|KKI α r
4|=Tmr,\up “*,"`” !O2
5.1.2 G b K ` R4# >{ 3 (
`fk!E2O2
(1) \NTK!O2 \fku~ “`” 0blQ *`1L~ “`
” 0lQ! F,>a!'
eu~H!L!,9!z, 
>"*!`1HSw q0M “`” HlQ "(L
~ “`”.
zH!L!,9J :H&"("DL~ “`”,
j"`0/ !
(2) dp?GZm!NTK LMb! “H!L”, CH0I+
xLm!(BC F0Ez$kmRO!u~":=rq.p5u
_m0|| E2ÆH>J
`fk!u"Jv 
(1) Bfk!WQG θ
#q!Ppzu~9CI9!`X
9"`!":0.*u1F{<Czp-o0bp_| “*,”.
(2) X1u~+|KKI α,  !0 α = 0.05, VUu)0r α = 0.075
C 0.1, d|u0r α = 0.025 C 0.01.
(3) 7u~}XZ g, g !=NÆB H OCHO "(I+ W =
0

{g ∈ C}.

(4)
#1 5.1 Dw1 W .

242 'C `fk
G b K ` R }K 1
5.1.3

5
#`fkz}X'" 0&QYJ'uJ0b1\M

$!"`QuH!rq1 +|KKI α, P
α = P {b1H | H 0M$! },
0 0

0|{7g+|KKI α D7gQ'uJ!rq

'IJ0<\!"`Q'IJ!rq  β >, P
β = P {<H | H 0! }.
0 0

{ Du 5 1m2 Z!j?(
iQ'uJ!rq >

<_Q'IJ!rqFiQ'IJ!rq q><_Q'uJ
!rq
# |"iQ'uJ'IJ!rq Pp<_m2
Z m2 Z!<_ 0Pp<_xml2 L"0H0J!
5}Xfkm Jau~`fk5!=0}Xfk? b?
0Sw&b1\!"`!rq  π >, P
π = 1 − β = P {b1H | H 0!}. 0 0

}Xfk<\"` H : θ = θ , :0|{X\fFpd 

0 0

rQG θ !r\PfFpd0
#u1fFo<F

X!pd d z\
W!rQG!Æ(-

5.2 'fS5 La
$[qmDG^G<Zf CÆSf Sh℄I  LMq)
ShQG!`fkr!~G 0℄ ~ShrY~Sh
r!QGfk
5.2.1 9 h  RG b K `

1. NÆ 9 R J w
 5.2 qp!QGfk 243

r X ∼ N(µ, σ ), X , X , · · · , X 0D r X !u~m2 )\ µ

2
1 2 n

!fk℄ I9fk9fk5lvm ℄ rS` σ {Wr 2

S` σ WYpj?
2

(1) I9fk P

H0 : µ = µ 0 , H1 : µ 6= µ0 .

S` σ {W" 'uC 1.5.4 !}XW% (+ (1.93)) 0W  H

2
0

M"
X − µ0
Z= √ ∼ N(0, 1), (5.2)
σ/ n
 Z Dw1"( P
|Z| ≥ Zα/2 ,

:| H HlQ Tm α +|KKILpSKj ShfkK

0

S` σ W" }XW% (1.5.4 !+ (1.95)) 0W  H M"

2
0

X − µ0
T = √ ∼ t(n − 1), (5.3)
S/ n


|T | ≥ tα/2 (n − 1),

:| H HlQLpSKj t− fkK
0

5$[qm Shr!S`{ 0W! b|  t fkKDfk

Shr)\!fkq
(2) fk P

H : µ ≤ µ , H : µ > µ (C H : µ ≥ µ , H : µ < µ ),
0 0 1 0 0 0 1 0

S` σ {W" T"(

2

Z ≥ Z (C Z ≤ −Z ). α α

S` σ W" T"(

2

T ≥ t (n − 1) (C T ≤ −t (n − 1)).
α α
244 8% K?PY
5
}!SKm { O^>!SKDw1`\ F5X\Gp!X
\m { 0X\ P − \  P − \=^1!+|KKI α, :"("`
b P − \0^G<Z X  (C=) ~^1\!rq
B9fk4|g |Sh℄I P 5 1 z \' `P-o X ≥ z
!rq P
Z
P − \ = P {X ≥ z} =
∞
φ(x)dx = 1 − Φ(z)
z
= 1 − pnorm(z, 0, 1), (5.4)

CK-o X ≤ z !rq P
Z
P − \ = P {X ≤ z} =
z
φ(x)dx = pnorm(z, 0, 1). (5.5)
−∞

BI9fk 80|Sh℄I P 5 1 z \' Pp-o X ≥ |z| 

X ≤ −|z| !rq CK-o X ≥ |z| rq!Y/ P − \!X\+

2P {X ≤ z},
 P {X ≤ z} < P {X ≥ z}
(
P −\ =
2P {X ≥ z}, b:
 Z Z Z
φ(x)dx,

z z ∞

2 φ(x)dx < φ(x)dx
−∞ −∞ z
= Z
φ(x)dx, b:
∞

2
z
(
2Φ(z),
 Φ(z) < (1 − Φ(z))
2(1 − Φ(z)) b:
=

(
2 pnorm(z),
 pnorm(z) < 12
=
2(1 − pnorm(z)) b:
(5.6)

t+ (5.4)–(5.6) :Cln P– \! R oU (oU P_value.R)

P_value<-function(cdf, x, paramet=numeric(0), side=0){
n<-length(paramet)
P<-switch(n+1,
cdf(x),
cdf(x, paramet),
 5.2 J^3 s aPY 245

cdf(x, paramet[1], paramet[2]),

cdf(x, paramet[1], paramet[2], paramet[3])
)
if (side<0) P
else if (side>0) 1-P
else
if (P<1/2) 2*P
else 2*(1-P)
}
Tm>\ cdf 0℄IG
Sh℄I0 pnorm. x 0X\ P– \! 1
\ paramet 0B
℄I!QG
Sh℄I!QG paramet=c(mu, sigma).
side 0X\V P– \CIV P– \!^=QG > side=-1, X\V! P–
\> side=1, X\V! P– \> side=0 Cv X\IV P– \
G!>z\0/
! P– \
5 P − \' Tfk=q  P- \=^1!+|KKI α "
:"("`b:H"("`
tÆ D!ShfkSK (+ (5.2))  t fkSK (+ 5.3) n
P– \! R oU/! :Cnu~Shr)\fk! R oU (oU
mean.test1.R)
mean.test1<-function(x, mu=0, sigma=-1, side=0){
source("P_value.R")
n<-length(x); xb<-mean(x)
if (sigma>0){
z<-(xb-mu)/(sigma/sqrt(n))
P<-P_value(pnorm, z, side=side)
data.frame(mean=xb, df=n, Z=z, P_value=P)
}
else{
t<-(xb-mu)/(sd(x)/sqrt(n))
P<-P_value(pt, t, paramet=n-1, side=side)
data.frame(mean=xb, df=n-1, T=t, P_value=P)
246 8% K?PY
}
}
5ÆDoUm >\ x 0G# (m2) l!8Z mu 0"` µ . sigma 0

0=` σ,  σ {W" >/

!\ oUOShfkK σ W" (v
), oUO t− fkK side 0^I9fk809fk> side = 0
(Cv), oUI9fk T09`  µ 6= µ ; > side = -1 (C < 0 ! 0

\), oU9fk T09`  µ < µ ; > side = 1 (C > 0 !\), o0

U9fk T09`  µ > µ . 0

oU|G#>I+>z >z!$ )\ (mean), < (df), }XZ

(T \C z \),  P- \

5.2 [I U3XW X j9FCf2v`l N(µ, σ ), G µ, σ ~ 2 2

6- x 2 16 = U3XW,)
159 280 101 212 224 379 179 264
222 362 168 250 149 260 485 170
Rd~|( U3~XW" 225 9F
[q ( ℄p!`fk0\NTK!O2), Pfk
H0 : µ ≤ µ0 = 225, H1 : µ > µ0 = 225.

q09fkq
>G# -G mean.test1(), 
> X<-c(159, 280, 101, 212, 224, 379, 179, 264,
222, 362, 168, 250, 149, 260, 485, 170)
> source("mean.test1.R")
> mean.test1(X, mu=225, side=1)
mean df T P_value
1 241.5 15 0.6685177 0.2569801
X\z P − \0 0.2569801(> 0.05), H&"("` < H , P| I); 0

H 225 ="

$[Æ QG!pd
Xq`fk :&4M pd
X`fk2
jÆ0/|!BP 5.2 m!G#Vpd
X (
X(-),
 5.2 &eR4K` 247

> source("interval_estimate4.R")
> interval_estimate4(X, side=1)
mean df a b
1 241.5 15 198.2321 Inf
fF(- 198.23 < 225, `&<"` | I);H 225 ="
5 R pm G t.test() p\ T fk/
!pd
X!&
t.test() !(|+
(
t.test(x, y = NULL,
alternative = c("two.sided", "less", "greater"),
mu = 0, paired = FALSE, var.equal = FALSE,
conf.level = 0.95, ...)
Tm x,y 0G#l8Z (
`p x, :~Shr!)\fkb
:Y~r!)\fk), alternative >,09` two.sided(v) >,
I9fk (H : µ 6= µ ), less >,9fk (H : µ < µ ), greater >,9f
1 0 1 0

k (H : µ > µ ). mu >,"` µ . conf.level 0fFKI P 1 − α, { 0

1 0 0

0.95.
3 t.test() GX\P 5.2.
> t.test(X, alternative = "greater", mu = 225)
One Sample t-test
data: X
t = 0.6685, df = 15, p-value = 0.257
alternative hypothesis: true mean is greater than 225
95 percent confidence interval:
198.2321 Inf
sample estimates:
mean of x
241.5
0|, bX\! T \ P − \)\ |Opd
X\b:
oU!X\\u/|  0|OG t.test() B~rShG#
)\fkpd
XL~P :!oU!X\ 0|(_B
R pm! t.test() G!|%x t.test() G8a!&
248 'C `fk
L&t5'|
2. Æ 9 R J w
` X , X , · · · , X 0D r X ∼ N(µ , σ ) !m2 Y , Y , · · · , Y 0
1 2 n1 1
2
1 1 2 n2

D r Y ∼ N(µ , σ ) !m2 eYm29QTfkq

2
2
2

I9fk H : µ = µ , H : µ 6= µ ,
0 1 2 1 1 2

9fk I: H : µ ≤ µ , H : µ > µ ,
0 1 2 1 1 2

9fk II: H : µ ≥ µ , H : µ < µ .

0 1 2 1 1 2

℄Rpj?lv
(1) S` σ  σ {W}XW% (1.5.4 !+ (1.97)) 0W  H M
2
1
2
2 0

"
X −Y
Z=q 2 ∼ N(0, 1). (5.7)
σ1 σ22
n1
+ n2

  Z ~ (j "()
I9fk |Z| ≥ Z , α/2

9fk I: Z ≥ Z , α

9fk II: Z ≤ −Z . α

:| H HlQSK~j ShfkK
0

(2) S` σ = σ = σ W S  S ℄?0 X  Y !m2S`}

2
1
2
2
2 2
1
2
2
XW% (1.5.4 !+ (1.98)) 0W  H M" 0

X −Y
T = q ∼ t(n1 + n2 − 2), (5.8)
Sw n11 + 1
n2

Tm s
(n1 − 1)S12 + (n2 − 1)S22
Sw = . (5.9)
n1 + n2 − 2
  T ~ (j "()
I9fk |T | ≥ tα/2 (n1 + n2 − 2),
9fk I: T ≥ tα (n1 + n2 − 2),
9fk II: T ≤ −tα (n1 + n2 − 2).
 5.2 J^3 s aPY 249

:| H HlQSK~j t− fkK
0

(3) S` σ 6= σ W S  S ℄?0 X  Y !m2S`0|T

2
1
2
2
2
1
2
2

X −Y
T =q 2 ∼ t(b
ν) (5.10)
S1 S22
n1
+ n2

ÆSlQ Tm
 2 .  
S12 S22 (S12 )2 (S22 )2
νb = + + . (5.11)
n1 n2 n21 (n1 − 1) n22 (n2 − 1)

  T ~ (j "()
I9fk |T | ≥ t (bν ), α/2

9fk I: T ≥ t (bν ), α

9fk II: T ≤ −t (bν ). α

:| H HlQ
0

#+ (5.7) + (5.8) + (5.10) Czpj?(Yr)\fk

! R oU oU mean.test2.R 
mean.test2<-function(x, y,
sigma=c(-1, -1), var.equal=FALSE, side=0){
source("P_value.R")
n1<-length(x); n2<-length(y)
xb<-mean(x); yb<-mean(y)
if (all(sigma>0)){
z<-(xb-yb)/sqrt(sigma[1]^2/n1+sigma[2]^2/n2)
P<-P_value(pnorm, z, side=side)
data.frame(mean=xb-yb, df=n1+n2, Z=z, P_value=P)
}
else{
if (var.equal == TRUE){
Sw<-sqrt(((n1-1)*var(x)+(n2-1)*var(y))/(n1+n2-2))
t<-(xb-yb)/(Sw*sqrt(1/n1+1/n2))
250 'C `fk
nu<-n1+n2-2
}
else{
S1<-var(x); S2<-var(y)
nu<-(S1/n1+S2/n2)^2/(S1^2/n1^2/(n1-1)+S2^2/n2^2/(n2-1))
t<-(xb-yb)/sqrt(S1/n1+S2/n2)
}
P<-P_value(pt, t, paramet=nu, side=side)
data.frame(mean=xb-yb, df=nu, T=t, P_value=P)
}
}

5ÆDoUm >\ x,y 0D Y~rG#l!8Z sigma 0

Yr=`l!8Z =`{W" >/
!\ oUOShfk
K=`W" (v), oUO t− fkK var.equal 0xL<Z
> var.equal=TRUE, >,| Yr!S`/|> var.equal=FALSE (C
v), >,| Yr!S`H| side 0^I9fk809fk>
side = 0 (Cv), oUI9fk T09`  µ 6= µ ; > side = -1 1 2

(C < 0 !\), oU9fk T09`  µ < µ ; > side = 1 (C 1 2

> 0 !\), oU9fk T09`  µ > µ . 1 2

oU|G#>I+>z >z!$ )\!` (mean), < (df), }

XZ (T \C z \),  P- \

5.3 7:hE 3VYj"?m℄tfVS3WpRd.#Is32:
VYR w7:hE3J( 7sF t fVS rUCk
e/0*z _ WVS( 7 $z?VS( 7 j\ hE x(-
10 7 2:` a 

_WVS 78.1 72.4 76.2 74.3 77.4 78.4 76.0 75.5 76.7 77.3
?VS 79.1 81.0 77.3 79.1 80.0 79.1 79.1 77.3 80.2 82.1

?,*\ V 0E" ` a \2v_ N(µ , σ )  N(µ , σ ), G µ , µ

2 2

 σ 6?3 t f d}t2:  α = 0.05 

1 2 1 2
2
 5.2 qp!QGfk 251

[
#q Pp`
H0 : µ 1 ≥ µ 2 , H1 : µ 1 < µ 2 ,

LM`1 σ 2
1 = σ22 = σ 2 , X9 t− fkK S`/|!j? (oU
exam_0503.R).
X<-c(78.1,72.4,76.2,74.3,77.4,78.4,76.0,75.5,76.7,77.3)
Y<-c(79.1,81.0,77.3,79.1,80.0,79.1,79.1,77.3,80.2,82.1)
source("mean.test2.R")
mean.test2(X, Y, var.equal=TRUE, side=-1)

mean df T P_value
1 -3.2 18 -4.295743 0.0002175927
X\z P– \0 0.0002176 ≪ 0.05, "("`P| D!SS& px
q

| YrS`H| :
> hypothesis.test2(X, Y, side=-1)
mean df T P_value
1 -3.2 17.31943 -4.295743 0.0002354815
~x0"("`
$[Æ Opd
Xq0|`fk P
OY~r)\`!p
d
X`fk
#### w/}9 4qu 
> source("interval_estimate5.R")
#### ;tp k"9 {q$!
> interval_estimate5(X, Y, var.equal=TRUE, side=-1)
mean df a b
1 -3.2 18 -Inf -1.908255
#### ;tp k"9 {ql!
> interval_estimate5(X,Y, side=-1)
mean df a b
1 -3.2 17.31943 -Inf -1.905500
252 'C `fk
v0| Ym2S`/| 80| Ym2S`H| T)\`!Æ-

X) < 0, q0M µ − µ < 0, P µ < µ .

1 2 1 2

5 R pm G t.test() q0|Im2fk T(|+

t.test(x, y = NULL,
alternative = c("two.sided", "less", "greater"),
mu = 0, paired = FALSE, var.equal = FALSE,
conf.level = 0.95, ...)
Tm x, y 0D YrG#l!8Z alternative 009` two.sided
(v) >,I9fk (H : µ 6= µ ), less >,9fk (H : µ < µ ), greater
1 1 2 1 1 2

>,9fk (H : µ > µ ). var.equal 0xL<Z var.equal=TRUE >,

1 1 2

| Ym2S`/| var.equal=FALSE(v) >,| Ym2S`H|

 t.test() GBÆP JX\
> t.test(X, Y, var.equal=TRUE, alternative = "less")
Two Sample t-test
data: X and Y
t = -4.2957, df = 18, p-value = 0.0002176
alternative hypothesis: true difference in means is less than 0
95 percent confidence interval:
-Inf -1.908255
sample estimates:
mean of x mean of y
76.23 79.43

X\0|, t.test() H0|Y~r!)\fk 80|

Y~r)\`!pd
X TX\:o!X\/|Lu)
0|"&'}L t.test() G!&X\o
!~r!)\fk J, t.test() G 0|Ir!)\
fk 8p\)\!pd
Xl)\fk
X!uK
.$Æ )\!pd
X)\!`fk2jÆ0Bu~q Y~H|
z<!lv  $5!S& Lq0 # t.test() tpd
X`f
kV5uV!" 0|( Dz<Bq J7 px7!wK
 5.2 qp!QGfk 253

3.?h  eR t− K `

G#0lBz,! P (X , Y ), (i = 1, 2, · · · , n), :| lB t− fk
i i

pIm2)\fkblB t− fk0g Z = X − Y , (i = 1, 2, · · · , n), i i i

B Z m2)\fkP
BP 5.3 m!G#

lB t− fk
> X<-c(78.1,72.4,76.2,74.3,77.4,78.4,76.0,75.5,76.7,77.3)
> Y<-c(79.1,81.0,77.3,79.1,80.0,79.1,79.1,77.3,80.2,82.1)
> t.test(X-Y, alternative = "less")
One Sample t-test
data: X - Y
t = -4.2018, df = 9, p-value = 0.001150
alternative hypothesis: true mean is less than 0
95 percent confidence interval:
-Inf -1.803943
sample estimates:
mean of x
-3.2
|mM DSK=SK dX\! P − \= M70.
5.2.2 9 r;RG b K `

NÆ 9 R J w
1.

 X , X , · · · , X 0D r X ∼ N(µ, σ ) !m2 Tfkq

1 2 n
2

I9fk H : σ = σ , H : σ 6= σ ,
0
2 2
0 1
2 2
0

9fk I: H : σ ≤ σ , H : σ > σ ,
0
2 2
0 1
2 2
0

9fk II: H : σ ≥ σ , H : σ < σ .

0
2 2
0 1
2 2
0

℄)\ µ {W)\ µ WYpjIlv n

)\ µ 0{W"  H M" g σb = n1 (X − µ) , :
X
2 2
0 i
i=1

σ2
nb
χ2 = ∼ χ2 (n), (5.12)
σ02
254 8% K?PY
 χ Dw1"( P
2

I9fk χ ≥ χ (n) C 2 2
α/2 χ2 ≤ χ21−α/2 (n),
9fk I: χ ≥ χ (n), 2 2
α

9fk II: χ ≤ χ (n). 2 2

1−α

:| H HlQ
0

)\ µ 0W"  H M"  0

(n − 1)S 2
χ2 = ∼ χ2 (n − 1), (5.13)
σ02

 χ Dw1"( P
2

I9fk χ ≥ χ (n − 1) C χ ≤ χ (n − 1),
2 2
α/2
2 2
1−α/2

9fk I: χ ≥ χ (n − 1),
2 2
α

9fk II: χ ≤ χ (n − 1).

2 2
1−α

:| H HlQ
0

)\fk/| 5X\m~ P − \!=D70b"( H .  P- \ 0

= α, :"( H ; b:H"( H .  P − \!X\SK)\fk!SK

0 0

/|

#+ (5.12) + (5.13) Czr)\{W)\WYpj?S`
fk! R oU (oU var.test1.R), 5oUm- P– \X\oU
var.test1<-function(x, sigma2=1, mu=Inf, side=0){
source("P_value.R")
n<-length(x)
if (mu<Inf){
S2<-sum((x-mu)^2)/n; df=n
}
else{
S2<-var(x); df=n-1
}
chi2<-df*S2/sigma2;
 5.2 J^3 s aPY 255

P<-P_value(pchisq, chi2, paramet=df, side=side)

data.frame(var=S2, df=df, chisq2=chi2, P_value=P)
}
5ÆDoUm >\ x 0G#l!8Z sigma2 0"` σ . mu 0) 2
0
\  µ {W" >/
!\ oUO < n ! χ fkb: (v), 2

oUO < n − 1 ! χ fk side 0^I9fk809fk>

2

side = 0 (Cv), oUI9fk T09`  σ 6= σ ; > side = -1 2 2

0
(C < 0 !\), oU9fk T09`  σ < σ ; > side = 1 (C 2 2
0
> 0 !\), oU9fk T09`  σ > σ . 2 2
0

oU|G#>I+>z >z!$ S` (var), < (df), }XZ

(chisq2),  P- \

5.4 9Qg`QBG 20 V x+ At (M ax,
)
136 144 143 157 137 159 135 158 147 165
158 142 159 150 156 152 140 149 148 155

j α = 0.05 fK?PY
(1) H0 : µ = 149, H1 : µ 6= 149;
(2) H0 : σ 2 = 75, H1 : σ 2 6= 75.

[>G# Æ:C!oU S`{WS`Wj?)\fk

)\{W)\W!j?S`fk
#### / scan() x
> X<-scan()
1: 136 144 143 157 137 159 135 158 147 165
11: 158 142 159 150 156 152 140 149 148 155
21:
Read 20 items
#### w/ 4*  mean.test1
> source("mean.test1.R")
256 'C `fk
#### "{q-3 ; 4*
> mean.test1(X, mu=149, sigma=sqrt(75))
mean df Z P_value
1 149.5 20 0.2581989 0.7962534
#### "{q#3 ; 4*
> mean.test1(X, mu=149)
mean df T P_value
1 149.5 19 0.2536130 0.8025186
#### w/ 4*  var.test1
> source("var.test1.R")
#### " 4-3 ;{q*
> var.test1(X, sigma2=75, mu=149)
var df chisq2 P_value
1 74.1 20 19.76 0.9460601
#### " 4#3 ;{q*
> var.test1(X, sigma2=75)
var df chisq2 P_value
1 77.73684 19 19.69333 0.8264785
v0pSK T P − \) 0.79, <"`
2. Æ 9 R J w

 X , X , · · · , X 0D r X ∼ N(µ , σ ) !m2 Y , Y , · · · , Y 0D
1 2 n1 1
2
1 1 2 n2

r Y ∼ N(µ , σ ) !m2 eYm29QTfkq

2
2
2

I9fk H : σ = σ , H : σ 6= σ , 0
2
1
2
2 1
2
1
2
2

9fk I: H : σ ≤ σ , H : σ > σ , 0
2
1
2
2 1
2
1
2
2

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2
1
2
2 1
2
1
2
2

℄)\ µ , µ {WWYpj?lv
1 2
n1 n2
 µ  µ {W" g σb = n1 (X − µ ) , σb = n1 (Y − µ ) , 
X X
2 2 2 2
1 2 1 i 1 2 i 2
1 i=1 2 i=1
 5.2 J^3 s aPY 257

H0 M"
b12
σ
F = ∼ F (n1 , n2 ), (5.14)
b22
σ
 F Dw1"( P
I9fk F ≥ F (n , n ) C α/2 1 2 F ≤ F1−α/2 (n1 , n2 ),
9fk I: F ≥ F (n , n ), α 1 2

9fk II: F ≤ F (n , n ). 1−α 1 2

:| H HlQ
0

 µ  µ W"  H M 
1 2 0

S12
F = ∼ F (n1 − 1, n2 − 1). (5.15)
S22

 F Dw1"( P
I9fk F ≥ F (n − 1, n − 1) C F ≤ F (n − 1, n − 1),
α/2 1 2 1−α/2 1 2

9fk I: F ≥ F (n − 1, n − 1),
α 1 2

9fk II: F ≤ F (n − 1, n − 1).

1−α 1 2

:| H HlQ
0

#+ (5.14) + (5.15) Cz)\{W)\WYpj?S`4f

k! R oU oU var.test2.R 
var.test2<-function(x, y, mu=c(Inf, Inf), side=0){
source("P_value.R")
n1<-length(x); n2<-length(y)
if (all(mu<Inf)){
Sx2<-sum((x-mu[1])^2)/n1; Sy2<-sum((y-mu[2])^2)/n2
df1=n1; df2=n2
}
else{
Sx2<-var(x); Sy2<-var(y); df1=n1-1; df2=n2-1
}
258 'C `fk
r<-Sx2/Sy2
P<-P_value(pf, r, paramet=c(df1, df2), side=side)
data.frame(rate=r, df1=df1, df2=df2, F=r, P_value=P)
}
5oUm x, y 0D Yr!G#8Z mu 0)\ )\{W" O
 < (n , n ) ! F − ℄IX\ F \b: O < (n − 1, n − 1)
1 2 1 2

! F − ℄IX\ F \ side 0^I9fk809fk side = 0 I

9fk T09`  σ 6= σ ;  side < 0 9fk T09` 
2
1
2
2
σ < σ ;  side > 0 9fk T09`  σ > σ .
2
1
2
2
2
1
2
2

>zOG#>I+ >z!<ZS`4 rate, 'u < df1, 'I

< df2, F \ P- \

5.5 VL! 5.3 G3axK?PY
H0 : σ12 = σ22 , H1 : σ12 6= σ22 .

[>zG# - var.test2() G
> X<-c(78.1,72.4,76.2,74.3,77.4,78.4,76.0,75.5,76.7,77.3)
> Y<-c(79.1,81.0,77.3,79.1,80.0,79.1,79.1,77.3,80.2,82.1)
> source("var.test2.R")
> var.test2(X,Y)
rate df1 df2 F P_value
1 1.494481 9 9 1.494481 0.5590224
P−\ 0.559 ≫ 0.05,  K"("` | Yr!S`0/|!
LqM5P 5.3 m `YrS`/|0!L!
YrS`4!pd
Xq&m2!S`fk
#### w/{qu  interval_var4
> source("interval_var4.R")
#### ;{qhu
 4#3u
> interval_var4(X, Y)
rate df1 df2 a b
1 1.494481 9 9 0.3712079 6.016771
 5.2 qp!QGfk 259

S`4 1 5b
X!pd$ | S`0/|!
5 R pm var.test() GpS`4!fk/
!pd
X
pG!(|+0
var.test(x, y, ratio = 1,
alternative = c("two.sided", "less", "greater"),
conf.level = 0.95, ...)
Tm x,y 0D Ym2G#l!8Z ratio 0S`4!"` v\
1. alternative 009` two.sided >,I9fk (H : σ /σ 6= ratio),
1
2
1
2
2
less >,9fk (H : σ /σ < ratio), greater >,9fk (H : σ /σ >
1
2
1
2
2 1
2
1
2
2
ratio).
( var.test() GX\P 5.5.
> var.test(X,Y)
F test to compare two variances
data: X and Y
F = 1.4945, num df = 9, denom df = 9, p-value = 0.559
alternative hypothesis: true ratio of variances is not equal to 1
95 percent confidence interval:
0.3712079 6.0167710
sample estimates:
ratio of variances
1.494481
℄!X\0u/|!'8tZ var.test() I
rS`4!fkCS`4!pd
XL~Pq(0|i|!\G
var.test() !X\o

5.2.3 m ? w1 9 RG b K `

℄!0Shr!`fkq LMWShr!fkq
WShr!fk"D LM`I5℄I!`fkq
JSSh℄I q0|zI5℄I!}XZbf !℄I 
z/
!
X\ ()
Xpd
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!`fkSKLM
z R pmI5℄Ifk
X!G binom.test().
260 8% K?PY
binom.test() G!(SK0
binom.test(x, n, p = 0.5,
alternative = c("two.sided", "less", "greater"),
conf.level = 0.95)
Tm x 0l!GC0u~lG Gl!IÆ8Z n 06k
G  x 0IÆ8Z" \? p 0"`!rq

5.6 ~ yZrI[3~RT: p = 0.85, -o7 500 # zIfB
0

hEjI ~ 445 #RTVPYIfBLI[RT:~; 

[
#q bfk!q 
H0 : p = p0 = 0.85, H1 : p 6= p0 .

- binom.test() G
> binom.test(445,500,p=0.85)
Exact binomial test
data: 445 and 500
number of successes = 445, number of trials = 500, p-value = 0.01207
alternative hypothesis: true probability of success is not equal to 0.85
95 percent confidence interval:
0.8592342 0.9160509
sample estimates:
probability of success
0.89
P− \ = 0.01207 < 0.05, "("` | pwUBpJaq+|?
pd
X\D, pwU0|pxp!Jaq
0VfkDT$Luv( u~Vfk!P

5.7 xjoY ?BO%5q: K 1%, [d{-,7 400 V
?BO =~ 1 !%5q l7?BO%5q  Rd6 K 
[
#q bfk!q 
H0 : p ≥ 0.01, H1 : p < 0.01.

- binom.test() G
 5.3 tqp!WQGfk 261

> binom.test(1, 400, p = 0.01, alternative = "less")

Exact binomial test
data: 1 and 400
number of successes = 1, number of trials = 400, p-value = 0.09048
alternative hypothesis: true probability of success is less than 0.01
95 percent confidence interval:
0.00000000 0.01180430
sample estimates:
probability of success
0.0025
P−\ = 0.09048 > 0.05 = α, CH&| p&pDGy r q$u"
KIf pd
X\q&MLu) pd
X!Æ 0.0118 > 0.01.
fup>SK
> binom.test(c(1, 399), p = 0.01, alternative = "less")
$|m!
5.3 ['fSu5
La
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Sh℄I), `
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5.3.1 Pearson + ' w e χ K ` 2

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p^1!I+ FTm!uQGW fk!=0~QGy5n1
262 'C `fk
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℄I F , ,B X J n
_ u~m2 X , X , · · · , X , p#|fk 1 2 n

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H : X H$℄I F . 1

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Z$YG#pLvCZMe!;m FH5|
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zupK xÆ,$
ÆDq!fkSK0 tGu (−∞, ∞) ℄l m ~pd
I1 = (−∞, a1 ), I2 = [a1 , a2 ), · · · , Im = [am−1 , ∞).

YLpd!Lvrq℄?
p1 , p2 , · · · , pm , pi = P {X ∈ Ii }, i = 1, 2, · · · , m.

Y n X , X , · · · , X my5pd I $!~G :5"`lQ( n !Q

i 1 2 n i i

\ np , n  np !`% (i = 1, 2, · · · , m) 05 Lv_XdBK!$
i i i
m
Z td!VDIlu~!^= c (n − np ) , Tm c > 0 1!
X
2
i i i i

G { r c = 1/np , }XZ
i=1
i i

m
X (ni − npi )2
K= , (5.16)
i=1
npi

j K Pearson χ }XZ Pearson T\ 5"`lQ!vp(  n → ∞

2

" K v℄I7U < m − 1 ! χ ℄I5L~E}Æ  u~ 2

 5.3 0oJ^3Z s aPY 263

m2fk 1+|KKI α, 
K > χ2α (m − 1) (5.17)

:"("`L0 Neyman-Pearson (!< χ fk 2

L~q80|lv'u + (5.17), `p K > χ (m − 1), b1 2

α
"` 0u~'' χ (m − 1) ! K u~`t χ (m − 1) ! K,
2
α
2
α
bH| ℄Kb1!Lau NÆLu) 5X\z K \'
0X\z P − \
P − \ = P {χ (m − 1) > K}.
2
(5.18)

0t P − \j bG#"`!S!< P − \* Ur"`!T

#*a 1u~+|KKI α,  P − \ < α, "("`

5.8 [8_+=.-"?T~ :8_+L 5 I ozs3& o7
- 1000 VzsB +f\ V hE,)VYJw&2/ 5 I o3zs
x  ) _ Uo[, 5 Izs D ` a >X A  B  C  D  E ℄\3
5 &>}o73dMkyJ w&` 5.1 Rzx\ V Y.12/3xI o
zs B +3~a` l Vzx,<axqK8_+L, 5 I ozs3 B 
~U+ | q
- 5.1: 5 %714 b! R 6
d&&3o[ A B C D E
&a X 210 312 170 85 223

[
;\KB 5 pF5>%+|`  0|| %L

5 pF5>!zm).℄I P 5 pF5>KzGA 20%. #`

H : % 5 p>!zG℄I).
0

+ (5.16) + (5.17) :CX\+  R pX\

> X<-c(210, 312, 170, 85, 223)
> n<-sum(X); m<-length(X)
> p<-rep(1/m, m)
264 'C `fk
> K<-sum((X-n*p)^2/(n*p));K
[1] 136.49
> Pr<-1-pchisq(K, m-1);Pr
[1] 0
P−\ 0,  "("` | ;\KB 5 pF5>!%0+`

0|tÆDo:Clu~oU JX\ $[Æ R p{l\
5 bp! chisq.test() G0|S;&l5`P>

> chisq.test(X)
0|
Chi-squared test for given probabilities
data: X
X-squared = 136.49, df = 4, p-value < 2.2e-16

chisq.test() G!(|+
chisq.test(x, y = NULL, correct = TRUE,
p = rep(1/length(x), length(x)), rescale.p = FALSE,
simulate.p.value = FALSE, B = 2000)
Tm x 0YG#l!8ZCP y 0G#8Z ( x P" y 
?). correct 0xL<Z >0bTVMS TRUE(v\) >,MS
FALSE >,HMS p 0"`y5=pd!Lvrq v\>,).℄I
rescale.p 0xL<Z X9 FALSE(v\) " pn>! p ~
P m
p = 1; i

X9 TRUE " CHpnLu) oUtqDX\ p \ simulate.p.value 0

i=1

xL<Z (v\ FALSE),  TRUE, tTM!SKX\ P − \ " B

>,TM!G

5.9 z Pearson d{G χ PYVSPY! 3.6GQB:Rdf2v`
2

l
[℄RJ J x'tLJv:Cl R oU JX\
'uJ*>G# LM scan() G
'IJB 31 ZlI J℄ X\!EG Tm A = {X < 70}, 1
 5.3 tqp!WQGfk 265

A2 = {70 ≤ X < 80}, A3 = {80 ≤ X < 90}, A4 = {90 ≤ X ≤ 100}. LM-

G table() G J℄YG
cut()
'JX\"` (Sh℄I) 5=pd!Lvrq\*X\Zl
I!)\ (mean) =` (sd), 3 pnorm() X\Lvrq
'RJ Pearson χ fk- chisq.test() G
2

(Cz/
! R oU (oU exam0509.R)
#### v,n 
X<-scan()
25 45 50 54 55 61 64 68 72 75 75
78 79 81 83 84 84 84 85 86 86 86
87 89 89 89 90 91 91 92 100

#### vyn |:

A<-table(cut(X, br=c(0,69,79,89,100)))
#### vn ~1 |m
p<-pnorm(c(70,80,90,100), mean(X), sd(X))
p<-c(p[1], p[2]-p[1], p[3]-p[2], 1-p[3])
#### vn ;*
chisq.test(A,p=p)
X\
(
Chi-squared test for given probabilities
data: A
X-squared = 8.334, df = 3, p-value = 0.03959
P−\ = 0.03959 < 0.05, | p
4o!lIHf Sh℄I
5L~Pm\Y~G u~0 cut() G fu~0 table() 
G (gLY~G!K
cut() G0t<Z!p℄lt~pd T(SK0
cut(x, breaks, labels = NULL,
include.lowest = FALSE, right = TRUE, dig.lab = 3, ...)
266 8% K?PY
Tm x 0G#l!8Z breaks(gC br) 0b℄pd!=)l!8
Z
table() G0X\!C'!~G T(SK0
table(..., exclude = c(NA, NaN), dnn = list.names(...),
deparse.level = 1)
LMLY~GX\^G<Zy5~pd!EG

5.10 "3\%EF3W!uRE : E : HE = 9 : 3 : 4. I
F x : 335 : 125 : 160. VPY x :Rde=K?
[
#q
9 3 4
H 0 : p1 = , p2 = , p3 = .
16 16 16

- chisq.test() G
> chisq.test(c(335, 125, 160), p=c(9,3,4)/16)
Chi-squared test for given probabilities
data: c(335, 125, 160)
X-squared = 1.362, df = 2, p-value = 0.5061
P− \ = 0.5061 > 0.05, <"` P} K!℄Ke! 9 : 3 : 4 !4P

5.11 Vr;$_7[JFOba/3`aRdf Poisson `l
-W<- 42 wax , ` 5.2 qOÆLax3`!  d"([JF
Oba/3`af Poisson ` l (α = 0.1)?
- 5.2: ℄- 9 6 ' g i I ) XPR*WI  R 6
a/*a 0 1 2 3 4 5 6
-3~a 7 10 12 8 3 2 0

[:C/
!X\oU (oU exam0511.R)
#### 
X<-0:6; Y<-c(7, 10, 12, 8, 3, 2, 0)
####  |m 5 mean(rep(X,Y)) "+g 4
 5.3 tqp!WQGfk 267

q<-ppois(X, mean(rep(X,Y))); n<-length(Y)

p[1]<-q[1]; p[n]<-1-q[n-1]
for (i in 2:(n-1))
p[i]<-q[i]-q[i-1]
#### ;*
chisq.test(Y, p=p)
X\>z,z
Chi-squared test for given probabilities
data: Y
X-squared = 1.5057, df = 6, p-value = 0.9591
Warning message:
z0l8 in: chisq.test(Y, p = p)
Chi-squared
#>z,Lpj?#L0 Pearson χ fkpn5℄'  2

m!EGdp# 5, F'mz,!EG℄? 3, 2, 0, )= 5. 

'q!SK0t'!lu "!EG 5, ~pn( z/

! R oU
#### 6%|:
Z<-c(7, 10, 12, 8, 5)
#### 6% |m
n<-length(Z); p<-p[1:n-1]; p[n]<-1-q[n-1]
#### ;*
chisq.test(Z, p=p)
X\
Chi-squared test for given probabilities
data: Z
X-squared = 0.5389, df = 4, p-value = 0.9696
P– \ ≫ 0.1,  &w|5?"d$!(}Gf Poisson ℄
I
P 5.11 !0|,z 5$q 4.9 m t5?"d$!(}
| Gf Poisson ℄I0!L!
268 8% K?PY
2.   w1 j | zZ Æ ) 4  R J w

℄I F vE r ~QG θ , θ , · · · , θ , p
#m2 X , X , · · · , X s
1 2 r 1 2 n

fk`
H : X !℄IB {F (x, θ , θ , · · · , θ )}.
1 2 r

'L~q!Jv0 *{m2z (θ , θ , · · · , θ ) !KSx

X 1 2 r

(θb , θb , · · · , θb ) 3fk`
1 2 r

H : X ℄I F (x, θb , θb , · · · , θb ).
1 2 r

x'3Lv℄I{W!j? J L bH|!0+ (5.16) !}XZ

K f < m − 1 − r ! χ ℄I P <i\ r.2

5.3.2 Kolmogorov-Smirnov K `

5'CDK}Xm \ Kolmogorov-Smirnov fk pfk$[Æ

0B(!<fkLM3 zuJd!(SK
Kolmogorov-Smirnov fkm2fkIm2fk 5'Cm
!0m2fk!(SK
1. N #K `

{'C! W Kolmogorov-Smirnov fk0{k℄I

`℄I!ÆwD7}XZ! LvÆ0|fk{ ℄I P"`
0 H : X $℄I F .
R pp\ Kolmogorov-Smirnov fk!G ks.test(), P
uJMd!(SK

5.12 L u?ThEXWPY G8 10 '{fFO dD9/"
3Mn/,) ((9F)
420 500 920 1380 1510 1650 1760 2100 2300 2350
Vz Kolmogorov-Smirnov PYVSPY? T '{fFO3` l Rdf
λ = 1/1500 3;a` l 
[>G# - ks.test() G
> X<-c(420, 500, 920, 1380, 1510, 1650, 1760, 2100, 2300, 2350)
> ks.test(X, "pexp", 1/1500)
 5.3 0oJ^3Z s aPY 269

One-sample Kolmogorov-Smirnov test

data: X
D = 0.3015, p-value = 0.3234
alternative hypothesis: two.sided
T P − \ 0.05, K"("` | 0F"d!℄If
λ = 1/1500 !^G℄I
2.
#K `

` X , X , · · ·, X D ℄I F (x) r!m2 e F (x) W Y ,

1 2 n1 1

Y , · · ·, Y D ℄I G(x) r!m2 e G(x) W`1 F (x)  G(x)

2 n2

) TV℄IG fkLY℄I0b/| P"`

H0 : F (x) = G(x).

5.13 K?`la63 F (x)  G(x) 3_G`a 25 w 20
w{:3o7\ V ax| ` 5.3 qO-PY F (x)  G(x) Rd0
- B 5 0  w1R  e 5.3:
0.61 0.29 0.06 0.59 −1.73 −0.74 0.51 −0.56 0.39
F (x) 1.64 0.05 −0.06 0.64 −0.82 0.37 1.77 1.09 −1.28
2.36 1.31 1.05 −0.32 −0.40 1.06 −2.47
2.20 1.66 1.38 0.20 0.36 0.00 0.96 1.56 0.44
G(x) 1.50 −0.30 0.66 2.31 3.29 −0.27 −0.37 0.38 0.70
0.52 −0.71

[:C/
!X\oU (oU exam0513.R).
#### 
X<-scan()
0.61 0.29 0.06 0.59 -1.73 -0.74 0.51 -0.56 0.39
1.64 0.05 -0.06 0.64 -0.82 0.37 1.77 1.09 -1.28
2.36 1.31 1.05 -0.32 -0.40 1.06 -2.47
270 'C `fk
Y<-scan()
2.20 1.66 1.38 0.20 0.36 0.00 0.96 1.56 0.44
1.50 -0.30 0.66 2.31 3.29 -0.27 -0.37 0.38 0.70
0.52 -0.71

#### ; K-S *
ks.test(X, Y)
0J'
Two-sample Kolmogorov-Smirnov test
data: X and Y
D = 0.23, p-value = 0.5286
alternative hypothesis: two.sided
P− \ 0.05, <"` H , P| F (x)  G(x) Y~℄IG/|
0

Kolmogorov-Smirnov fk Pearson χ fk/4 Kolmogorov fkHR 2

tm2℄ \u~{ K L0T)Tv)0`5Lv℄I uÆ

TV℄Ie℄Iu{W!jI 14 Pearson fk=eq+,5
Kolmogorov fk0!b!( T?u"DMt Pearson fk

5.3.3 Æ -  eRb R K `

Y~^p<Z X, Y ) KH! X r\ {a , a , · · · , a }, Y !r 1 2 I

\ {b , b , · · · , b }.  (X , Y ), (X , Y ), · · · , (X , Y ) gm2 Y n
1 2 J 1 1 2 2 n n ij

(X , Y ), (X , Y ), · · · , (X , Y ) m# (a , b ) !~G p#fk`

1 1 2 2 n n i j

H : X  Y 9Q
0

1. Pearson χ K ` 2

5nq" G#^ > 5.4 !I+ j ^S> (contingency table).

Y
pij = P {Xi = ai , Yj = bj },
XJ I
X
pi· = P {Xi = ai } = pij , p·j = P {Yj = bj } = pij ,
j=1 i=1
 5.3 tqp!WQGfk 271

- 5.4: Æ - P
b1 b2 ··· bJ
a1 n11 n12 ··· n1J n1·
a2 n21 n22 ··· n2J n2·
.. .. .. .. ..
. . . . .
aI nI1 nI2 ··· nIJ nI·
P
n·1 n·2 ··· n·J

:` H 0>,
H : pij = pi· · p·j , i = 1, 2, · · · , I, j = 1, 2, · · · , J. (5.19)

LM`W p , p ≥ 0, P p = 1, P p = 1, FTdj?W b|L0u~

I J
i· ·j i· ·j

QG p , (i = 1, 2, · · · , I), p , (j = 1, 2, · · · , J) !(!<fkq Pp
i=1 j=1

i· ·j

*KSx
XD
X p , p ,  i· ·j

ni·
p̂i· = , i = 1, 2, · · · , I,
n
n·j
p̂·j = , j = 1, 2, · · · , J,
n

Tm n Lm0|X\ Pearson χ }XZ

J
P I
P 2
i· = nij , n·j = nij .
j=1 i=1

I X J 
n·j
2 I X J
X nij − n nni· n
X [n · nij − ni· · n·j ]2
K=
n·j
= . (5.20)
i=1 j=1
n nni· n i=1 j=1
n · ni· · n·j

x'3X\ < (X, Y ) !\u2℄l IJ ~N! 

X\u
WQG P p = 1, p (i = 1, 2, · · · , I) mWQG` I − 1 ~ |L
I
i· i·

p (j = 1, 2, · · · , J) mWQG` J − 1 ~  I + J − 2 ~WQG F
i=1
·j

K ! <

IJ − 1 − (I + J − 2) = (I − 1)(J − 1).

Lm5X\z K \' T"(

K > χ2α ((I − 1)(J − 1)).
272 'C `fk
CX\T P − \
\ = P {χ ((I − 1)(J − 1)) > K}.
P− 2

 I = J = 2 " ^S>m` 4 ~| j “R|>”, L"+ (5.20) g

3
n(n11 n22 − n12 n21 )2
K= ,
n1· n2· n·1 n·2
< 1.
chisq.test() Gq0|9QKfk `Pt^S>G#ClPI+
P0

5.14 -Vr#URd)^A ~ L 63 ^A)+= 43 VZ^A)
+ (L* ) = z - G3#U&a 2/ 2 × 2 /% ` , ` 5.5 qO
- Æ -  e
)^ A )^ A
5.5:
C
#U 60 32 92
k#U 3 11 14
C 63 43 106

[>G#  chisq.test() fk

> x<-c(60, 3, 32, 11)
> dim(x)<-c(2,2)
> chisq.test(x,correct = FALSE)
Pearson’s Chi-squared test
data: x
X-squared = 9.6636, df = 1, p-value = 0.001880
CTV>S
> chisq.test(x)
Pearson’s Chi-squared test with
Yates’ continuity correction
data: x
X-squared = 7.9327, df = 1, p-value = 0.004855
 5.3 tqp!WQGfk 273

v0pSK T P − \)= 0.05, "("` q0M! 

;Z

5.15  >.=zG j|VN=z-_ 901 &3gW-=L{f3
BmG GgW- A `9 6000  6000 ? 15000  15000
? 25000 =Æ 25000 h-L{f3BmG B ` k Bm_ k B
m6 V BmBmh-= z z 4 × 4 /% `` O , ` 5.6 qO
- 5.6:  >n Ae {-xWÆ -
 k Bm _ k Bm 6 V Bm Bm C
< 6000 20 24 80 82 206
6000 ∼ 15000 22 38 104 125 289
15000 ∼ 25000 13 28 81 113 235
> 25000 7 18 54 92 171
C 62 108 319 412 901

[>G#  chisq.test() fk

x<-scan()
20 24 80 82 22 38 104 125
13 28 81 113 7 18 54 92

dim(x)<-c(4,4)
chisq.test(x)
Pearson’s Chi-squared test
data: x
X-squared = 11.9886, df = 9, p-value = 0.2140
T P − \) 0.05, <"` P!~ o<,7
5 chisq.test() GX\" p !!Q EG
6
! (b!EG8H ), Ceb!!Q EG# 5,  Pearson
χ fk0!L!b:X\G>+,zF"
2

G#H~ χ fk!vp"
( Fisher wfk
2
274 'C `fk
_ R Rb  K `
2. Fisher

5m2|=" (!!Q EG= 4), Pp Fisher wfkD9QK

fk
Fisher wfky0NB 2 × 2 Lpn=!^S>pz! χ fk! 2

vpH~" L~wfk0W ! Fisher fk0sQ5fR ℄I

!E}Æ B!EG=!>DM n?1!
LMH3/!}XZ F0Z?z R p Fisher wfk!
SK

5.16 [dDVriqPl+ G WtO~br% HBV 3; Y 33
! HBsAg ZFko7`WR= L* | ` 5.7 qO*
?BO3 HBV _r%:~ |a 
- 5.7: ;Ke l HBV
T R%V
a ZF sF C r%: (%)
WR= 4 18 22 18.18
L* 5 6 11 45.45
C 9 24 33 27.27

[u~!EG= 5,
p Fisher wrqfk
5 R pm G fisher.test() wrqfkT(SK0
fisher.test(x, y = NULL, workspace = 200000, hybrid = FALSE,
control = list(), or = 1, alternative = "two.sided",
conf.int = TRUE, conf.level = 0.95)
Tm x 0$IÆ^S>I+!PC0l!B9 y 0l!
B9  x 0P" \? workspace !>\0uRG TRG>,
z\K6d!= hybrid xL<Z FALSE(v\) >,wX\r
q TRUE >,!\KX\rq alternative 09  "two.sided"(v
\) I9 "less" 9= "greater" 9 conf.int xL<Z
 conf.int=TRUE(v\), zpd
X conf.level fFKI v\
0.95. TQGl5.M
 5.3 tqp!WQGfk 275

B 2 × 2 ^S> "` “Y<Z” #a;q4 (odds rate) # 1.

>G# CX\ Fisher fk
> x<-c(4,5,18,6); dim(x)<-c(2,2)
> fisher.test(x)
Fisher’s Exact Test for Count Data
data: x
p-value = 0.1210
alternative hypothesis: true odds ratio is not equal to 1
95 percent confidence interval:
0.03974151 1.76726409
sample estimates:
odds ratio
0.2791061
 P − \ = 0.1210 > 0.05, epd
X!pd) 1, MY
<Z09Q! P| YDG! HBV ruyq`?

 Pearson χ fk (chisq.test() G) BLG#fk" *>
2

J,X\G5!|" zz | TX\\0&

 Fisher wfk (fisher.test() G), BP 5.14 !G#fk 
> x<-c(60, 3, 32, 11); dim(x)<-c(2,2)
> fisher.test(x)
Fisher’s Exact Test for Count Data
data: x
p-value = 0.002820
alternative hypothesis: true odds ratio is not equal to 1
95 percent confidence interval:
1.626301 40.358904
sample estimates:
odds ratio
6.74691
T P − \= 0.05, "("` P| ! ;Z;q4
 1, 80S/ q0M ! *D ;Z!0&Kq*
276 'C `fk
K`
3. McNemar

McNemar fk℄xH09QKfk d0^S>G#!fk b|

V5LMD L
McNemar fk05/|~rÆ!Yfk fkYG#!Y~/℄I
!EG4<3!+|K

 m2!u=~r℄?5u"dd}CH|vp(Ye 4

0I!nQ!a< w1e!H309Q!m2 F0/m2
~6k!0puBG# 'u'Iem YpX9!EG4q
CDC!q< McNemar fk0fkL~<3a< d&|w&W5
'u'IeXdD~r LuJ<lfuJ0|z$'
ue2℄z!YJ'Ie2℄z!YJ!^S>
5.8 b,
- 5.8: 0  roR \ aZ
e II
e I + −
!X
+ a b a+b
− c d c+d
!X a+c b+d a+b+c+d

q!"`
5L~rmYe!EGp?
H0 :
"`>,EG b  c `>,5L~m2m!^G<`
5 R pm mcnemar.test() G z\ McNemar fk T$r!(
SK0
mcnemar.test(x, y = NULL, correct = TRUE)
Tm x 0$IÆ^S>I+!PC0l!B9 y 0l
!B9  x 0P" \? correct 0xL<Z TRUE (v\) >,
5X\fk}XZ"TVMS FALSE 0HMS

5.17 [HdFzJi*IVSx? 202 aw_VG3mp
, ` 5.9 qOJi*S3P:~ |a 
 5.3 0oJ^3Z s aPY 277

- 5.9: Fl oK7  ,# # Rj  iZ

i S
JS + −
C
+ 49 25 74
− 21 107 128
C 70 132 202

[>G# - mcnemar.test() G McNemar fk

> X<-c(49, 21, 25, 107); dim(X)<-c(2,2)
> mcnemar.test(X,correct=FALSE)
McNemar’s Chi-squared test
data: X
McNemar’s chi-squared = 0.3478, df = 1, p-value = 0.5553
T}XZ 0.3478, P − \ 0.5553 > 0.05,  H&|1YpfYSK
!fzq`
5.3.4 }"K `

1. K `h Æ # u {{ 5' Æ 9
`~r!mG M ,
m2mG M = M , <m20 0

D ~r!`T$r!fkSK0Lm!:* ~m2_\mi
srmG M , z!Sm`ES (+) m (−) _|>,
r
0

mG#m2mG P M = M ,  m2_\5mGÆ(!G 0

Au% ,"z,SCm!rq
A 1/2. m2 Z n, 0|
I5℄I B(n, 1/2) DX\z,m (CS) ~G!rq F
#u1!+
|KKI α, z0b<"` H : M = M !71

5.18 %&Pe: 66 w"T3B1_;a (jjT 1996 g
0 0

12  100) D \9?"3Mn/,) (, S m3;a 99) 

66 75 78 80 81 81 82 83 83 83 83
84 85 85 86 86 86 86 87 87 88 88
278 W .
G b K `
88 88 88 89 89 89 89 90 90 91 91
91 91 92 93 93 96 96 96 97 99 100
101 102 103 103 104 104 104 105 106 109 109
110 110 110 111 113 115 116 117 118 155 192
K?,w\V RPeLM"TGo7\2/3VzePY`! S m
RGa7: (RGa7)
[m2!mG (M)  k3AKI!md\ Ppfk
H0 : M ≥ 99, H1 : M < 99.

>G# I5fk
> X<-scan()
1: 66 75 78 80 81 81 82 83 83 83 83
12: 84 85 85 86 86 86 86 87 87 88 88
23: 88 88 88 89 89 89 89 90 90 91 91
34: 91 91 92 93 93 96 96 96 97 99 100
45: 101 102 103 103 104 104 104 105 106 109 109
56: 110 110 110 111 113 115 116 117 118 155 192
67:
Read 66 items
> binom.test(sum(X>99), length(X), al="l")
Exact binomial test
data: sum(X > 99) and length(X)
number of successes = 23, number of trials = 66, p-value = 0.009329
alternative hypothesis: true probability of success is less than 0.5
95 percent confidence interval:
0.0000000 0.4563087
sample estimates:
probability of success
0.3484848
5oUm sum(X>99) >,m2m 99 !~G al 0 alternative !`
C "l" 0 "less" !`CX\z! P − \= 0.05, "("` q0M
 5.3 0oJ^3Z s aPY 279

,!AKIx-mdKI Vpd
X!Æ 0.4563, $
0.5, b!v80"("`

2. u ?h #{K ` Æ 9 I u {J 7+ ; p

efkKq0|lB^Gm2_\DfkY~rXd0b5
+|`
Y~r+K` :Y~lB^Gm2_\Sm`E!
~G
r/#`1 x − y > 0 S>, x − y < 0 m>, :

i i i i

Y~r++|` z,Sm!rqA 1/2. Æfkm

20bD ~rum 0I5℄I B(n, 1/2),
#u1!+|KKIS
 (Cm) !~G z<C"(Y~r+|`!7

5.19 z*Ik3j.[O #J,` 5.10 qO V`!*Ij.
- 5.10: 0 
b) R &J w
L[ 1 2 3 4 5 6 7 8 9 10 11 12 13 14
j. X 25 30 28 23 27 35 30 28 32 29 30 30 31 16
j. Y 19 32 21 19 25 31 31 26 30 25 28 31 25 25

[O~+P | q
[OlBefk>G# - binom.test() fk
> x<-scan()
1: 25 30 28 23 27 35 30 28 32 29 30 30 31 16
15:
Read 14 items
> y<-scan()
1: 19 32 21 19 25 31 31 26 30 25 28 31 25 25
15:
Read 14 items
> binom.test(sum(x<y), length(x))
Exact binomial test
data: sum(x < y) and length(x)
number of successes = 4, number of trials = 14, p-value = 0.1796
280 'C `fk
alternative hypothesis: true probability of success is not equal to 0.5
95 percent confidence interval:
0.08388932 0.58103526
sample estimates:
probability of success
0.2857143
>,m2 X =m2 Y !~GX\z! P − \ 0.05, K
sum(x < y)
"("` 0|| YpT℄lx+|`X\z!pd
X) 0.5, q
0M 0|| X < Y  X ≥ Y !rqA 1/2, !vqHK"(
"` YpT℄lx+|`
5z! Am ""G\wd>,!q FefkK
q0LJq!e P
p\;\K0%6*X 80%6 ℄
BLuJ!q;\K"" 5 >,B*X! CK 8 >,B ℄
! u"`&>,;\KB*X!f ℄ CKB ℄!f
*X CKYK|mF0|efkKDeLuJ!,9,
PML~fkSK!$r


5.20 [t.<-dLt.3B h mmhrL3{f L
&& [(R&&_ y 4+*+\ B hE-= z l<[*o77
- 13 VhE-= z && [Æ_ y z2 ` O &&_ y Æ
[zj` O *+\ B z 0 `O-Y= z 3 / ` 5.11 G V
- 5.11: 0  mR! J w
 [  1 2 3 4 5 6 7 8 9 10 11 12 13
&& [ 1 1 1 1 0 1 1 1 1 1
&&_ y 1 1 1

`!R&& [(R&&_ y 

[
#q 0fk
(`
H : 3%6*X#%6 ℄ H : 3%6*Xf ℄
0 1

|Æ
℄m 1 z (P 6  3) >,B*X ℄|m  0 >
, F5m2 ZmH_X\ b|$[Æ n = 12.
 H ` M P 0
 5.3 0oJ^3Z s aPY 281

3B*X ℄|m >z, x − y < 0, Pm!rq 1/2, b|

z,m!~Gf I5℄I B(12, 1/2). m~G M 3%6*X
f ℄!zGD m~Gu1o<pL H ` F< H ` 0 1

 P 3%6*Xf%6 ℄b|2PB909`fk
 R p JX\ +|KKIr α = 0.10,
> binom.test(3,12,p=1/2, al="l", conf.level = 0.90)
Exact binomial test
data: 3 and 12
number of successes = 3, number of trials = 12, p-value = 0.073
alternative hypothesis: true probability of success is less than 0.5
90 percent confidence interval:
0.0000000 0.4752663
sample estimates:
probability of success
0.25
P− \ = 0.073 < 0.10, dVpd
X [0, 0.475], "("` | %6*
X!zf%6 ℄!z

+|KKI15 α = 0.05 " :H&"("` `&| %6*X
 ℄!zumD
u"DM efk4QG}X t fkK!?&$ n?0Smeb
>!`E!(B\4|" >,! +
5efkKm `X\e!~G FH-o~e`mb)!(B
\!= \GLuv) b|5WQG}Xm8p(T !fkSK
5.3.5 B

℄\efk (fumfkSK — ifk5ifk

X℄ *ifk!r- — i}XZ (rank statistics).
i}XZ05WQGfkmR
!}XZ d!u~qp!nK0℄
IK (distribution-freeness).
_ o 5.2 ? X , X , · · · , X  \V (kZ\ _), Y X , X , · · · , X
1 2 n 1 2 n

9/"n / z R E X :_n/G3A i = 1, 2, · · · , n. 
i i
282 'C `fk
\ V X , X , · · · , X } B3D
C+ (rank statistics).
R1 , R2 , · · · , Rn

5.21 ~)/ \V
1 2 n

x1 x2 x3 x4 x5
1.2 0.8 −3.1 2.0 1.2

[a!i}XZ R
R1 R2 R3 R4 R5
3 2 1 5 4

5ÆDG#m x = x , L" xLUt x 45 x ℄

1 5 1 5

5 R pm G rank() 0|X\i}XZ
Æ!P

> x<-c(1.2, 0.8, -3.1, 2.0, 1.2)
> rank(x)
[1] 3.5 2.0 1.0 5.0 3.5
LMCH9z 4Um 'uz,!45℄ F0|# L TLU)
3.5. Lpj?5X\}XZ" "oU> zz
# z 1!
4^U t'Iz,!\ (x ) <_u~"=!\
5

> x<-c(1.2, 0.8, -3.1, 2.0, 1.2+1e-5)

> rank(x)
[1] 3 2 1 5 4
LzX\!/|
+x m2 X , X , · · · , X 0r TV℄Ir!9Q|℄Im2 :}X
1 2 n

Z R , R , · · · , R !℄I0Bj#rq! PB 1, 2, · · · , n !{u4^ i , i , · · · , i
1 2 n 1 2 n

 1
P {R1 = i1 , R2 = i2 , · · · , Rn = in } = , (5.21)
n!
L" R , R , · · · , R !℄Ir℄I
1 2 n

5.3.6 ;K`
i/fk0ifk!u~qp
5'C \ Pearson /
fk d$[
5Sh℄Ir!G# LM!i/fkCHpnbf
k!G#D Sh℄I!r
 5.3 0oJ^3Z s aPY 283

1. Spearman ;K`
 (X , Y ), (X , Y ), · · · , (X , Y ) r ~I!r!9Qm2 pfk
1 1 2 2 n n

<Z X <Z Y 0b/{ | “X  Y /-9Q (H/)” "`

“X  Y /” 09`
 r , r , · · · , r  X , X , · · · , X a!i}XZ R , R , · · · , R 
1 2 n 1 2 n 1 2 n

Y , Y , · · · , Y a!i}XZ :
1 2 n

n n
1X n+1 1X
r= ri = = R= Ri ,
n i=1 2 n i=1
n n
1X n2 − 1 1X
(ri − r)2 = = (Ri − R)2 .
n i=1 12 n i=1

_ o 5.3  " n  2 #  
1X n+1 n2 − 1
rs = ri Ri −
n i=1 2 12

 Spearman f{PCD0'a

 X  Y /-9Q" (r , r , · · · , r )  (R , R , · · · , R ) /-9Q"
1 2 n 1 2 n

E(r ) = 0.  X  Y S/" r h8rS\ X  Y m/" r

s s s

h8rm\Lm0| r !℄IDfk X  Y 0b9Q s

0|T n |" √n − 1 r !ÆS℄I N(0, 1). 0|7 s

"(X\/
! P − \  P − \=u+|KKI α " :"("`
0|
#q79fkCI9fk
R pm!fkG cor.test() 0| J Spearman i/fk T(
SK
cor.test(x, y,
alternative = c("two.sided", "less", "greater"),
method = "spearman", conf.level = 0.95, ...)

5.22 3~6w&sI`X3q2 ~*&hE? ? z` 5.12 q
O Vz Spearman D0PYVSPY,*w?L5?~0
'
[>G# fk
284 'C `fk

- 5.12: *:2 R : _?9

sI+[ 1 2 3 4 5 6
J3!` (X) 1 2 3 4 5 6
i3!` (Y ) 6 5 4 3 2 1

> x<-c(1,2,3,4,5,6); y<-c(6,5,4,3,2,1)

> cor.test(x, y, method = "spearman")
Spearman’s rank correlation rho
data: x and y
S = 70, p-value = 0.002778
alternative hypothesis: true rho is not equal to 0
sample estimates:
rho
-1

X\z! P − \= 0.05, "("` | <Z X  Y /

.$Æ X\z! r = −1, >,LY~Z0um/ PYz!v
s

& u/N
2. Kendall ; K `

LM fu~)D,/q|m-o"` H : <Z X  Y H/ 0

 ~09`
H : SCm/ (CK) S/ (CK) m/
1

 A|!r-
nH (X − X )(Y − Y ) > 0, :jB (X , Y ) O

j i j i i i

(X , Y ) 0A|! (concordant) CKM d|m!h8NX
nH

j j

(X − X )(Y − Y ) < 0, :jpB0HA|! (disconcordant) g

j i j i





1,
 (X j − Xi )(Yj − Yi ) > 0,
Ψ(Xi , Xj , Yi, Yj ) = 0,


 (X j − Xi )(Yj − Yi ) = 0, (5.22)


−1,
 (X j − Xi )(Yj − Yi ) < 0.
 5.3 0oJ^3Z s aPY 285

1 Kendall (5 H) τ /&G
X K nd − nc
τb = Ψ(Xi , Xj , Yi, Yj ) = 2
= , (5.23)
1≤i<j≤n
Cn Cn2

Tm n 0A|B!G n 0HA|B!G+x

c d

X
K≡ Ψ = nc − nd = 2nc − Cn2 . (5.24)

Æ1! τb rq`
τ = P {(Xj − Xi )(Yj − Yi) > 0} − P {(Xj − Xi )(Yj − Yi ) < 0}

!u~
X ~,z −1 ≤ τb ≤ 1. .$Æ bB80A|! :
K = C , " b
2
n τ = 1. bB80HA|! : K = −C , " b τ = −1. 2
n

 r , r , · · · , r  X , X , · · · , X a!i}XZ R , R , · · · , R 
1 2 n 1 2 n 1 2 n

Y , Y , · · · , Y a!i}XZ 0|T
1 2 n

X
K= sign(ri − rj ) · sign(Ri − Rj ). (5.25)
1≤i<j≤n

!+ (5.25) + (5.23), 0|X\z

X\ τb, Lm0|O τb \f
k τb Æ 0 " >,Y<Z9Q τb u\" >,Y<Z/
(SG>,S/ mG>,m/).
5 R pm Kendall /fk~G cor.test() X\ TX\SK
Spearman i/fk/| `PtQG method ql method = "kendall".

5.23 [
OL 9 LbOt3C$hEPY dDH`B!`-YY.,
` 5.13 qO Vz Kendall 0PYVSPYbOt3C$Rd0
- 5.13: 9 h
!  RQw J w
b O tL3 [  1 2 3 4 5 6 7 8 9
*B3O (X) 86 77 68 91 70 71 85 87 63
B3O (Y ) 88 76 64 96 65 80 81 72 60

[>G# fk
286 'C `fk
> X<-c(86, 77, 68, 91, 70, 71, 85, 87, 63)
> Y<-c(88, 76, 64, 96, 65, 80, 81, 72, 60)
> cor.test(X, Y, method = "kendall")
Kendall’s rank correlation tau
data: X and Y
T = 31, p-value = 0.005886
alternative hypothesis: true tau is not equal to 0
sample estimates:
tau
0.7222222
P− \= 0.05, "("` | I(e!hR0/! Fe0S/
!
5.3.7 WilcoxonK`
1. h{ 5h Æ 9 #RK `

efkO\Y\"`!mEfX`!eD Jfk 0
dCOL`!= (r,`!(B\!=) b)!F" H|!
e>\mEf!u9 F`!(B\!i!=>%mEf!'
Æ
tYK!VD x4Oe?Lq0(p!
Wilcoxon(
H/1`) eifk (Wilcoxon signed-rank test) !a
\GefkKXH 5LMtup5u1o<Æ-om2
_\rmGXd!`E P |x − M |(Tm i = 1, 2, · · · , n) !=!fk
i 0

SK5LM`1 (1) r℄I0TV! (2) rBTmG0Bj!L

m t|Æ |x − M | !`E (<U4^ C+#`E!U z/
i 0

!i R ,
`E(B\=K |i 1, =K |i 2, · · · , · · ·, 

i

\ |i n. 3 x − M > 0 Si x − M < 0 mix'H

i 0 i 0

Si Jfk L0iUfkLpSK:* Wilcoxon pz! b

|j Wilcoxon eifk
Wilcoxon fkH-o~_\4rmG M 80= Fe5 0

u1o<Æq-o\D =D5 Jfk"
_\rmG

!`E!(B\/#" pI)iDsP
|x − M | = |x − M | = i 0 j 0
 5.3 0oJ^3Z s aPY 287

:* |/
!i 4  5  6, TI)\ 5 (R p|I)\
|xk − M0 |,
1/|\!i ~G#!i)0 5). 
 x − M = 0, t x i 0 i

_G#ms,

"_\!G n , is`E 0 !_G#' Tm2G n. 
′

R >,Si W >,Si! : Wilcoxon }XZ

(+)
i
n
X (+)
W = Ri . (5.26)
i=1


 n ~RG 1, 2, · · · , n !

n(n + 1)
2
X\ FSi0|5p
d 0, n(n2+ 1) $<4
_\D mG M !~r!` 0

M  Wilcoxon fk}XZ!r\t0i!I)G P µ = n(n4+ 1) W

!<4
p`HlQ : W !r\t8i!Y!G\.Æ
Lm 5u1!+|KKI ;0 Jfk\
R pm! wilcox.tets() G0| Wilcoxon eifk TE2|+

wilcox.test(x, y = NULL,
alternative = c("two.sided", "less", "greater"),
mu = 0, paired = FALSE, exact = NULL, correct = TRUE,
conf.int = FALSE, conf.level = 0.95, ...)
Tm x,y 0_G#l!G#8Z alternative 009` Vfk
IVfk mu fQG
mG M . paired 0xL<Z M<Z x, y
0

0b lBG# exact 0xL<Z M0bwX\ P − \ m2Z|

=" QGV m2Z|" pOSh℄IÆSX\ P − \
correct 0xL<Z M0bB P − \!X\OTVKMS conf.int 0
xL<Z M0b z/
!fFpd

5.24 K?[;ÆOlB } 3[IC;ÆXW3Ga 140 Cu
9F-PYlB } 3;ÆRde
?3 _ % -?iB } 3 y;
ÆG 20 wo7\V d L, 20 w;Æ3XWhE- x V ,) ((
C u9F) 
137.0 140.0 138.3 139.0 144.3 139.1 141.7 137.3 133.5 138.2
288 8% K?PY
141.1 139.2 136.5 136.5 135.6 138.0 140.9 140.6 136.3 134.1
Vz Wilcoxon eDPY`!lB } 3;ÆRde _ W
[
#q 
(`
H : +smG M ≥ 140 :="
0

H : +smG M < 140 :="

1

>G# - wilcox.test() G
> X<-scan()
1: 137.0 140.0 138.3 139.0 144.3 139.1 141.7 137.3 133.5 138.2
11: 141.1 139.2 136.5 136.5 135.6 138.0 140.9 140.6 136.3 134.1
21:
Read 20 items
> wilcox.test(X, mu=140, alternative="less",
exact=FALSE, correct=FALSE, conf.int=TRUE)
Wilcoxon signed rank test
data: X
V = 34, p-value = 0.007034
alternative hypothesis: true mu is less than 140
95 percent confidence interval:
-Inf 139.2000
sample estimates:
(pseudo)median
138.2000
LM V = 34 0 Wilcoxon }XZ P − \ 0.007034 < 0.05, "("` Pm
 H 140 :=" /
!pd
Xq&/
!v
Æ\ Wilcoxon eifkSKfku~m20bD ~r!
$ |m L~SKq0lBm2!fk FMY~r0b5+
|`

5.25 -PY I?3h℄ÆKz3℄.0WRd+P7}t-9
3 } +  wk ~ GP!- 10 7 J5`* n ` G';? n
`Kz?3h℄. 3 n `KzÆ℄.9\2x n `9 } +,
` 5.14 qO Vz Wilcoxon ePYSPY?h℄Rd.+P}t93
 5.3 0oJ^3Z s aPY 289

- 5.14: mu 0  v J w 6E R<

(N * B l)
  1 2 3 4 5 6 7 8 9 10
?h℄ 459 367 303 392 310 342 421 446 430 412
Æ℄. 414 306 321 443 281 301 353 391 405 390

}+ dePYfW_ (α = 0.05).
[
#q 
(`
H : Dk!Y!aZ"Y℄!aZ/|
0

H : Dk!Y!aZx"Y℄!aZ
1

>G# - wilcox.test() G
> x<-c(459, 367, 303, 392, 310, 342, 421, 446, 430, 412)
> y<-c(414, 306, 321, 443, 281, 301, 353, 391, 405, 390)
> wilcox.test(x, y, alternative = "greater", paired = TRUE)
Wilcoxon signed rank test
data: x and y
V = 47, p-value = 0.02441
alternative hypothesis: true mu is greater than 0
P− \ 0.02441 < 0.05, "("` PDk!Y& +|px=}!aZ
(Dg
> wilcox.test(x-y, alternative = "greater")
$/|!?

efkX\
> binom.test(sum(x>y), length(x), alternative = "greater")
Exact binomial test
data: sum(x > y) and length(x)
number of successes = 8, number of trials = 10, p-value = 0.05469
alternative hypothesis: true probability of success is greater than 0.5
95 percent confidence interval:
0.4930987 1.0000000
sample estimates:
290 'C `fk
probability of success
0.8
P− \ 0.05469 > 0.05, K"("`> 5 α = 0.05 !KI( 
b G#Ff efk8H|p℄YpY℄Bpx=}!aZa`
4|Y~X\ 0|J, Wilcoxon efk4efk5kY`
KS?
2. t?h #R I$K `
`1Y~WlBm2!_\ X , X , · · · , X  Y , Y , · · · , Y , Tm2
1 2 n1 1 2 n2

Z℄? n  n . ,pfkY~^Gm2D Y~r!mG0b/#

1 2

(
mG/# :| Y~r`).
tm2!_\45uV X , X , · · · , X , Y , Y , · · · , Y , ~ r , r , · · · , r
1 2 n1 1 2 n2 1 2 n1

 X , X , · · · , X a!i}XZ R , R , · · · , R  Y , Y , · · · , Y a
1 2 n1 1 2 n2 1 2 n2

!i}XZ : Wilcoxon-Mann-Whitney }XZ1

n
n2 (n2 + 1) X 2

U = n1 n2 + − Ri . (5.27)
2 i=1

JSur! Wilcoxon efkum 0|{}XZ U Jfk pfk

j Wilcoxon ifk
R pm ~x0 wilcox.test() l Wilcoxon ifk

5.26 gx2 10 VZf`{& 7 Vf`{&3R: , ` 5.15 q
O Vz Wilcoxon DPY`!* {&R:~ | q
- 5.15: ;  U R ZA (N *  10 mmol/L) −6

Zf` 24 26 29 34 43 58 63 72 87 101
f` 82 87 97 121 164 208 213
[
#q 
(`
H : Yz[Z` H : Zs[ZxWZs
0 1

>G# - wilcox.test() G
> x<-c(24, 26, 29, 34, 43, 58, 63, 72, 87, 101)
> y<-c(82, 87, 97, 121, 164, 208, 213)
 5.3 tqp!WQGfk 291

#### lo/(&2
> wilcox.test(x,y,alternative="less",exact=FALSE,correct=FALSE)
Wilcoxon rank sum test
data: x and y
W = 4.5, p-value = 0.001449
alternative hypothesis: true mu is less than 0
#### o/(&2
> wilcox.test(x, y, alternative="less", exact=FALSE)
Wilcoxon rank sum test with continuity correction
data: x and y
W = 4.5, p-value = 0.001698
alternative hypothesis: true mu is less than 0
0 Wilcoxon-Mann-Whitney }XZ5ÆDX\m vOT
W = 4.5
VMS p80HOTVMS T P − \)= 0.05, "("` PZ
sz[Z\xWZs!z

5.27 --d?3aQ^QVS3; RdWÆVS3; ~q}t 
0,3 10 VQBGo77xP 5 VaY?VSÆVS3^QVY`
JFO |SHÆxIVN (,V}5) L 10 VQB3aQ $
j^ (}4T K?SHLxwQB^℄ dk 61), dD
aQ $|1/nM , ` 5.16 qO L α = 0.05, PY?VSRd W
- 5.16: WeW*0U Z (1)
?VS 3 5 7 9 10
ÆVS 1 2 4 6 8

ÆVS+P7}t-^Q; 0nM , ` 5.17 qO  ,

- 5.17: WeW*0U Z (2)
?VS 4 6 7 9 10
ÆVS 1 2 3 5 8
292 8% K?PY
[ Wilcoxon ifk2j`P4zm2!i Feqm!G#
20u~4U 0Z(
> x<-c(3, 5, 7, 9, 10); y<-c(1, 2, 4, 6, 8)
> wilcox.test(x, y, alternative="greater")
Wilcoxon rank sum test
data: x and y
W = 19, p-value = 0.1111
alternative hypothesis: true mu is greater than 0
P−\ = 0.1111 > 0.05, K"("` P| D!{Z?CH+|"
SK
B'Ipj?
> X<-c(4, 6, 7, 9, 10); Y<-c(1, 2, 3, 5, 8)
> wilcox.test(X, Y, alternative="greater")
Wilcoxon rank sum test
data: X and Y
W = 21, p-value = 0.04762
alternative hypothesis: true mu is greater than 0
P− \ = 0.04762 < 0.05, "("` P| D!{Z?+|"SK

5.28 [dz[I℄F,*CDF5W)+ 216 ! ,;|` 5.18
qO V`!l℄L*CDF5W3F,Rd0
- 5.18: '%d0" OR  _F Z
,; ÆB +; hm ;
(C 62 41 14 11
$C 20 37 16 15

[29Bz![? 4 ~H|!\>, (1 >, 4 >,`),

Lm0| L 216 Bz4U  0 Wilcoxon ifkD℄q
> x<-rep(1:4, c(62, 41, 14,11)); y<-rep(1:4, c(20, 37, 16, 15))
> wilcox.test(x, y, exact=FALSE)
 $q 293

Wilcoxon rank sum test with continuity correction

data: x and y
W = 3994, p-value = 0.0001242
alternative hypothesis: true mu is not equal to 0
P−\ = 0.0001242 < 0.05, "("` P| pnBYHKUXh
!k[0H/|! G#)5 KwX\ P − \ TQG
exact=FALSE.

2\uqp!WQGfkSK R p8p\fuWQG
fkSK LMHuu^ \ E\{!SK 3Z$T SKH
"\ ("0{5.'}\TE2!(SK

4/
2  `[R9 L Ca~: 225 × 10 /L, g x 2 20 V`F}f`{&
9

3R9 L Ca: (( 10 /L)

5.1
9

220 188 162 230 145 160 238 188 247 113
126 245 164 231 256 183 190 158 224 175
}{&3R9 L Ca2  g`[~ | q
5.2 h6[I4tXWf2v` l [BqB } 3l4tGo7 10
= x 2 XW ((9F) 
1067 919 1196 785 1126 936 918 1156 920 948
,wBB } 34t Kz 1000 9Fj:3n:
5.3 Vr[BF,tHF,v[F!FR3; Y 16 V)+ D g
2J  0i3Æ"w 8 L `aKztH,S j BF,
3VS 3 wx2*I)+R+ G , ` 5.19 qO *IVSF,3
- 5.19:  A$ rj % ro " )/ Z (O  (g/L)
BF, 113 120 138 120 100 118 138 123
tHF, 138 116 125 136 110 132 130 110
294 8% K?PY
)+R+ G ~ | q
5.4 Vr } h?℄ 
f z[a; [dz 40 V II Czh &
hEo7L*IYVY+Y,< &o75`/VY (
fz[a )
L* (Iy[a ), `ax2VYM 8 K iRz n2 iR
z)Z: , ` 5.20 qO d(} h?℄ 
f z[a I y[a
- 5.20: w`;{ h ; o
FZ6 S  (mmol/L)
VY -0.70 -5.60 2.00 2.80 0.70 3.50 4.00 5.80 7.10 -0.50
(n1 = 20) 2.50 -1.60 1.70 3.00 0.40 4.50 4.60 2.50 6.00 -1.40
L* 3.70 6.50 5.00 5.20 0.80 0.20 0.60 3.40 6.60 -1.10
(n2 = 20) 6.00 3.80 2.00 1.60 2.00 2.20 1.20 3.10 1.70 -2.00

L iRz3Zz; k 
(1) PYVY L* 33axRd\2v` l q z2vF W PY
VS (T83%)  Kolmogorov-Smirnov PYVS Pearson d{G χ P 2

Y
(2) z t− PY* ax~:Rd~ | q ` a zV | 0XCV |k 
XCL t− PYXC
(3) PYVY L* 3V | Rd0

5.5 Vr[I?℄LiRI1$3w2 o7 C n?℄ & 12 ! L*

& 10 ! ` ax ? iRI1$ (( mm ), ,) 3

?℄  126 125 136 128 123 138 142 116 110 108 115 140
L*  162 172 177 170 175 152 157 159 160 162
V`!?℄ L* &3iRI1$~ |a (α = 0.05).
(1) PY* axRdf2v` l 
(2) PY* \ V V | Rd0
(3) P!dS3PYVSPY?℄ L* &3iRI1$~ |
a
5.6 3= z +O[Tg& W J 14.7%. lTgVr=.-PY
 %~ 295

l3=zRd o7P- 400 VuT R- G~ 57 &Rg&=

z Rd5 lTg&WJ 14.7% 3S (α = 0.05).
5.7 fF a ÆBVY o[I R9 328 = G} 150 = \
 178 = V,I d#I\3 W ! (F aW u 1 : 1).
5.8 Mendel zB3*L0LFUhE\IY +5 I[;5MpI
3B\ 8Q%zx\| 
9 =` W 
+ : +M : ; : ;M = 169 : 163 : 163 : 161
IFIY:+ 15 # +M 101 # ; 108 # ;M 32 #  556 #
 Rde\| 
9
5.9  { J`Hh-[9<3&a X, ' 200 `H q2ax,)
&a 0 1 2 3 4 5
~a 92 68 28 11 1 0
V`! d(J`Ha X f Poisson ` l (α = 0.1).
5.10  { 2*\ V :,)
I 2.36 3.14 7.52 3.48 2.76 5.43 6.54 7.41
II 4.38 4.25 6.53 3.28 7.21 6.55
V`! *\ V Rd\ _ (α = 0.05).
5.11 Vr`QÆGKztO;[N x gLi } :~w2 L 5824 !
`Q3o } khE,F= z , ` 5.21 qO VhE`!
- 5.21: 5824
`<0 R ^9Z
tO;[N x g
i } Kz Kz C
R 358 229 587
d 2492 2745 5237
C 2850 2974 5824
296 8% K?PY
tG g`BG 300 V { *w^F B R 1500 M s
C RJ
~I(FO 2/ 4 × 3 /% ` , ` 5.22 qO VL α = 0.05,
5.12

- 5.22: 300 "  #We~ f  Rk:Z

1500 M I(FO
sE8 2 9Fj: 1 ∼ 2 9F 1 9Fj)
C
5′′ 01′ ∼ 5′′ 30′ 45 12 10 67
5′′ 31′ ∼ 6′′ 00′ 46 20 28 94
6′′ 01′ ∼ 6′′ 30′ 28 23 30 81
6′′ 31′ ∼ 7′′ 00′ 11 12 35 58
C 130 67 103 300

PY B  C RdE"
5.13  W _*I{kL } 3E+Rd~w2 L } hE\P z
, ` 5.23 qO VhE`!
- 5.23: %  m6 < 7!
RB9Z
u ku C
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uzlSL WSP x 147 ! )+Wp3e

, ` 5.24 qO V`!,*IVS x ? Rd0
5.14

5.15 [[xG zxÆoY 3 G3Ga 14.6cm, -LxG

3 GhE  x o77xG 10  G,)
13.32 13.06 14.02 11.86 13.58 13.77 13.51 14.42 14.44 15.43
YsLf w\ V hEPYV`! lxG3 GRGa7: (
RGa7)
(1) zePY`!
 %~ 297

- 5.24: oK9 v & x aR}' J w

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LWS 2 R1 q C
2 58 2 3 63
R1 1 42 7 50
q 8 9 17 34
C 67 53 27 147

(2)z Wilcoxon eDPY

5.16 z*I k 3 x ?VS x ? IG u ℄3~;` Jh 20 
2/IY , ` 5.25 qO
- 5.25: % 0  R7_roQPRZ
VS 48.0 33.0 37.5 48.0 42.5 40.0 42.0 36.0 11.3 22.0
A 36.0 27.3 14.2 32.1 52.0 38.0 17.3 20.0 21.0 46.1
VS 37.0 41.0 23.4 17.0 31.5 40.0 31.0 36.0 5.7 11.5
B 21.0 6.1 26.5 21.3 44.5 28.0 22.6 20.0 11.0 22.3

(1) VzePYSPY* x ?~+P | q

(2) Vz Wilcoxon eDPYSPY* x ?~+P | q
(3) Vz Wilcoxon DPYSPY* x ?~+P | q
(4) Laxf2vFV |
FPY laxRdf t− PY , 
f t− PY
(5) `!xI3PYVS VeU℄IPYS; d

5.17 = z ["QQBJKQ%FO2`3~57O3' - z 10
wQB3Y., ` )
Q%FO 24 17 20 41 52 23 46 18 15 29
Q%5 8 1 4 7 9 5 10 3 2 6
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PY) `!Q%5Q%:~'
5.18  W _ I?,SL[I> 3F,; Y 40 V)+o77`*
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- 5.26: 0  ro " )RZ
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Æ,S 2 2 11 4 1

VS3,;+P7{Æ,S (α = 0.05).
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 [ R Q O !,+' 8 9 # ~KdL  O # ZSo*&
+,72MlMk,>s6 f6R 8 72, _ 8  NA [ 372
kq, # Z sE+, _  [M: 1-N{h, K Wi
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*& 8 72+,728  
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6e.4+ CR # !< R # !,q1 [N6!7!
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F ` i

j  >+ 1 297
6.1 l#*Hd- . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 297
6.1.1 # TaE . . . . . . . . . . . . . . . . . . . . . . . . . . . . 298
6.1.2 d-R # ,! . . . . . . . . . . . . . . . . . . . . . . . . 299
6.1.3 d- t,%|Hd . . . . . . . . . . . . . . . . . . . . 300
6.1.4 R # β  β ,7! . . . . . . . . . . . . . . . . . . . 303
0 1

6.1.5 !Y . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 304
6.1.6 vi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 306
6.1.7  8 | . . . . . . . . . . . . . . . . . . . . . . . . . . . . 306
6.2 R Q o*HaE',9 # . . . . . . . . . . . . . . . . . . . 312
6.2.1 q19 # . . . . . . . . . . . . . . . . . . . . . . . . . . . . 312
6.2.2 O 9aEB, [ 9 # . . . . . . . . . . . . . . . . . . . 312
6.3 T#*Hd-k . . . . . . . . . . . . . . . . . . . . . . . . . . 314
6.3.1 # TaE . . . . . . . . . . . . . . . . . . . . . . . . . . . . 314
6.3.2 d- # ,! . . . . . . . . . . . . . . . . . . . . . . . . 315
6.3.3 %|Hd . . . . . . . . . . . . . . . . . . . . . . . . . . 316
6.3.4 R # β ,7! . . . . . . . . . . . . . . . . . . . . . . 319
6.3.5 !Y . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 319
6.3.6 JVrBaE . . . . . . . . . . . . . . . . . . . . . . . . . 320
6.3.7  8 | . . . . . . . . . . . . . . . . . . . . . . . . . . . . 321
6.4 zLd- . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 328
6.4.1 d- t,R: . . . . . . . . . . . . . . . . . . . 328
6.4.2 zLd-, 8 . . . . . . . . . . . . . . . . . . . . . . . . 328
6.5 d-QO . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 334

iii
iv g 8
6.5.1zL d-QO . . . . . . . . . . . . . . . . . . . . . . . . 334
6.5.2 T_ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 339
6.5.3 T_ e . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 342
6.5.4 0k . . . . . . . . . . . . . . . . . . . . . . . . . . . . 349
6.5.5 Ts*H . . . . . . . . . . . . . . . . . . . . . . . . . . 357
6.6 +z*Hd-aE . . . . . . . . . . . . . . . . . . . . . . . . . . 361
6.6.1 +z*HaE', R 9 # . . . . . . . . . . . . . . . . 361
6.6.2 V E kK . . . . . . . . . . . . . . . . . . . . . . . . . . 362
6.6.3 X1kK . . . . . . . . . . . . . . . . . . . . . . . . . . 363
6.6.4  A kK . . . . . . . . . . . . . . . . . . . . . . . . . . 372
6.7 g*Hd-aE . . . . . . . . . . . . . . . . . . . . . . . . . . . . 375
6.7.1 T1  d-aE . . . . . . . . . . . . . . . . . . . . . . . . 376
6.7.2 (p6) g*Hd-aE . . . . . . . . . . . . . . . . . . . . 380
P3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 389

jA  D 1 395
7.1 ~ 4 _k . . . . . . . . . . . . . . . . . . . . . . . . . . . . 395
7.1.1 # TaE . . . . . . . . . . . . . . . . . . . . . . . . . . . . 396
7.1.2 _k . . . . . . . . . . . . . . . . . . . . . . . . . . . . 397
7.1.3 _kC, 8 . . . . . . . . . . . . . . . . . . . . . . . 399
7.1.4 a`,Ts3. . . . . . . . . . . . . . . . . . . . . . . . . 402
7.1.5 _,Hd . . . . . . . . . . . . . . . . . . . . . . . 406
7.1.6 Kruskal-Wallis kd . . . . . . . . . . . . . . . . . . . 409
7.1.7 Friedman kd . . . . . . . . . . . . . . . . . . . . . . 413
7.2 $ ~ 4 _k . . . . . . . . . . . . . . . . . . . . . . . . . . . . 415
7.2.1 Jj:*T . . . . . . . . . . . . . . . . . . . . . . . . 416
7.2.2 j:*T . . . . . . . . . . . . . . . . . . . . . . . . . 419
7.2.3 _Hd . . . . . . . . . . . . . . . . . . . . . . . . . 423
 g 8 v

7.3V*  dh _k . . . . . . . . . . . . . . . . . . . . . . . 425

7.3.1 V*C~  d . . . . . . . . . . . . . . . . . . . . . . . 425
7.3.2 V*  d, _k . . . . . . . . . . . . . . . . . . . . . 428
7.3.3 *T,  d . . . . . . . . . . . . . . . . . . . . . . . 430
7.3.4 sy  d, _k . . . . . . . . . . . . . . . . . . . . 434
 P  . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 436
j)  tw|  1 (I) 441
8.1
Dk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 441
8.1.1 \
D . . . . . . . . . . . . . . . . . . . . . . . . . . . . 442
8.1.2 Bayes
D . . . . . . . . . . . . . . . . . . . . . . . . . . . 453
8.1.3 Fisher
D . . . . . . . . . . . . . . . . . . . . . . . . . . 461
8.2 Wk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 466
8.2.1 \+ ,  # . . . . . . . . . . . . . . . . . . . . . . . . 466
8.2.2  _ W[ . . . . . . . . . . . . . . . . . . . . . . . . . . 473
8.2.3 B E W[ . . . . . . . . . . . . . . . . . . . . . . . . . . 491
 P  . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 493
ji  tw|  1 (II) 497
9.1 {pkk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 497
9.1.1  Q {pk . . . . . . . . . . . . . . . . . . . . . . . . . . 497
9.1.2 f1{pk . . . . . . . . . . . . . . . . . . . . . . . . . . 501
9.1.3 +', R 9 # t{| . . . . . . . . . . . . . . . . . . . . 504
9.1.4 {pkk, . . . . . . . . . . . . . . . . . . . . . . . 511
9.2 ~k . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 519
9.2.1  . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 519
9.2.2 ~aE . . . . . . . . . . . . . . . . . . . . . . . . . . . . 521
9.2.3 R # ! . . . . . . . . . . . . . . . . . . . . . . . . . . . . 523
9.2.4 _,V*Q
. . . . . . . . . . . . . . . . . . . . . 535
vi g 8
9.2.5~k, 8 9 # . . . . . . . . . . . . . . . . . . . . . 537
9.2.6 ~*k . . . . . . . . . . . . . . . . . . . . . . . . . . . . 541
9.3 7E+'k . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 544
9.3.1  Q 7E+' . . . . . . . . . . . . . . . . . . . . . . . . . 545
9.3.2 f17E+' . . . . . . . . . . . . . . . . . . . . . . . . . 548
9.3.3 7E+'k, 8 . . . . . . . . . . . . . . . . . . . . . 549
9.3.4 7E+' # ,%|Hd . . . . . . . . . . . . . . . . . 553
 P Q . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 555
jj  LE(0 559
10.1
=k Monte Carlo [ . . . . . . . . . . . . . . . . . . . 559
10.1.1
=k . . . . . . . . . . . . . . . . . . . . . . . . . . . 559
10.1.2 Monte Carlo [ . . . . . . . . . . . . . . . . . . . . . . 560
10.1.3 Monte Carlo [,HKk . . . . . . . . . . . . . . . . 565
10.2 : r # ,ao . . . . . . . . . . . . . . . . . . . . . . . . . . . . 570
10.2.1 a/kK : r # ,ao . . . . . . . . . . . . . . . . . . . 570
10.2.2 a/ : r # ,d . . . . . . . . . . . . . . . . . . . . . . 571
10.2.3 FwkK : r # ,ao . . . . . . . . . . . . . . . . . . . 573
10.2.4 V E kK : r # ,ao . . . . . . . . . . . . . . . . . . . 575
10.2.5  R Q op : r # . . . . . . . . . . . . . . . . . . . . 576
10.3  _ ar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 576
10.3.1 P _ ar . . . . . . . . . . . . . . . . . . . . . . . . 576
10.3.2 V _ ar . . . . . . . . . . . . . . . . . . . . . . . . 578
10.4 ar [6~Qo, . . . . . . . . . . . . . . . . . . . . . 584
10.4.1 ~QtÆ _ ,q1
v . . . . . . . . . . . . . . . . . . 584
10.4.2 ~QaEar,' . . . . . . . . . . . . . . . . . . . . . 587
10.4.3 .i~QaE,ar . . . . . . . . . . . . . . . . . . . 588
10.4.4 = uiiBi~QaE . . . . . . . . . . . . . . . . . . 595
 P w . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 602
 g 8 vii

 q 605
|8 1 :>,9 # (tO) . . . . . . . . . . . . . . . . . . . . . . . 605
|8 2 R Q o,9 # (tO) . . . . . . . . . . . . . . . . . . . . . . 607
?u*; 617
viii g 8
 k  ?,Æ2
6NT| P oIeg&Lh ℄ yj:~>1N687
og&8Z828[,'63tog& % o, G 7
N, Hq
N'K`i=.[,'6mT_IeYE,j

Q s^PE,VZu+,'.M:>[ +Ti+,
[ e>,'
l > n =?,'o9 # '  C  N87o,|e
?<
I = U/R,
o I C82 U C8Z R C86#XCo^P,?HaE
S  Mr1
.l >l?,'1y2[H^Pm
6Jo8V,_.$~tg B Q,'[9 # F  C  {y ^P
M>[,'SLh [3 dm(Yl* # Z _  [;XHB
Q,'Mr'℄ !>, _ ,<^PM _ ,<, [[l
< d-k
6d-ko>kpl ~>B Q [ e | P o  '
A,l:bA[ e Y C  V0~>9`,.l:>m y >
B Q X , X , · · · , X C  
1 2 p

6d-ko^P,{h P 
(1) ? Y  X , X , · · · , X ,?'C  MrC  m y d-
1 2 p

t
(2) R5*,d- t,oBKBGd
(3)
O > X (j = 1, 2, · · · , p) R Y 0
j

(4)   5*,d- tBG!Yvi

h  ?Q?,
6.1

Æ^,1f
I dj:l~> Y l > X [,

'
297
298 43C d-k
6.1.1 ~Y(L
[ 3l ( ℄NAXH Y  X ,?'C  
 6.1 S55u"!v$4< Y (kg/mm ) \!v$0J X(%) U 2

UMMt+q℄$ok x $LM8 (x , y ), i = 1, 2, · · · , n, 9
e _ 6.1.
i i

6 6.1: 7bfHu7b $ 0~n6

 0J X 4< Y  0J X 4< Y
1 0.10 42.0 7 0.16 49.0
2 0.11 43.5 8 0.17 53.0
3 0.12 45.0 9 0.18 50.0
4 0.13 45.5 10 0.20 55.0
5 0.14 45.0 11 0.21 55.0
6 0.15 47.5 12 0.23 60.0

y !℄(oXlDV6 e t X y FA Y y AOl #

ZR (xi, yi) y X − Y A4o,l6 i = 1, 2, · · · , n, N e 6.1  
60
55
Y

50
45

0.10 0.12 0.14 0.16 0.18 0.20 0.22

e 6.1: # Z,V6 e rB℄*

 6.1 l#*Hd- 299

61oÆV6 e _Y& n 6q16lW ℄*|CÆVotH y Y

 X ,'q1_ *H,VM:6℄*,   B l)J?~ 4
,09p,y otNÆ?
Y = β0 + β1 X + ε, (6.1)

o β + β X C  Y : X ,>[V*H>[,Mk ε : r_B

0 1

 A l)J?~ 4 0,`Jo(Y[ eÆ? ε ∼ N(0, σ ); m9 2

# f (X) = β + β X y l#*Hd-9 #  β y d-e #  β y d- # 

0 1 0 1

_ md-R # m X y d- >
md-~m Y y d-~>
m0
>
R (x , y ), (x , y ), . . . (x , y ) (X, Y ) ,l(Y`;l#*Hd-a
1 1 2 2 n n

E (the simple linear regression) oC y

yi = β0 + β1 xi + εi i = 1, 2, . . . n, (6.2)

o E(ε ) = 0, var(ε ) = σ , i = 1, 2, . . . n.
i i
2

6.1.2 >+?~f%L

5{ | YR # β , β ,! β̂ , β̂ ,lr℄(/[ h5 e 6.1 o,6

0 1 0 1

(x , y ) ℄*_,6 (x , ŷ ) , ,7,<M ŷ = β̂ + β̂ x , m y d-`

i i i i i 0 1 i

mrB`
/ n
X
Q(β0 , β1 ) = (yi − β0 − β1 xi )2 , (6.3)
i=1

; β , β ,7Xs! b~
0 1

Q(βˆ0 , βˆ1 ) = min Q(β0 , β1 )

β0 ,β1

pI 8 o*
n
P
(xi − x̄)(yi − ȳ)
Sxy ˆ
βˆ1 = i=1
n
P = , β0 = y − βˆ1 x̄, (6.4)
Sxx
(xi − x̄)2
i=1
300 43C d-k
o
n n
1X X
x̄ = xi , Sxx = (xi − x̄)2 ,
n i=1 i=1
n n
1X X
ȳ = yi , Sxy = (xi − x̄)(yi − ȳ).
n i=1 i=1

m β̂ , β̂ kD y β  β ,7Xs!m t
0 1 0 1

Ŷ = β̂0 + β̂1 X,

y l#d- t y
mmIdd- t
[ e9 n  2
P
yi − βˆ0 − βˆ1 xi
i=1
σ̂ 2 = (6.5)
n−2
y R # σ2 ,!
im y σ2 ,7Xs!otW℄ σ̂2 σ2 ,
!| E σ̂ = σ . 2 2

' β  β !, _ y0 1
 
2 1 x̄2 σ2
Var(β0 ) = σ + , Var(β1 ) = . (6.6)
n Sxx Sxx

N2 σ | Y; σb R a σ, *&
2

s
1 x̄2 σ
b
sd(βb0 ) = σ
b + , sd(βb1 ) = √ . (6.7)
n Sxx Sxx

m sd(βb ), sd(βb ) kD y β  β ,A_

0 1 0 1

6.1.3 >+Nf9 - PSb

Æd-R # ,!  (6.4) oY6 8 3toFJl?hY' Y  X

p*H+','N2J6Mr'iL5*,d} t;w
z~LhRd- tBGdÆ _ _( β E(Y ) : X *H>[ 1

,>[=R β = 0, ; E(Y ) |_FJ : X *H>[A! β 6= 0 y

1 1

E(Y ) O : X *H>[iA6Myl#*Hd- tOwz~Æh

dy
H0 : β1 = 0, H1 : β1 6= 0.
 6.1 8b{; 301

[ eQUr [
(1) t d[! H py_ 
0

√
βˆ1 βˆ1 Sxx
T = = ∼ t(n − 2), (6.8)
sd(β̂1 ) σ̂

R?,%|H %  α, d,X` y
|T | ≥ tα/2 (n − 2).

(2) F d[! H py_ 

0

β̂12 Sxx
F = ∼ F (1, n − 2), (6.9)
σ̂ 2

R?,%|H %  α, d,X` y
F ≥ Fα (1, n − 2).

+' # d[ R = pSS S , m R y f1+' # R?

(3)
xy

,%|H %  α, \+' # '9`Co* r (n − 2), ;d,X` y

xx yy

|R| > rα (n − 2). (6.10)

!X` H yH y *Hd- t %|,

0

6 R Q o*HaE',9 #  lm()  summary()  anova() 

predict() .Q < ~ [M4{.,< 
 6.2 :B 6.1 $;Od C|K$OJ_,
` R Q o, lm() otge <5{d-R # β̂ , β̂ +, 0 1

d
+, R Q  8 3tN
> x<-c(0.10, 0.11, 0.12, 0.13, 0.14, 0.15,
0.16, 0.17, 0.18, 0.20, 0.21, 0.23)
> y<-c(42.0, 43.5, 45.0, 45.5, 45.0, 47.5,
49.0, 53.0, 50.0, 55.0, 55.0, 60.0)
302 43C d-k
> lm.sol<-lm(y ~ 1+x)
> summary(lm.sol)
Call:
lm(formula = y ~ 1 + x)

Residuals:
Min 1Q Median 3Q Max
-2.0431 -0.7056 0.1694 0.6633 2.2653

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 28.493 1.580 18.04 5.88e-09 ***
x 130.835 9.683 13.51 9.50e-08 ***
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Residual standard error: 1.319 on 10 degrees of freedom

Multiple R-Squared: 0.9481, Adjusted R-squared: 0.9429
F-statistic: 182.6 on 1 and 10 DF, p-value: 9.505e-08
6_Vo4lG  O > x, 4XG O~> y, 4UG9#
lm() C  *HaEaE  y ~ 1+x C  , y = β + β x + ε, 4 + G 0 1

9 # summary() O 9aE, 8 72

6 8 72,4lMk (call) #{!+,d-aE,  4XMk
(Residuals:) #{, T_,7`6 1/4 k ~ 6o ~# 6 3/ k 4 ~ 6
`6
6 8 72,4UMk (Coefficients:) o Estimate C  d- tR
# ,!| βb , βb . Std. Error C  d-R # ,A_| sd(β̂ ), sd(β̂ ).
0 1
1
0 1

t value y t `|
√
β̂0 β̂0 β̂1 βˆ1 Sxx
T0 = = q , T1 = = .
sd(β̂0 ) b n1 +
σ x̄2 sd(β̂1 ) σ̂
Sxx

1
L Std. Error B+^ÆIÆ\
 6.1 8b{; 303

Pr(>|t|) C P– `|
=` P {t > |T |}. `%|HAo *** (℄w

y %| ** ( ℄
K%| * ( ℄%| · ( ℄J D %|N= y J%|
6872,4+MkoResidual standard error CT_,A_
| (6.5) o, σb,  Ky n − 2. Multiple R-Squared y+'#, 
| 2
Sxy
R2 = .
Sxx Syy
F-statistic C  F _ |
β̂12 Sxx
F = ,
σ̂ 2
 K y (1, n − 2). p-value y P– `|
=` P {f > |F |}.
Æ872otg{d- t [ 3!d-R #,dd- t,d~
*&,d- t
Ŷ = 28.493 + 130.835X.

6.1.4 ?~ β  β fLR%L
0 1

6*& β  β ,! β̂  β̂ My`Lh B Q,7! β 

0 1 0 1 0

β1 , _ HloY
β̂i − βi
Ti = ∼ t(n − 2), i = 0, 1, (6.11)
sd(β̂i )
R?,hB %  1 − α, ;
(  )
 β̂ − β 
 i i
P   ≤ tα/2(n−2) = α, i = 0, 1. (6.12)
 sd(β̂i ) 

~ β i (i = 0, 1) ,7! y
h i
β̂i − sd(β̂i ) tα/2 (n − 2), β̂i + sd(β̂i ) tα/2 (n − 2) . (6.13)

w&6 R tOo*Hd-aE9 # lm()  summary() y Q O 

!Lh,`NR # ,!`+,A_~otELv2 8 { 
(6.13) {,7!`
:>+, 8 tO (tO_ beta.int.R), FÆh> fm +,rB
aE
304 43C d-k
beta.int<-function(fm,alpha=0.05){
A<-summary(fm)$coefficients
df<-fm$df.residual
left<-A[,1]-A[,2]*qt(1-alpha/2, df)
right<-A[,1]+A[,2]*qt(1-alpha/2, df)
rowname<-dimnames(A)[[1]]
colname<-c("Estimate", "Left", "Right")
matrix(c(A[,1], left, right), ncol=3,
dimnames = list(rowname, colname ))
}
6tOosummary O9aEB^d`yl#Co $coefficients
d- # A_ t ` P– `p,USR fm  lm  8 *&d-
aEo $df.residual yaE, K left  right  (6.13) 8
7,L6
9 # ,^d` lUS# 4  β ,!`+,7!Xg
l
 6.3 :B 6.2 $ n  β  β $;℄R (α = 0.05).
0 1

` 6 8 d-aEM (lm.sol), ; :9 # beta.int.R, Sot*&

+,7!
> source("beta.int.R")
> beta.int(lm.sol)
Estimate Left Right
(Intercept) 28.49282 24.97279 32.01285
x 130.83483 109.25892 152.41074
o Left !,7L6 Right !,7L6
ÆMotg{QJot R 9 # BG 8 `ot [ 3 R
9 # ,^d`4 8 *&Q  Lh=MB
6.1.5
B

!I3dd- t wzyo B !YM(,!Yot

X,wzl !? X = x y5+a` E(y ) ,6!hB %
0 0
 6.1 l#*Hd- 305

 y 1 − α ,7!X R? X = x 5 y = β̂ + β̂ x ,!Y`{ B ,

0 0 0 1 0

= y 1 − α ,!Y7
R X = x , Y = y ,hBK y 1 − α ,!Y7 y
0 0

[ŷ0 − l, ŷ0 + l], (6.14)

o s
1 (x̄ − x0 )2
l = tα/2 (n − 2)σ̂ 1+ + . (6.15)
n Sxx

|
P {ŷ0 − l < y0 < ŷ0 + l} = 1 − α.

6| P o!f1L n EyR6 x̄ |C, x , ot*&[ 0

,!Y7y (6.15)  o,  C , . 1. * t (n − 2) ≈ Z ,  y α/2 α/2 0

,hBK y 1 − α ,!Y7C , 2.

[ŷ0 − σ̂Zα/2 , ŷ0 + σ̂Zα/2 ]. (6.16)

 6.4 :B 6.1 $ X = x = 0.16 r|K Y $faU 0.95 $a s ;℄

0

` R Q o, predict() otge <5{!Y`!Y7

X R Q , 8 3t
> new <- data.frame(x = 0.16)
> lm.pred<-predict(lm.sol, new, interval="prediction", level=0.95)
> lm.pred
fit lwr upr
[1,] 49.42639 46.36621 52.48657
4lGC O?,6 x = 0.16, w|~Sl6ihQ # Z|7
0

4XG,9 # predict() {+,!Y`R # interval="prediction" C

℄ yh{+,!Y7R # level=0.95 C  +,
= y 0.95. M
R # iotJ>~ yB ,q>`S 0.95.
 8 72*&!Y`+,!Y7
Ŷ (0.16) = 49.43, [46.37, 52.49].
306 43C d-k
z
6.1.6

d- t`ovihdlbA Y dl > X *H+''

*q5*!*Hd- t Ŷ = β̂ + β̂ X.  m ! Y ∈ (y , y ) y lB
0 1 l u

ÆiL X vi6zL_ u pOqt
= 1 − α 'WlBÆM< l

vi P o y , y drA{,?`
l u

viotgp!Y,℄ P |h5(℄` Y 6dl7 (y , y ) p9` l u

y% X vi6zL_ u p
  (6.16), 9J. 

 ŷ − σ̂Zα/2 = β̂0 + β̂1 x − σ̂Zα/2 ≥ yl
(6.17)
 ŷ + σ̂Z = β̂ + β̂ x + σ̂Z
α/2 0 1 α/2 ≤ yu

J. (6.17) *& x ,9`_u y vi X ,_)y !'W*&,vi

_ u wz y  y E y − y ≥ 2σ̂Z .
u l u l α/2

6.1.7 Ln

M Forbes # Z y =X?  l#d-aE, 8 3t

 6.5 Forbes ~n
uq{VaqÆs5d>!X James D. Forbes, HA$
Y)3R G o<*"A.(R s #$.("PW#  G o<o
<lo.(l&u?4d$t,$*+M.(Y)℄$oS
Wurq t$.(R|1H+M*+Æ℄8$>s JY
)kw℄7|8u. Ro<$OL
Forbes u = I R ^Ms5L 3')(*7+<-s J.
(MY).(Y l PF0o<d x s Jr*T.Z\ ^ ;.Z℄$
wD;.(Y)P. Z<_z_q* 1857 Æ$d\$ =M n = 17
u'O$e _ 6.2 )z u+rUTh"
H+>$℄
8.(MY)~O Eo$'o~4~U_q
_xZ<a s .
(O
UO 
1/N
Forbes , H y 6(Y`_ u pi6Z`,R # pl℄*
9 10 yR#,1# |__ kR # ,1 N',
 6.1 l#*Hd- 307

6 6.2:  %0^I~f 17 il ( F ) IYE^ (sW" .) f

o

Forbes ~n

CB Y) o
( F)
.(
(J0)
log
(.()
100 × log
(.()
1 194.5 20.79 1.3179 131.79
2 194.3 20.79 1.3179 131.79
3 197.9 22.40 1.3502 135.02
4 198.4 22.67 1.3555 135.55
5 199.4 23.15 1.3646 136.46
6 199.9 23.35 1.3683 136.83
7 200.9 23.89 1.3782 137.82
8 201.1 23.99 1.3800 138.00
9 201.4 24.02 1.3806 138.06
10 201.3 24.01 1.3805 138.05
11 203.6 25.14 1.4004 140.04
12 204.6 26.57 1.4244 142.44
13 209.5 28.49 1.4547 145.47
14 208.6 27.76 1.4434 144.34
15 210.7 29.04 1.4630 146.30
16 211.9 29.88 1.4754 147.54
17 212.2 30.06 1.4780 147.80

($C ℄ 1 f GU 1.318, V, y 1.478, ~%  Z,

R # `st 100, NC 6.2 o4 5 #  M%J >k,{hHl, ℄ y
8V^Pge7, # Æ
K`/N
 BGd-k,l9 f N Xl>R.l>,V6 e 
B q O dr'iq ( ℄Mr'oq J
!,6V6 e
o X w y >M Forbes # Zo,i6 Y w y 0>M y
100 × log(Z).
308 (Z ;\g
 O # ZX{V6 e (tO_ exam0804.R).
X <- matrix(c(
194.5, 20.79, 1.3179, 131.79,
194.3, 20.79, 1.3179, 131.79,
197.9, 22.40, 1.3502, 135.02,
198.4, 22.67, 1.3555, 135.55,
199.4, 23.15, 1.3646, 136.46,
199.9, 23.35, 1.3683, 136.83,
200.9, 23.89, 1.3782, 137.82,
201.1, 23.99, 1.3800, 138.00,
201.4, 24.02, 1.3806, 138.06,
201.3, 24.01, 1.3805, 138.05,
203.6, 25.14, 1.4004, 140.04,
204.6, 26.57, 1.4244, 142.44,
209.5, 28.49, 1.4547, 145.47,
208.6, 27.76, 1.4434, 144.34,
210.7, 29.04, 1.4630, 146.30,
211.9, 29.88, 1.4754, 147.54,
212.2, 30.06, 1.4780, 147.80),
ncol=4, byrow=T,
dimnames = list(1:17, c("F", "h", "log", "log100")))

forbes<-as.data.frame(X)
plot(forbes$F, forbes$log100)
Forbes # Z,V6 e ,,4 M:6q1_FJH2B6l
W ℄*_d-k
> lm.sol <- lm(log100 ~ F, data=forbes)
> summary(lm.sol)
*&
Call:
lm(formula = log100 ~ F, data = forbes)
 6.1 8b{; 309

Residuals:
Min 1Q Median 3Q Max
-0.32261 -0.14530 -0.06750 0.02111 1.35924

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -42.13087 3.33895 -12.62 2.17e-09 ***
F 0.89546 0.01645 54.45 < 2e-16 ***
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1

Residual standard error: 0.3789 on 15 degrees of freedom

Multiple R-Squared: 0.995, Adjusted R-squared: 0.9946
F-statistic: 2965 on 1 and 15 DF, p-value: < 2.2e-16
 8 72*&
β̂0 = −42.13087, β̂1 = 0.89546, sd(β̂0 ) = 3.33895, sd(β̂1 ) = 0.01645.

R # , P– `a < 2.17 × 10 , ge%|, −9

' t,dT_,A_σ̂ = 0.3789. +'#, R 2

= 0.995,
' F– kK, P– ` < 2.2 × 10 , i ge%|,−16

aEq3 t d F d~d! t y

ŷ = −42.13087 + 0.89546x.

Q%*&,℄* tX6V6 e _
> abline(lm.sol)
*&V6 e +,d-℄*N e 6.2  
XkT_m
êi = yi − ŷi = yi − β̂0 − β̂1 xi , i = 1, 2, · · · , n

y d- t,T_
310 (Z ;\g

145
forbes$log100

140
135

195 200 205 210

forbes$F

e 6.2: Forbes # Z,V6 e d-℄*

6 R Q o9 # residuals()  8 d- t,T_ 8 T_FX{
'T_,V6 e N e 6.3  
> y.res<-residuals(lm.sol);plot(y.res)
> text(12,y.res[12], labels=12,adj=1.2)
o text(12,y.res[12], labels=12,adj=1.2) %4 12 =T_6A{
Æe 6.3 otg&4 12 f16oqg P B 3 A ,f16,T_
*T~ y  A 6,T_,`R`F7 0.35, V6T_,`R`+ y 1.3,
~M6oqJVmKaE,_ÆhJVmK σ J e # . 2

.[LhRM P BGk (6MX,d-QOog.< k,

[).
M, 6 # Zo;:4 12 =f16
> i<-1:17; forbes12<-as.data.frame(X[i!=12, ])
> lm12<-lm(log100~F, data=forbes12)
> summary(lm12)
Call:
 6.1 l#*Hd- 311

12

1.0
y.res

0.5
0.0

5 10 15

Index

e 6.3: Forbes # ZT_,V6 e

lm(formula = log100 ~ F, data = forbes12)

Residuals:
Min 1Q Median 3Q Max
-0.21175 -0.06194 0.01590 0.09077 0.13042

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -41.30180 1.00038 -41.29 5.01e-16 ***
F 0.89096 0.00493 180.73 < 2e-16 ***
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1

Residual standard error: 0.1133 on 14 degrees of freedom

Multiple R-Squared: 0.9996, Adjusted R-squared: 0.9995
F-statistic: 3.266e+04 on 1 and 14 DF, p-value: < 2.2e-16
312 43C d-k
6;:4 12 =f1Md- t, # N D ,>[ # ,A_
T_,A_E,>[a!+ 3 -+' # R i O
 2

6.2 R XX % ?Q)M{'g2
_X(!l#d- t, [6< T#d- t[# ,< R
Q o*HaE',9 # M:9 # ,Mk6#XqI&36MX
,T#*Hd-oiIeg&
6.2.1 D11~

T#*HaE,q19 # lm(), ;F 
fitted.model <- lm(formula, data = data.frame)
o formula y aE   data.frame y# Z|^d` y *HaE72,
R4f6 fitted.model oN
fm2 <- lm(y ~ x1 + x2, data = production)

 y ' x1  x2 ,T#d-aE

7 3\1
l ,F y
lm(formula, data, subset, weights, na.action,
method = "qr", model = TRUE, x = FALSE,
y = FALSE, qr = TRUE, singular.ok = TRUE,
contrasts = NULL, offset, ...)
o formula yaE  data y#Z| subset yoR:3C  (℄
`,z weights y oR:3# ZrB,<s6*%}
6.2.2 M(LK3fw1~

lm() 9 # ,^d`m y rB72,R41l_ l[  H` lm ,

#C model  coeffcients  residuals .p% lm() ,72ge
y !l*T,Bot~R lm() R4 K V, [ 9 # M:9
# &
add1 coef effects kappa predict residuals
 6.2 R Qf$\{~U$ 313

alias deviance family labels print step

anova drop1 formula plot proj summary
X2< 9 # ,~ [
(1) anova() 9 #  anova() 9 # ,~Æ y
anova(object,...)
o object  lm m glm *&,R4^d` aE, _kC
(2) coefficients() 9 # (>F y coef()). coefficients() 9 # (m
coef() 9 #) ,~Æ y
coefficients(object, ...)
coef(object, ...)
o object aEp,R4^d` aE, # 
(3) deviance() 9 #  deviance() 9 # ,~Æ y
deviance(object, ...)
o object aEp,R4^d` aE,T_ 
(4) formula() 9 #  formula() 9 # ,~Æ y
formula(object, ...)
o object aEp,R4^d` aE  
(5) plot() 9 #  plot() 9 # ,~Æ y
plot(object, ...)
o object  lm p,R4hiaEQO,~r e F%  T_rB
`l:QO1
(6) predict() 9 #  predict() 9 # ,~Æ y
predict(object, newdata=data.frame)
o object  lm p,R4 newdata !Y6, # ZB  # Z|F 
 O^d` !Y`!Y7
(7) print() 9 #  print() 9 # ,~Æ y
print(object, ...)
o object aEp,R4^d` %  aErB,72l J
print() V℄0OR4,_m%  
(8) residuals() 9 #  residuals() 9 # ,~Æ y
314 43C d-k
residuals(object,
type = c("working", "response", "deviance",
"pearson", "partial"),
o object  lm m aov p,R4 type ^d`,E^d`
aE,T_,`/F y resid(object).
(9) step() 9 #  step() 9 # ,~Æ y
step(object, ...)
o object  lm m glm p,R4^d` zLd-Z AIC
(Akaike’s An Information Criterion) ,7`R:aE
(10) summary() 9 #  summary() 9 # ,~Æ y
summary(object, ...)
o object  lm p,R4^d` %  . y .,aErB72
6.3 }  ?Q?,Æ2
6NT| P o0~> Y , > qq J l[ eh y p 
y[:} e F,%}?aEtA I lr?,
aE — T#*Hd-aE
6.3.1 ~Y(L

h> Y > X , X , · · ·, X *H'

1 2 p

Y = β0 + β1 X1 + · · · + βp Xp + ε, (6.18)

o ε ∼ N(0, σ ), β , β , · · · , β  σ YR #  p ≥ 2, maE (6.18) y T

2
0 1 p
2

#*Hd-aE
h (x , x , · · · , x , y ), i = 1, 2, · · · , n (X , X , · · · , X , Y ) , n G(
i1 i2 ip i 1 2 p

Y`;T#*HaE (6.18) oC y
yi = β0 + β1 xi1 + · · · + βp xip + εi , i = 1, 2, · · · , n, (6.19)

o ε i ∈ N(0, σ 2 ), *G ℄ kK

 6.3 T#*Hd-k 315

y > <eQUSF  /

       
y1 β 1 x11 x12 · · · x1p ε1
   0     
       
 y2   β   1 x21 x22 · · · x2p   ε2 
y= , β =  1 , X =  , ε =  .
 ..   ..   .. .. .. ..   .. 
 .   .   . . . .   . 
       
yn βp 1 xn1 x2n · · · xnp εn

;T#*HaE (6.19) oC y
Y = Xβ + ε, (6.20)

o Y 0>p, n z 3 X n × (p + 1) 2hUS β

p + 1 z 3 ε n z _3F*E

E(ε) = 0, Var(ε) = σ 2 In .

6.3.2 >+5~f%L
 , l#*Hd-5R # β ,!` β̂, S 57Xs9 #
Q(β) = (y − Xβ)T (y − Xβ), (6.21)

&7, β `
otW℄ β ,7Xs!

−1
β̂ = X T X X T y. (6.22)

ÆVo*Idd- t y
Ŷ = β̂0 + β̂1 X1 + · · · + β̂p Xp .

m ε̂ = y − X β̂ y T_3[ e9
σ̂ 2 = ε̂T ε̂/(n − p − 1) (6.23)

y σ2 ,!im y σ2 ,7Xs!otW℄
E σ̂ 2 = σ 2 .
316 43C d-k
otW℄ β , _! y
Var(β) = σ 2 (X T X)−1 .

+, β̂ ,A_ y
√
sd(β̂i ) = σ̂ cii , i = 0, 1, · · · , p, (6.24)

o c C = X X
R+*_4 i # 4 .
ii
T −1 2

6.3.3 9 - PSb

6T#*Hd-o[ eF%}
O E(Y ) p: X , X , · · · , X  1 2 p

*H>[~V%|HdS%B* shdrlr d- # ,

%|Hd>2 ( S dd> X , # p y 0. .ld j

d- t,%|Hd2 ( S d # Z p
*H td
-
1. >+5~f9 - PSb

Hj0 : βj = 0, Hj1 : βj 6= 0, j = 0, 1, · · · , p.3

! H py_ 
j0

β̂j
Tj = √ ∼ t(n − p − 1), j = 0, 1, · · · , p.
σ̂ cjj

o c C = (X
jj
T
X)−1 ,R+*_4 j #4R?,%|H %  α, 
d,X` y
|Tj | ≥ tα/2 (n − p − 1), j = 0, 1, · · · , p.

2. >+Nf9 - PSb
H0 : β0 = β1 = · · · = βp = 0, H1 : β0 , β1 , · · · , βp J= y 0.
2
x b;ÆG x β  β +3 0 " 3 Æ2 0 e Æ \
Zd+,lIi9 β + ÆÆ R PnsN β + 0~Æ?sL j
0
3

0 e Æ \
0 0
 6.3 Eb{;\g 317

! H py_ 
0

SSR /p
F = ∼ F (p, n − p − 1),
SSE /(n − p − 1)

o
n
X n
X
2
SSR = (ŷi − ȳ) , SSE = (yi − ŷi )2 ,
i=1 i=1
n
X
1
ȳ = yi , ŷi = β̂0 + β̂1 xi1 + · · · + β̂p xip .
n i=1

[ em SSR y d- m SSE y T_, 

R?,%|H %  α, d,X` y
F > Fα (p, n − p − 1).

+' # , ?z y SSR
R2 = ,
SST
BG Y  X , X , · · · , X [+',T)tKo SS yQ_
1 2 p T

| SS = P (y − ȳ) . F*E

n
2
T i
i=1

SST = SSE + SSR .

 6.6 x
,uH$io|%$80r$($(( Y \9) X (0#),

ÆU X
&UxLM 13 u>$e _ 6.3. iC Y W
1

X , X ${;O
1 2

`R Q o, lm() ℄ fot5{d- # F+,d

X R Q , 8 3t
> blood<-data.frame(
X1=c(76.0, 91.5, 85.5, 82.5, 79.0, 80.5, 74.5,
79.0, 85.0, 76.5, 82.0, 95.0, 92.5),
X2=c(50, 20, 20, 30, 30, 50, 60, 50, 40, 55,
40, 40, 20),
Y= c(120, 141, 124, 126, 117, 125, 123, 125,
318 (Z ;\g

6 6.3: ~n6
 X1 X2 Y  X1 X2 Y
1 76.0 50 120 8 79.0 50 125
2 91.5 20 141 9 85.0 40 132
3 85.5 20 124 10 76.5 55 123
4 82.5 30 126 11 82.0 40 132
5 79.0 30 117 12 95.0 40 155
6 80.5 50 125 13 92.5 20 147
7 74.5 60 123

132, 123, 132, 155, 147)

)
> lm.sol<-lm(Y ~ X1+X2, data=blood)
> summary(lm.sol)
Call:
lm(formula = Y ~ X1 + X2, data = blood)

Residuals:
Min 1Q Median 3Q Max
-4.0404 -1.0183 0.4640 0.6908 4.3274

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -62.96336 16.99976 -3.704 0.004083 **
X1 2.13656 0.17534 12.185 2.53e-07 ***
X2 0.40022 0.08321 4.810 0.000713 ***
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1

Residual standard error: 2.854 on 10 degrees of freedom

 6.3 T#*Hd-k 319

Multiple R-Squared: 0.9461, Adjusted R-squared: 0.9354

F-statistic: 87.84 on 2 and 10 DF, p-value: 4.531e-07
Æ872ot*&d- # d- t,dF %|,~d- t
y
Ŷ = −62.96 + 2.136X1 + 0.4002X2 .

6.3.4 ?~ β fLR%L
l#d-aElfM I T#d-aER # 7!
 β , _ HloY
β̂i − βi
Ti = ∼ t(n − p − 1), i = 0, 1, · · · , p, (6.25)
sd(β̂i )

~ β i (i = 0, 1, · · · , p) ,7! y
h i
β̂i − sd(β̂i ) tα/2 (n − p − 1), β̂i + sd(β̂i ) tα/2 (n − p − 1) . (6.26)

MSJ6:>+,57!,tO~y#X:,tO beta.int.R
l [ tO6MIBot~
 6.7 :B 6.6 $ n  β $;℄R (α = 0.05).
` ;OtO beta.int.R, BM58
> source("beta.int.R")
> beta.int(lm.sol)
Estimate Left Right
(Intercept) -62.9633591 -100.8411862 -25.0855320
x1 2.1365581 1.7458709 2.5272454
x2 0.4002162 0.2148077 0.5856246

6.3.5
B
!T#*Hd- tI3d %|,*oOl # a%|J y 0
yo t!Y
? X = x = (x , x , · · · , x ) , %Od- t*&
0 01 02 0p
T

ŷ0 = β̂0 + β̂1 x01 + · · · + β̂p x0p .

320 43C d-k
R X = x , Y = ŷ ,hBK y 1 − α ,!Y7 y
0 0

(ŷ0 − l, ŷ0 + l), (6.27)

o q
l = tα/2 (n − p − 1)σ̂ 1 + xT0 (X T X)−1 x0 . (6.28)

 6.8 :B 6.6 $ X = x = (80, 40) r|K Y $faU 0.95 $a s ;℄

0
T

`l#d-lf R Q o, predict() 9 # 5T#d-!Yi E

<,
X R Q ,`/
> new <- data.frame(x1 = 80, x2 = 40)
> lm.pred<-predict(lm.sol, new, interval="prediction", level=0.95)
> lm.pred
fit lwr upr
[1,] 123.9699 117.2889 130.6509
Q 5*ŷ = 123.97, +, Y ,
=y 0.95 ,!Y7y [117.29, 130.65].
0

6.3.6 R  07(L

6npaE, 8 My`LhZ| P ,,JRaEBG

!,
JVN=?, >mR0> Y 9R # mf 1 8 .
6 R Q o9# update() lge <JVaE,9 # 9 # ot
6$aE,q}_[ 3Om;:d:1*&?aEB F 
new.model <- update(old.model, new.formula)
6 new.formula o+,_Æ6 ‘.’ pot0C RaE 
o+,MkN
fm5 <- lm(y ~ x1 + x2 + x3 + x4 + x5, data = production)
fm6 <- update(fm5, . ~ . + x6)
smf6 <- update(fm6, sqrt(.) ~ .)
C>,T#d-# Z,| production, rBl|,aEM
aEo&743>rBJ ℄ ,aE6aEo0>~! >
a
 6.3 T#*Hd-k 321

K DwN2 data= argument lr'$;aErB9 # MB

 [ 3rBaER4& update()  B , ℄ 5,
aEo,oq6 B ,9 # o B ` s J ℄ ,w ) N
fmfull <- lm(y ~ . , data = production)
rBlaE0> y d-~>6 # Z7!Yo B >
B9#N H> z"=fO#aE add1()  drop1()  step(). BQ
,_ÆqE<2C℄M:9 # ,g,R.,
"otg6*%}
6.3.7 Ln

 6.9 )p v,5UMy'L| x 
y U'

>+}6
|<2: i px
y . u }k x $)pJ\\s q
FP%℄$oGa s u f B\s qZPrJUÆ i
+$+HeLM? 30 u*' (ou*'U 4 *) }k x $)
p$J\sFP$ qZP?M*')* | Xk x B<)p$

y!\sO_ 6.4 )zxiC8u!~\g)p
J\)*E$oU 4\s q  qFP q 7|J:
6 6.4: _EyEyQ)wh~n
 } )* | X! \s w qZP J
*' \s (b) \s (b) (b) (J Pb) (J P)
1 3.85 3.80 −0.05 5.50 7.38
2 3.75 4.00 0.25 6.75 8.51
3 3.70 4.30 0.60 7.25 9.52
4 3.70 3.70 0.00 5.50 7.50
5 3.60 3.85 0.25 7.00 9.33
6 3.60 3.80 0.20 6.50 8.28
7 3.60 3.75 0.15 6.75 8.75
8 3.80 3.85 0.05 5.25 7.87
9 3.80 3.65 −0.15 5.25 7.10
10 3.85 4.00 0.15 6.00 8.00
322 43C d-k
6 6.4(V) _EyEyQ)wh~n
 } )* | X! \s w qZP J
*' \s (b) \s (b) (b) (J Pb) (J P)
11 3.90 4.10 0.20 6.50 7.89
12 3.90 4.00 0.10 6.25 8.15
13 3.70 4.10 0.40 7.00 9.10
14 3.75 4.20 0.45 6.90 8.86
15 3.75 4.10 0.35 6.80 8.90
16 3.80 4.10 0.30 6.80 8.87
17 3.70 4.20 0.50 7.10 9.26
18 3.80 4.30 0.50 7.00 9.00
19 3.70 4.10 0.40 6.80 8.75
20 3.80 3.75 −0.05 6.50 7.95
21 3.80 3.75 −0.05 6.25 7.65
22 3.75 3.65 −0.10 6.00 7.27
23 3.70 3.90 0.20 6.50 8.00
24 3.55 3.65 0.10 7.00 8.50
25 3.60 4.10 0.50 6.80 8.75
26 3.65 4.25 0.60 6.80 9.21
27 3.70 3.65 -0.05 6.50 8.27
28 3.75 3.75 0.00 5.75 7.67
29 3.80 3.85 0.05 5.80 7.93
30 3.70 4.25 0.55 6.80 9.26

1
[ oj6L RT # $r ( 6D ℄ a ,[y
T2g'AJ ℄ [,Æ_VJ B Q,Æ1j~6^P
~4R5,0yÆ_R  * 5 Æ A gaÆy
B

(LfYK`
 6.3 Eb{;\g 323

[5y Y , Æ_y X , *,+jy X , Æhq1aEy*H

1 2

aE
Y = β0 + β1 X1 + β2 X2 + ε.

 O # Z; R Q o, lm() 9 # 58F summary() %   8 7

2 (tO_ exam0609.R).
> toothpaste<-data.frame(
X1=c(-0.05, 0.25,0.60,0, 0.25,0.20, 0.15,0.05,-0.15, 0.15,
0.20, 0.10,0.40,0.45,0.35,0.30, 0.50,0.50, 0.40,-0.05,
-0.05,-0.10,0.20,0.10,0.50,0.60,-0.05,0, 0.05, 0.55),
X2=c( 5.50,6.75,7.25,5.50,7.00,6.50,6.75,5.25,5.25,6.00,
6.50,6.25,7.00,6.90,6.80,6.80,7.10,7.00,6.80,6.50,
6.25,6.00,6.50,7.00,6.80,6.80,6.50,5.75,5.80,6.80),
Y =c( 7.38,8.51,9.52,7.50,9.33,8.28,8.75,7.87,7.10,8.00,
7.89,8.15,9.10,8.86,8.90,8.87,9.26,9.00,8.75,7.95,
7.65,7.27,8.00,8.50,8.75,9.21,8.27,7.67,7.93,9.26)
)

> lm.sol<-lm(Y~X1+X2, data=toothpaste)

> summary(lm.sol)

Call:
lm(formula = Y ~ X1 + X2)

Residuals:
Min 1Q Median 3Q Max
-0.497785 -0.120312 -0.008672 0.110844 0.581059

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 4.4075 0.7223 6.102 1.62e-06 ***
X1 1.5883 0.2994 5.304 1.35e-05 ***
324 (Z ;\g
X2 0.5635 0.1191 4.733 6.25e-05 ***
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1

Residual standard error: 0.2383 on 27 degrees of freedom

Multiple R-Squared: 0.886, Adjusted R-squared: 0.8776
F-statistic: 105 on 2 and 27 DF, p-value: 1.845e-13
872[3d- # dd- td*&5 Æ_+
j[,' y
Y = 4.4075 + 1.5883X1 + 0.5635X2 .

(Lfdg< 1
y BlLkd-aEQX{ y  x  y  x V6 e ÆV6 e _ 1 2

otg{R y  x , ℄*rB.<VR y  x , ;X8*rB.

1 2

<N e 6.4  
9.5

9.5
9.0

9.0
8.5

8.5
Y

Y
8.0

8.0
7.5

7.5

0.0 0.2 0.4 0.6 5.5 6.0 6.5 7.0

X1 X2

(a) x1 ∼ y (b) x2 ∼ y

e 6.4: x1, x2  y ,V6 e rB8*

h{ e 6.4 , R `/N
#### | x R y fg5w{sZ>
1
 6.3 Eb{;\g 325

> attach(toothpaste)
> plot(Y~X1); abline(lm(Y~X1))
#### | x R y fg5w{s>
2

> lm2.sol<-lm(Y~X2+I(X2^2))
> x<-seq(min(X2), max(X2), len=200)
> y<-predict(lm2.sol, data.frame(X2=x))
> plot(Y~X2); lines(x,y)
o I(X2^2) C  aEo X , 1| X . 2
2
2

Æ e 6.4 g{%5  aE y

y = β0 + β1 X1 + β2 X2 + β3 X22 + ε

, OB Q+,d-k
> lm.new<-update(lm.sol, .~.+I(X2^2))
> summary(lm.new)
Call:
lm(formula = Y ~ X1 + X2 + I(X2^2), data = toothpaste)

Residuals:
Min 1Q Median 3Q Max
-0.40330 -0.14509 -0.03035 0.15488 0.46602

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 17.3244 5.6415 3.071 0.004951 **
X1 1.3070 0.3036 4.305 0.000210 ***
X2 -3.6956 1.8503 -1.997 0.056355 .
I(X2^2) 0.3486 0.1512 2.306 0.029341 *
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1

Residual standard error: 0.2213 on 26 degrees of freedom

326 (Z ;\g
Multiple R-Squared: 0.9054, Adjusted R-squared: 0.8945
F-statistic: 82.94 on 3 and 26 DF, p-value: 1.944e-13
yQY&aET_,A_ σ̂   )+' # , R   _ 2

pM ( ℄aEJV B ,Mi{&l P S R β , P– ` 2

> 0.05. y BlLk β ,7!

> source("beta.int.R")
> beta.int(lm.new)
Estimate Left Right
(Intercept) 17.3243685 5.72818421 28.9205529
X1 1.3069887 0.68290927 1.9310682
X2 -3.6955867 -7.49886317 0.1076898
I(X2^2) 0.3486117 0.03786354 0.6593598
,7! [−7.49886317, 0.1076898], B &7! 0, iS (  β ,`o
β2 2

qg y 0.
;: X ,l14BGk
2

> lm2.new<-update(lm.new, .~.-X2)

> summary(lm2.new)
Call:
lm(formula = Y ~ X1 + I(X2^2), data = toothpaste)

Residuals:
Min 1Q Median 3Q Max
-0.485943 -0.114094 -0.004604 0.105342 0.559195

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 6.07667 0.35531 17.102 5.17e-16 ***
X1 1.52498 0.29859 5.107 2.28e-05 ***
I(X2^2) 0.04720 0.00952 4.958 3.41e-05 ***
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1
 6.3 T#*Hd-k 327

Residual standard error: 0.2332 on 27 degrees of freedom

Multiple R-Squared: 0.8909, Adjusted R-squared: 0.8828
F-statistic: 110.2 on 2 and 27 DF, p-value: 1.028e-13
aE9B[ 3! F d T d_laER3g σ̂ _p R 2

)M aE,J[
4BlL,JVj: x  x *T|aE y 1 2

Y = β0 + β1 X1 + β2 X2 + β3 X22 + β4 X1 X2 + ε.

> lm3.new<-update(lm.new, .~.+X1*X2)

> summary(lm3.new)
Call:
lm(formula = Y ~ X1 + X2 + I(X2^2) + X1:X2, data = toothpaste)

Residuals:
Min 1Q Median 3Q Max
-0.437250 -0.117540 0.004895 0.122634 0.384097

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 29.1133 7.4832 3.890 0.000656 ***
X1 11.1342 4.4459 2.504 0.019153 *
X2 -7.6080 2.4691 -3.081 0.004963 **
I(X2^2) 0.6712 0.2027 3.312 0.002824 **
X1:X2 -1.4777 0.6672 -2.215 0.036105 *
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1

Residual standard error: 0.2063 on 25 degrees of freedom

Multiple R-Squared: 0.9209, Adjusted R-squared: 0.9083
F-statistic: 72.78 on 4 and 25 DF, p-value: 2.107e-13
328 43C d-k
aE [ 3 t d F dF* σ̂ a R =~qaER y 2

Y = 29.1133 + 11.1342X1 − 7.6080X2 + 0.6712X22 − 1.4777X1 X2 + ε.

6.4 *=?,
6.4.1  : y>+NfX 
6|Po0~> y ,~4ETEQotÆo V RR>#
d- tM<f{>R:, P 
l (N26ld- toP>!R Y %|0, >iL
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2

!=ÆV0~d- t!Y,HK~
!2R:>t#l
,d- t wksh,
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>
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8 rtO<~V~. y ?
6.4.2 ) <>+fL

R Q O !. y <,zLd- 8 9 # step(), B t AIC B

_  y ;[ 3R:7, AIC B _ &Z|m=>,g
,
step() 9 # ,~Æ y
step(object, scope, scale = 0,
direction = c("both", "backward", "forward"),
trace = 1, keep = NULL, steps = 1000, k = 2, ...)
 6.4 - h ; 329

o object d-aE scope ?zL 0> ,7 scale  AIC _

 direction ?zL 0> , 3>q` y "both" l)zd-
[ "backward" Mj[ "forward" #B[A R # 6*%}
6MJ[Q< [e
= _-m _,zLd- 8  V [ 3l
,< NA~ R Q npzLd-,3tÆV&R:
 t,g,
 6.10 'urS$GJ Y
 / #\$'1!
\ X ,
X , X , X Ux s # 13 EO _ 6.5 )zlR$ .2$ ℄
1

2 3 4

JiC Y W+q${;O
6 6.5: ~n6
 X1 X2 X3 X4 Y  X 1 X2 X3 X4 Y
1 7 26 6 60 78.5 8 1 31 22 44 72.5
2 1 29 15 52 74.3 9 2 54 18 22 93.1
3 11 56 8 20 104.3 10 21 47 4 26 115.9
4 11 31 8 47 87.6 11 1 40 23 34 83.8
5 7 52 6 33 95.9 12 11 66 9 12 113.3
6 11 55 9 22 109.2 13 10 68 8 12 109.4
7 3 71 17 6 102.7

` T#*Hd- t
> cement<-data.frame(
X1=c( 7, 1, 11, 11, 7, 11, 3, 1, 2, 21, 1, 11, 10),
X2=c(26, 29, 56, 31, 52, 55, 71, 31, 54, 47, 40, 66, 68),
X3=c( 6, 15, 8, 8, 6, 9, 17, 22, 18, 4, 23, 9, 8),
X4=c(60, 52, 20, 47, 33, 22, 6, 44, 22, 26, 34, 12, 12),
Y =c(78.5, 74.3, 104.3, 87.6, 95.9, 109.2, 102.7, 72.5,
93.1,115.9, 83.8, 113.3, 109.4)
)
> lm.sol<-lm(Y ~ X1+X2+X3+X4, data=cement)
330 (Z ;\g
> summary(lm.sol)
Call:
lm(formula = Y ~ X1 + X2 + X3 + X4, data = cement)

Residuals:
Min 1Q Median 3Q Max
-3.1750 -1.6709 0.2508 1.3783 3.9254

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 62.4054 70.0710 0.891 0.3991
X1 1.5511 0.7448 2.083 0.0708 .
X2 0.5102 0.7238 0.705 0.5009
X3 0.1019 0.7547 0.135 0.8959
X4 -0.1441 0.7091 -0.203 0.8441
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1

Residual standard error: 2.446 on 8 degrees of freedom

Multiple R-Squared: 0.9824, Adjusted R-squared: 0.9736
F-statistic: 111.5 on 4 and 8 DF, p-value: 4.756e-07

Æ_8 ootg&N2R:=M>d- t92 J<,~

y d- t, # =MFN [ 3d
X9 # step() zLd-
> lm.step<-step(lm.sol)
Start: AIC= 26.94
Y ~ X1 + X2 + X3 + X4

Df Sum of Sq RSS AIC

- X3 1 0.109 47.973 24.974
- X4 1 0.247 48.111 25.011
 6.4 - h ; 331

- X2 1 2.972 50.836 25.728

<none> 47.864 26.944
- X1 1 25.951 73.815 30.576

Step: AIC= 24.97

Y ~ X1 + X2 + X4

Df Sum of Sq RSS AIC

<none> 47.97 24.97
- X4 1 9.93 57.90 25.42
- X2 1 26.79 74.76 28.74
- X1 1 820.91 868.88 60.63
ÆtO1G72otg&=M>d- ty AIC ` y 26.94. 0
%,# ZC 6 sN2;:> X , *&d- t, AIC `y 24.974. 3

N2;:> X , *&d- t, AIC ` y 25.011. MX, h ;:>

4

 X ot~ AIC &7~ R Q B;:> X , BGl?8

3 3

6l? 8 o;:hl> AIC `agp

~ R Q q
 8 *&,d- t
Xkl 8 729 # summary() O 9+'B
> summary(lm.step)
Call:
lm(formula = Y ~ X1 + X2 + X4, data = cement)

Residuals:
Min 1Q Median 3Q Max
-3.0919 -1.8016 0.2562 1.2818 3.8982

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 71.6483 14.1424 5.066 0.000675 ***
X1 1.4519 0.1170 12.410 5.78e-07 ***
332 (Z ;\g
X2 0.4161 0.1856 2.242 0.051687 .
X4 -0.2365 0.1733 -1.365 0.205395
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1

Residual standard error: 2.309 on 9 degrees of freedom

Multiple R-Squared: 0.9823, Adjusted R-squared: 0.9764
F-statistic: 166.8 on 3 and 9 DF, p-value: 3.323e-08
%  72g&d- # d,%|H % E O
> X , X 2 4

 # d,%|H % IJ /XNA o

6 R Q o`9 # otzLd-M9 # add1() 
drop1(). B Q,~Æ y
add1(object, scope, ...)
drop1(object, scope, ...)

add1(object, scope, scale=0, test=c("none", "Chisq"),

k=2, trace=FALSE, ...)
drop1(object, scope, scale=0, test=c("none", "Chisq"),
k=2, trace=FALSE, ...)

add1(object, scope, scale=0, test=c("none", "Chisq", "F"),

x=NULL, k=2, ...)
drop1(object, scope, scale=0, all.cols=TRUE,
test=c("none", "Chisq", "F"), k=2, ...)
o object rBaEp,R4 scope aEj:=m;:1p
, scale 8 C ,T_,a !`>q` y 0 m NULL. A
p

6*%}
X drop1()  8 
> drop1(lm.step)
Single term deletions
 6.4 zLd- 333

Model:
Y ~ X1 + X2 + X4
Df Sum of Sq RSS AIC
<none> 47.97 24.97
X1 1 820.91 868.88 60.63
X2 1 26.79 74.76 28.74
X4 1 9.93 57.90 25.42

Æ1872gN2;:> x , AIC `gÆ 24.97 =, 25.42, =

4

,a,.m | AIC ;mT_, i zLd-,shbA[l

Æ℄(grB,<, tT_, ,7;:> X , T_, 4

_p 9.93, i a,~ÆM1bAg4;:> X . 4

> lm.opt<-lm(Y ~ X1+X2, data=cement); summary(lm.opt)

Call:
lm(formula = Y ~ X1 + X2, data = cement)

Residuals:
Min 1Q Median 3Q Max
-2.893 -1.574 -1.302 1.362 4.048

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 52.57735 2.28617 23.00 5.46e-10 ***
X1 1.46831 0.12130 12.11 2.69e-07 ***
X2 0.66225 0.04585 14.44 5.03e-08 ***
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1

Residual standard error: 2.406 on 10 degrees of freedom

Multiple R-Squared: 0.9787, Adjusted R-squared: 0.9744
F-statistic: 229.5 on 2 and 10 DF, p-value: 4.407e-09

M72` Ew,~ y ,da %|,M*&

334 (Z ;\g
,d- t y
Ŷ = 52.58 + 1.468X1 + 0.6622X2.

6.5 ?,  x
6.5.1 m!s>+  w
6#XQ{!zLd-R:R~> Y 0%|, >
BOd- t, [F*`ot AIC ;m A ;R:
d-a
E M:d ÆR: >_^PVNRd-aE,l: K HB
lL,^PF*N^Pl |ef  P |ef ,6 qq gd-
aEJ?y EQ O {  d-QO, P (regression diagnostics),
{hpL
(1) '_1 pE
(a) GH
(b) . _H
(c) V E H
(2) R:*HaE pB

(3) p6|ef1
(4) d-k,72 pRd:f1,n3siS ( d-aE p[.
?H
(5) >[ p6
K+'| pTs*H P 6
X,xk ( ℄!d-QO,shH
 6.11 #fzwP (Anscomber, 1973)
_ 6.6 w$EHv oELS 11 C) (x , y ) E
!W i i

a{~
yi = β0 + β1 xi + εi .

\gE~_A;O$_,d PH\goE$E X 80

` O # Zd-k (tO_ exam0611.R).
Anscombe<-data.frame(
X=c(10.0, 8.0, 13.0, 9.0, 11.0, 14.0, 6.0, 4.0, 12.0, 7.0, 5.0),
 6.5 d-QO 335

6 6.6: Anscomber ~n
  E 

 1–3
X
1
Y
2
Y
3
Y
4
X
4
Y
1 10.0 8.04 9.14 7.46 8.0 6.58
2 8.0 6.95 8.14 6.77 8.0 5.76
3 13.0 7.58 8.74 12.74 8.0 7.71
4 9.0 8.81 8.77 7.11 8.0 8.84
5 11.0 8.33 9.26 7.81 8.0 8.47
6 14.0 9.96 8.10 8.84 8.0 7.04
7 6.0 7.24 6.13 6.08 8.0 5.25
8 4.0 4.26 3.10 5.39 19.0 12.50
9 12.0 10.84 9.13 8.15 8.0 5.56
10 7.0 4.82 7.26 6.44 8.0 7.91
11 5.0 5.68 4.74 5.73 8.0 6.89

Y1=c(8.04,6.95, 7.58,8.81,8.33,9.96,7.24,4.26,10.84,4.82,5.68),
Y2=c(9.14,8.14, 8.74,8.77,9.26,8.10,6.13,3.10, 9.13,7.26,4.74),
Y3=c(7.46,6.77,12.74,7.11,7.81,8.84,6.08,5.39, 8.15,6.44,5.73),
X4=c(rep(8,7), 19, rep(8,3)),
Y4=c(6.58,5.76,7.71,8.84,8.47,7.04,5.25,12.50, 5.56,7.91,6.89)
)
summary(lm(Y1~X, data=Anscombe))
summary(lm(Y2~X, data=Anscombe))
summary(lm(Y3~X, data=Anscombe))
summary(lm(Y4~X4,data=Anscombe))

M+#Z, 8 72C 6.7  (T 0.01 ,_). ÆC 6.7 #7

2ot(℄M +  # Z=Mq [ 3aEd t, # dO #
Zz*&,r _ ,` + ℄ ,~oqgH y O # ZzBR*H
aEg ℄ .,
  |gN
336 43C d-k
6 6.7:  9 ~nfL_.
# !` A_ t– ` P– `
β0 3.0 1.125 2.67 0.026
β1 0.5 0.118 4.24 0.0022
t σ̂ = 1.24, R2 = 0.667, F = 17.99, P = 0.002

QX{ +  # Z,V6 e +,d-℄*N e 6.5  Æ e F

gM +  # Z n =J ℄ ,
4l#ZzBe 6.5(a). N2*Hd-aEB
,\MS Q
rg&,#ZzBe 6.5(b) {4X#ZzBB{lJ ℄ ,7
|q*Hd-k JV,Vl W *W8*oq XT1  o
tt.7,r>|rB # Z
> lm2.sol<-lm(Y2~X+I(X^2), data=Anscombe); summary(lm2.sol)
Call:
lm(formula = Y2 ~ X + I(X^2), data = Anscombe)

Residuals:
Min 1Q Median 3Q Max
-0.0013287 -0.0011888 -0.0006294 0.0008741 0.0023776

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -5.9957343 0.0043299 -1385 <2e-16 ***
X 2.7808392 0.0010401 2674 <2e-16 ***
I(X^2) -0.1267133 0.0000571 -2219 <2e-16 ***
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1

Residual standard error: 0.001672 on 8 degrees of freedom

Multiple R-Squared: 1, Adjusted R-squared: 1
F-statistic: 7.378e+06 on 2 and 8 DF, p-value: < 2.2e-16
 6.5 d-QO 337

12

12
10

10
Y

Y
8

8
6

6
4

4
5 10 15 20 5 10 15 20

X X

(a) #Z 1 (b) #Z 2
12

12
10

10
Y

Y
8

8
6

6
4

5 10 15 20 5 10 15 20

X X

(c) #Z 3 (d) # Z 4

e 6.5: Anscombe # Z,V6 e

~d- t y
y = −5.9957343 + 2.7808392x − 0.1267133x2

B ( e 6.6(a)).
e 6.5(c) C  d-,Y  RMk # Z V,lf1\
rBd-℄* D (Mm y |e` P EoqLhÆ # ZzBoZ|i
338 43C d-k
A# ZJ, # Zf1d-LhZr, 10 f1s?rB
> i<-1:11; Y31<-Anscombe$Y3[i!=3]; X3<-Anscombe$X[i!=3]
> lm3.sol<-lm(Y31~X3); summary(lm3.sol)
Call:
lm(formula = Y31 ~ X3)

Residuals:
Min 1Q Median 3Q Max
-0.0060173 -0.0012121 -0.0010173 -0.0008225 0.0140693

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 4.0106277 0.0057115 702.2 <2e-16 ***
X3 0.3450433 0.0006262 551.0 <2e-16 ***
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1

Residual standard error: 0.006019 on 8 degrees of freedom

Multiple R-Squared: 1, Adjusted R-squared: 1
F-statistic: 3.036e+05 on 1 and 8 DF, p-value: < 2.2e-16
*&,*Hd- t y
y = 4.0106277 + 0.3450433x.

e 6.6(b) h{JVM,℄* t
Ml # ZzB ( 6.5(d)). B _  UJ ℄ N ,BRr
BaE{
O==R # ,!` β̂1 EtK_ y8 ,`_?N24 8 =
f10Z|;Jq! β1. ~Q[+BMlBkB R
f1Nn
6 R Q o#9 #
influence.measures rstandard rstudent dffits
cooks.distance dfbeta dfbetas covratio
hatvalues hat
 6.5 d-QO 339

12

12
10

10
Y

Y
8

8
6

6
4

4
5 10 15 20 5 10 15 20

X X

(a) # Z 2, QXrB (b) # Z 3, ;:lf1

e 6.6: Anscombe # ZJVM,d-8*

d-QO''9 # ,~ [6(&+'pLy4[ Q ,< 
6.5.2 AD

67Xs$ 5d-aEyRT_|_ !GH. _H

VEH,ÆhR|_, p + 1 >, n f1#Z 5*,d-aE
,T_ pEMUHl`BG I 6 I T_,d P [#
I T_
1. AD

h*Hd-aE y
Y = Xβ + ε, (6.29)

o Y 0>p, n z 3 X n × (p + 1) 2hUS β

p + 1 z 3 ε n z _3
d- # ,!`
−1
β̂ = X T X X T Y, (6.30)

rB` Yb y
−1
Yb = X β̂ = X X T X X T Y = HY, (6.31)
340 43C d-k
o
−1
H = X XT X XT . (6.32)

m H y JUS . T_ y 4

ε̂ = Y − Yb = (I − H)Y. (6.33)

R Q o, residuals() 9# (m resid() 9#) O!aET_, 8 ~

 y
residuals(object, ...)
resid(object, ...)
o object y d-aE
6*&T_MotRT_BGdNV E Hd.
 6.12 CB 6.5(Forbes ) # ;~# $ ow J W Æ/_,
`6 8n  6.5 ,d-aEM 8 T_F shapiro.test() 9
# (4UC 3.2 5) T_,V E Hd
> y.res<-residuals(lm.sol)
> shapiro.test(y.res)
Shapiro-Wilk normality test
data: y.res
W = 0.5465, p-value = 3.302e-06
~T_JEV E HÆh
6;:4 12 =f1M4R  *&d-aE,T_BGV E Hd
> y12.res<-residuals(lm12)
> shapiro.test(y12.res)
Shapiro-Wilk normality test
data: y12.res
W = 0.9222, p-value = 0.1827
q [ 3V E Hd~;:4 12 =f16` B ,
2. 5 1 < (.Ye<) AD
4
}x2 Y / H rLÆ=o Yb , Æ
)^
 6.5 ;
 341

_3 ε ,Hl*&
E(ε̂) = 0, Var(ε̂) = σ 2 (I − H). (6.34)

~RO ε̂ ,  i
ε̂i
√ ∼ N(0, 1), (6.35)
σ 1 − hii
o h US H R+*_,# 4 
ii

 σ̂ (  (6.23))  y σ ,!`m
2 2

ε̂i
ri = √ (6.36)
σ̂ 1 − hii
yA[T_ (standardized residual), mKmypTo[T_ (internally studen-
tized residual). M~ y σ 2 ,!o!&4 i f16p,=M # Z 
(6.35) oYA[T_ ri C , tÆAV E kK
R Q o9 # rstandard()  8 d-aE,A[ (pTo[) T_
~Æ y
rstandard(model, infl = lm.influence(model, do.coef = FALSE),
sd = sqrt(deviance(model)/df.residual(model)), ...)
o model  lm m glm op,R4 infl  lm.influence ^d`*&
,07 sd aE,A_
3. %Ye<AD
RZ|4 i f1#ZM, n − 1 f1#Z5*,d- #y
β̂ ,  σ ,!`
(i)
2

1 X 2
2
σ̂(i) = ej β̂(i) ,
Yi − X (6.37)
n − p − 2 j6=i

o Xe y hUS X ,4 j Gm
j

ε̂i
ε̂i (σ̂(i) ) = √ (6.38)
σ̂(i) 1 − hii
y To[T_ (studentized residual), mKm ym To[T_ (externally studen-
tized residual).
R Q o9# rstudent() 8d-aE, (m) To[T_~Æ 
y
342 43C d-k
rstudent(model, infl = lm.influence(model, do.coef = FALSE),
res = infl$wt.res, ...)
o model  lm m glm op,R4 infl  lm.influence ^d`*&
,07 res aET_
X< T_ e dT_, [
6.5.3 AD#
tT_ ε̂ yAtrB` ŷ mR,# Z(YO= i m#Z(Yy
i i

y FA,V6 e_ B #y T_ e T_ e BGaEQO,sh[

1. >+  Ŷ ADfAD#

yd#,T#*Hd-aE pB
ot [ 3d-` Ŷ T_,V6
e d [ X{d-` Ŷ  [ T_,V6 e ((Ŷ , ε̂ ), i = 1, 2, · · · , n), i i

mKX{d-` Ŷ AT_,V6 e ((Ŷ , r ), i = 1, 2, · · · , n),  e Foqg i i

{&XUr1 (N e 6.7 ).

S^ S^ S^
6 6 6
........
.......................................
.......................
.........
- - -
Ŷ ............... Ŷ Ŷ
................
....................................... ..........

(a) Ve1 (b) | _1 (c) g*H1

e 6.7: d-` Ŷ T_,V6 e
Re 6.7(a) ,1Jd-` Ŷ ,7VT_ ε̂ (m r ) [+℄, i i

kKFEaE,Æh W R e 6.7(b) ,1C  d-` Ŷ ,7

T_,GB7'|. _H,Æh P R e 6.7(c), C  *H
aEJB
j:g*HaE
Re 6.7(a), N2Mk6FB6oMkVda# ~6B6m9
;M:6R,f1oq|e`6
 6.13 /B 6.6 %A ow $X)H ^ ;1 ow $X)H
 6.5 d-QO 343

`6 8 { 6.6 ,d-aEM 8  [ T_A[T_FX{+

,V6 e  R ,`/N
#### xY[5
> y.res<-resid(lm.sol); y.fit<-predict(lm.sol)
> plot(y.res~y.fit)
#### xVbyY[5
> y.rst<-rstandard(lm.sol)
> plot(y.rst~y.fit)
h{, e FN e 6.8(a)  (b)  
4

1.5
1.0
2

0.5
y.res

y.rst

0.0
0

−0.5
−2

−1.0
−1.5
−4

120 130 140 150 120 130 140 150

y.fit y.fit

(a) T_ e (b) A[T_ e

e 6.8:  6.6 ,T_ e
Æ e 6.8 otg{T_[+ ℄ ,kK*EaE,Æh W 
4k!T_tÆV E kK,ÆhpyA[T_C , 6tÆ
AV E kKZV E kK,HlR : r> X ∼ N(µ, σ ), ; 2

P {µ − 2σ < X < µ + 2σ} = 0.954.

iS ( RA[T_ 95% ,f16B67 [−2, 2] o. m 

otW℄rB` Ŷ T_ ε̂ +TG~VA[T_ r , r , · · ·, r iG 1 2 n

 tN2trB` Ŷ y FA r y AiLX_,6 (Ŷ , r ),

i i i i

i = 1, 2, · · · , n gB6{K y 4 , %  |r | ≤ 2 ,7p*Jq&FA6 i

 ÆMr+Kg[ 3A[T_ e LvQO{d-aE p{& P 

344 (Z ;\g
d34g e 6.8(b),  6a6{K y 4 , %  |r | ≤ 2 o*Jq i

&FA6  ~ 6.6 ,aE B

,
 6.14 }UM+ x$L q C x $80|M. u h Y
U';e x $XHgJ (Yb), X UXHP (Yb).
_ 6.8 wM 53 uX$AiC Y \ X $oy
6 6.8: +iLOSqwVSq$~n
 X(b) Y (b)  X(b) Y (b)  X(b) Y (b)
1 679 0.79 19 745 0.77 37 770 1.74
2 292 0.44 20 435 1.39 38 724 4.10
3 1012 0.56 21 540 0.56 39 808 3.94
4 493 0.79 22 874 1.56 40 790 0.96
5 582 2.70 23 1543 5.28 41 783 3.29
6 1156 3.64 24 1029 0.64 42 406 0.44
7 997 4.73 25 710 4.00 43 1242 3.24
8 2189 9.50 26 1434 0.31 44 658 2.14
9 1097 5.34 27 837 4.20 45 1746 5.71
10 2078 6.85 28 1748 4.88 46 468 0.64
11 1818 5.84 29 1381 3.48 47 1114 1.90
12 1700 5.21 30 1428 7.58 48 413 0.51
13 747 3.25 31 1255 2.63 49 1787 8.33
14 2030 4.43 32 1777 4.99 50 3560 14.94
15 1643 3.16 33 370 0.59 51 1495 5.11
16 414 0.50 34 2316 8.19 52 2221 3.85
17 354 0.17 35 1130 4.79 53 1526 3.93
18 1276 1.88 36 463 0.51

` O # Z*Hd-aE (tO_ exam0614.R)

X<-scan()
679 292 1012 493 582 1156 997 2189 1097 2078
1818 1700 747 2030 1643 414 354 1276 745 435
 6.5 d-QO 345

540 874 1543 1029 710 1434 837 1748 1381 1428
1255 1777 370 2316 1130 463 770 724 808 790
783 406 1242 658 1746 468 1114 413 1787 3560
1495 2221 1526

Y<-scan()
0.79 0.44 0.56 0.79 2.70 3.64 4.73 9.50 5.34 6.85
5.84 5.21 3.25 4.43 3.16 0.50 0.17 1.88 0.77 1.39
0.56 1.56 5.28 0.64 4.00 0.31 4.20 4.88 3.48 7.58
2.63 4.99 0.59 8.19 4.79 0.51 1.74 4.10 3.94 0.96
3.29 0.44 3.24 2.14 5.71 0.64 1.90 0.51 8.33 14.94
5.11 3.85 3.93

lm.sol<-lm(Y~X); summary(lm.sol)

*&
Call:
lm(formula = Y ~ X)
Residuals:
Min 1Q Median 3Q Max
-4.1399 -0.8275 -0.1934 1.2376 3.1522
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -0.8313037 0.4416121 -1.882 0.0655 .
X 0.0036828 0.0003339 11.030 4.11e-15 ***
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1

Residual standard error: 1.577 on 51 degrees of freedom

Multiple R-Squared: 0.7046, Adjusted R-squared: 0.6988
F-statistic: 121.7 on 1 and 51 DF, p-value: 4.106e-15
346 43C d-k
d- t [ 3 t d F d t Y R X ,l#Idd- t y
Yb = −0.8313 + 0.003683X.

4d-QOX{A[T_V6 e
y.rst<-rstandard(lm.sol); y.fit<-predict(lm.sol)
plot(y.rst~y.fit)
abline(0.1,0.5);abline(-0.1,-0.5)
 e F e 6.9(a)  
2

1
1

0
0

yn.rst
y.rst

−1
−1

−2
−2

−3

0 2 4 6 8 10 12 1.0 1.5 2.0 2.5 3.0 3.5 4.0

y.fit yn.fit

(a) | _1 (b) >aM,1

e 6.9:  6.6 ,A[T_ e
℄(_Lvg{T_ e Æ3z"Vfq5DM T_, _J+
.,lTJj:R0> Y >af 1 8 +, R tO y
lm.new<-update(lm.sol, sqrt(.)~.); coef(lm.new)
o update aEJV9 #  coef O 9d- #  8 72 y
(Intercept) X
0.582225917 0.000952859
*&Id t
p
Ŷ = 0.582225917 + 0.000952859X,
 6.5 d-QO 347

|
Yb = (0.582225917 + 0.000952859X)2
= 0.338987 + 0.001109558X + 9.079403 × 10−7X 2 .

4X{>aM,A[T_V6 e
yn.rst<-rstandard(lm.new); yn.fit<-predict(lm.new)
plot(yn.rst~yn.fit)
 e F e 6.9(b)  V6 e ,6  . \
2. ADf Q-Q #

64UC< !dV E kK, [ —Q-Q eMot Q-Q e, [

dT_,V E H
h ε̂ T_ ε̂ ,O _  i = 1, 2, · · · , n, /
(i) i
 
−1 i − 0.375
q(i) = Φ , i = 1, 2, · · · , n,
n + 0.25

o Φ(x) yAVEkK N(0, 1) ,kK9# Φ (x) y℄9#m q y ε̂ −1

(i) (i)

, r `
otW℄R ε̂ (i = 1, 2, · · · , n)  VEkK Q ,f1;6 (q , ε̂ )
i (i) (i)

(i = 1, 2, · · · , n) 6l W ℄*_~RT_,V Q-Q e o,6,g6 

℄%2J6l W ℄*_; ℄oR_,V E HÆh,B Hp;oH
y _,V E HÆh B ,
 R Q XV E Q-Q T_ e gedLl`/
plot(model, 2)
o model  lm op,R4
3. k 5 4&8 < 5fAD#

tO X (1 ≤ j ≤ p) ,(Y` x (1 ≤ i ≤ n) y 6,FA|t

j ij

> y FA,T_ e rB` Ŷ y FA,T_ e lfEw,T_ e q

& e 6.7(a) , % N2 e Fq& e 6.7(b) ,F; ( ℄_ . _
,ÆhJB
Rq& e 6.7(c) ,F;Lh6aEo T  X ,
1m j

KR Y >a
348 43C d-k
 6.15 /B 6.6 W? ℄ JU%K ^ $ ow H
`6 n pd-aEM 8 T_FX{ e F
> y.res<-resid(lm.sol)
> plot(y.res~x1); plot(y.res~x2)
e FN e 6.10  
4

4
2

2
y.res

y.res
0

0
−2

−2
−4

−4
75 80 85 90 95 20 30 40 50 60

x1 x2

(a) t X y FA
1 (b) t X y FA 2

e 6.10:  6.6 ,t X  X y FA,T_ e

1 2

Æ e 6.10 otg{d-aE92 <,

6 R Q o plot() 9 # otX{d-aE,T_ e ~Æ y
plot(x, which = 1:4,
caption = c("Residuals vs Fitted", "Normal Q-Q plot",
"Scale-Location plot", "Cook’s distance plot"),
panel = points,
sub.caption = deparse(x$call), main = "",
ask = prod(par("mfcol"))<length(which)&&dev.interactive(),
...,
id.n = 3, labels.id = names(residuals(x)), cex.id = 0.75)
o x *Hd-aE which 1 f 4 ,=Mmdz 1 C  X [ T
_rB`,T_ e  2 CXVE Q-Q ,T_e 3 CXA[T_,f
 6.5 >+  w 349

rB`,T_ e  4 CX Cook _ (6MX< ) ,T_e caption

eP ,pL66*%}
6.5.4 vB 1

 0kS H \R!m|e0, # Z6d-ko,l

shÆh ~,aER   # Z
!,6olmTf1
(Y`,OaEJ+saErBT ## ZMr1FJ:N
 6.11 4U #Z,1
N2lf1JÆdaE # ZÆMaE;mf16 y
'06 (imy|e`6). 0k,lshq 7kMf,f1 # Z
1. 3 k  H f{\ 

  (6.31) *& Ŷ = HY . Æ~A_( Ŷ Y 6 X ,#3Dp

up, a  , F*E5

∂ Ŷi
= hii ,
∂Yi
~ h ,7otC  4 i f1`R Ŷ 0,74j: Ŷ , _
ii i i

Var(Ŷi) = hii σ 2 ,

~ h $ ℄ !d-` Ŷ ,GB1
ii i

 a US H ,Hl*&
n
X
0 ≤ hii ≤ 1, i = 1, 2, · · · , n, hii = p + 1.
i=1

 t Hoaglin  Welsch(1978) {lr
O|e`6, [N2!

2(p + 1)
hi0 i0 ≥ , (6.39)
n
;oH y 4 i ,f10.ot7B A ;j: p% M |
0

JUS (a US)H ,R+*_,# 4 h (i = 1, 2, · · · , n) Es ii

h, _ B~ R Q i{ 8 9 # hatvalues()  hat(), ~

Æ y
5
Æ H = H, H = H, ?sl H x`TR
T 2
350 43C d-k
hatvalues(model,infl=lm.influence(model,do.coef=FALSE),...)
hat(x,intercept=TRUE)
o model d-aE x hUS X.
2. DFFITS 1
Belsley, Kuh  Welsch (1980) {.lr; 8_ 
r
hii ε̂i
Di (σ) = · √ , (6.40)
1 − hii σ 1 − hii

o σ ,! σ̂  R R4 i f1N2

(i)
r
p+1
|Di (σ)| > 2 , (6.41)
n
;H y 4 i f1,03. w
R Q {! DFFITS ;, 8 9 # dffits(), ~Æ y
dffits(model, infl = , res = )
o model d-aE
 6.16 P DFFITS ;xB 6.2 $$D z / X )
`6 8 {d-aEM dffits() 9 # 
O
> p<-1; n<-nrow(forbes); d<-dffits(lm.sol)
> cf<-1:n; cf[d>2*sqrt((p+1)/n)]
[1] 12
~4 12 =f16oq |e`6
3. Cook L

Cook 6 1977 u O {! Cook _  Cook _ ?z y

(β̂ − β̂(i) )T X T X(β̂ − β̂(i) )

Di = , i = 1, 2, · · · , n, (6.42)
(p + 1)σ̂ 2

o β̂ yZ|4 i f1#ZM,!`, n − 1 f1#Z5*,

(i)

d- # I3 h % Cook _ ot > y

 
1 hii
Di = ri2 , i = 1, 2, · · · , n, (6.43)
p+1 1 − hii
 6.5 d-QO 351

o r A[T_
i

R Q {! 8 Cook _ , 8 9 # cooks.distance(), ~Æ

y
cooks.distance(model,infl=lm.influence(model,do.coef=FALSE),
res=weighted.residuals(model),
sd=sqrt(deviance(model)/df.residual(model)),
hat=infl$hat, ...)
o model d-aE
℄(_( Cook _ D ,,6,oq |e`6h Cook _
i

lt
?|e`6,'9` E
n,6_h Æ [ Q P ,|

1V?
4. COVRATIO 1
=Mf1d- # !`,< _S;:4 i f1d- # !
`,< _SkD y

−1
−1
Var(β̂) = σ 2 X T X , Var(β̂(i) ) = σ 2 X(i)
T
X(i) ,

o X X M |4 i G*&,USkD σ̂  σ̂ R _  o, σ. y !
(i) (i)

3.R,d- # ,HKj:< _,3

 
2 T −1
det σ̂(i) (X(i) X(i) ) 2 p+1
(σ̂(i) ) 1
COVRATIO = −1
= 2 p+1
· , i = 1, 2, · · · , n.
2
det σ̂ (X X) T (σ̂ ) 1 − hii
(6.44)
N2lf1  R, COVRATIO `f 1 ,(;,H y if10
,
R Q {! 8 COVRATIO `, 8 9 # covratio(), ~Æ y
covratio(model, infl = lm.influence(model, do.coef = FALSE),
res = weighted.residuals(model))
o model d-aE
5. G_
352 (Z ;\g
_X< ! + rk'06 (|e`6) , [Or [H&,6 p
'06`LhZ[ Q 1BGkM y ! < 8 %r [:>
pl9 # 
:>d-QO9 # —Reg_Diag(). 6?d-aEM 8 d-aE,
[ T_A[ (pTo[) T_m To[T_JUSR+*_,# 4 
DFFITS _  Cook \ COVRATIO _ FZrbA, K T
Roq '06,f1A<RM:6BGk^P
X +, R tO (tO_ Reg_Diag.R)
Reg_Diag<-function(fm){
n<-nrow(fm$model); df<-fm$df.residual
p<-n-df-1; s<-rep(" ", n);
res<-residuals(fm); s1<-s; s1[abs(res)==max(abs(res))]<-"*"
sta<-rstandard(fm); s2<-s; s2[abs(sta)>2]<-"*"
stu<-rstudent(fm); s3<-s; s3[abs(sta)>2]<-"*"
h<-hatvalues(fm); s4<-s; s4[h>2*(p+1)/n]<-"*"
d<-dffits(fm); s5<-s; s5[abs(d)>2*sqrt((p+1)/n)]<-"*"
c<-cooks.distance(fm); s6<-s; s6[c==max(c)]<-"*"
co<-covratio(fm); abs_co<-abs(co-1)
s7<-s; s7[abs_co==max(abs_co)]<-"*"
data.frame(residual=res, s1, standard=sta, s2,
student=stu, s3, hat_matrix=h, s4,
DFFITS=d, s5,cooks_distance=c, s6,
COVRATIO=co, s7)
}
6tOoRT_`R`,f1ARA[T_ m To[T_
`R` 2 ,f1AR h > 2(p+1)/n ,f1AR |DFFITS| >
ii i

2 (p + 1)/n ,f1AR, Cooks \,f1AR\ 1 (,

p

COVRATIO _ ,f1A
 6.17 jY # Z
_ 6.9 ~p`!Xs$ 21 uHC$T\)$ X ~HC$ÆU (?nU
Y), Y _ z'!D ^ A_q2iC!D%ÆU ℄ 1$
 6.5 ;
 353

o
6 6.9: ~ Bu~n
 X Y  X Y  X Y
1 15 95 8 11 100 15 11 102
2 26 71 9 8 104 16 10 100
3 10 83 10 20 94 17 12 105
4 9 91 11 7 113 18 42 57
5 15 102 12 9 96 19 17 121
6 20 87 13 10 83 20 11 86
7 18 93 14 11 84 21 10 100

` O # Z (# Z|), ;9 # lm() BG58 (tO_ exam0617.R).

intellect<-data.frame(
x=c(15, 26, 10, 9, 15, 20, 18, 11, 8, 20, 7,
9, 10, 11, 11, 10, 12, 42, 17, 11, 10),
y=c(95, 71, 83, 91, 102, 87, 93, 100, 104, 94, 113,
96, 83, 84, 102, 100, 105, 57, 121, 86, 100)
)
lm.sol<-lm(y~x, data=intellect)
summary(lm.sol)
 8 72N
Call:
lm(formula = y ~ x, data = intellect)

Residuals:
Min 1Q Median 3Q Max
-15.604 -8.731 1.396 4.523 30.285

Coefficients:
354 (Z ;\g
Estimate Std. Error t value Pr(>|t|)
(Intercept) 109.8738 5.0678 21.681 7.31e-15 ***
x -1.1270 0.3102 -3.633 0.00177 **
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1

Residual standard error: 11.02 on 19 degrees of freedom

Multiple R-Squared: 0.41, Adjusted R-squared: 0.3789
F-statistic: 13.2 on 1 and 19 DF, p-value: 0.001769
aE [ 3 T d F d~d- t y
Ŷ = 109.8738 − 1.1270X.

Xd-QO;d-QO9 # Reg_Diag()

> source("Reg_Diag.R"); Reg_Diag(lm.sol)
residual s1 standard s2 student s3 hat_matrix s4
1 2.0309931 0.18883222 0.18396849 0.04792248
2 -9.5721288 -0.94440639 -0.94158335 0.15451323
3 -15.6039514 -1.46226437 -1.51081192 0.06281578
4 -8.7309404 -0.82158155 -0.81426336 0.07054521
5 9.0309931 0.83965939 0.83286292 0.04792248
6 -0.3340623 -0.03147039 -0.03063183 0.07261896
7 3.4119599 0.31891861 0.31124676 0.05798959
8 2.5230375 0.23566531 0.22971575 0.05666993
9 3.1420707 0.29716139 0.28991014 0.07985823
10 6.6659377 0.62796572 0.61766026 0.07261896
11 11.0150818 1.04797524 1.05084716 0.09075485
12 -3.7309404 -0.35108151 -0.34283148 0.07054521
13 -15.6039514 -1.46226437 -1.51081192 0.06281578
14 -13.4769625 -1.25882099 -1.27977575 0.05666993
15 4.5230375 0.42247610 0.41315320 0.05666993
16 1.3960486 0.13082533 0.12739342 0.06281578
17 8.6500264 0.80601240 0.79828114 0.05210768
 6.5 d-QO 355

18 -5.5403062 -0.85153932 -0.84511086 0.65160998 *

19 30.2849710 * 2.82336807 * 3.60697972 * 0.05305030
20 -11.4769625 -1.07201020 -1.07648108 0.05666993
21 1.3960486 0.13082533 0.12739342 0.06281578

DFFITS s5 cooks_distance s6 COVRATIO s7

1 0.041274036 8.974064e-04 1.1658918
2 -0.402520687 8.149796e-02 1.1969990
3 -0.391140045 7.165814e-02 0.9363474
4 -0.224328534 2.561596e-02 1.1151027
5 0.186855984 1.774366e-02 1.0850411
6 -0.008571736 3.877627e-05 1.2013200
7 0.077223953 3.130575e-03 1.1701576
8 0.056303487 1.668209e-03 1.1742373
9 0.085407473 3.831949e-03 1.1996682
10 0.172840518 1.543952e-02 1.1520913
11 0.331996854 5.481014e-02 1.0878396
12 -0.094449643 4.677623e-03 1.1832616
13 -0.391140045 7.165814e-02 0.9363474
14 -0.313673908 4.759781e-02 0.9923313
15 0.101264129 5.361216e-03 1.1590453
16 0.032981383 5.735845e-04 1.1867369
17 0.187166128 1.785650e-02 1.0964388
18 -1.155778731 * 6.781120e-01 * 2.9586827 *
19 0.853737107 * 2.232883e-01 0.3964316
20 -0.263846244 3.451889e-02 1.0425728
21 0.032981383 5.735845e-04 1.1867369
Æ_  72g4 19 =f16T_&*A[T_ m To[
T_,`R`h3 2, DFFITS _ h3,?bA4 18 =f16, h , 18,18

DFFITS _  COVRATIO _ h3,?bAF*R, Cook _ 

&~M:72otk{4 19 =f16R0>0.
4 18 =f16R >,0.
356 (Z ;\g
y !q ( ℄ P QÆT_ e d-V6BlL, ( ℄y !<
k% + rX6lD e _X{ e F, R `/N*&, e FN e 6.11 

lm(formula = y ~ x, data = intellect)
Residuals vs Fitted Scale−Location plot
19
30

19

1.5
Standardized residuals
20

13
3
Residuals

1.0
10
0

0.5
13
3

0.0
−20

70 80 90 100 70 80 90 100

Fitted values Fitted values

Cook’s distance plot

120

18
19
0.6
Cook’s distance

100
0.4

80

19
0.2

2
60
0.0

18

5 10 15 20 10 20 30 40

Obs. number x

e 6.11: jY # Z,T_ e d- e

opar <- par(mfrow = c(2, 2), oma = c(0, 0, 1.1, 0),
mar = c(4.1, 4.1, 2.1, 1.1))
plot(lm.sol, 1); plot(lm.sol, 3); plot(lm.sol, 4)
attach(intellect)
plot(x, y); X<-x[18:19]; Y<-y[18:19]
 6.5 d-QO 357

text(X, Y, labels=18:19, adj=1.2); abline(lm.sol)

par(opar)
6_tOo~! par() 9#9#e FR # hh9 # [ Q ,~
 [26*%}
e 6.11 ,4lD e T_V6 e Æ e Fg{4 19 =f16℄%(
A ,f16e 6.11 ,4XD e A[T_`R`,f ,T_ e 4 19 =
f16A[T_,f  1.5, ( ℄4 19 =f166 95% ,_ u t m e
6.11 ,4UD e C  , Cook \M 4 18 =f16,`~
4 18 =f16oq '06 (|e`6). y !%  k,72e 6.11 ,4
+ D e {!d-℄*f16,V6 e 4 18 =f16℄% 4 19 =
f16℄% _
RT#d-aE9 BQ[X{d- t # Z,, e F [ 3d
-QOQ` q k{ # Z, P 6NRjY # Z4 18
=f1,u+ p P V4 19 =f1,Y  72 p P M:Lh
BlL,^P
6 R Q o9 # influence.measures() otd-QO,B ,
~Æ y
influence.measures(model)
o model  lm m glm p,R4^d` l#C#Co& DF-
FITS _  COVRATIO _  Cooks \.

6.5.5 | ' #>P

! >4+'yd-aEoqge/EQ g !,9gaE

o,A >V > # `nf s=#6ky!8 >,',
0 Esh,Mly2 P em y *HmTs*H
1. m!s| ' #>P

N26d:e # c , c  c , ~**H. 
0 1 2

c 1 X1 + c 2 X2 = c 0 (6.45)

R#Zo#Zo,f1Fp; > X  X yH*H, 1 2

358 43C d-k
6|oH*H }BYo,~N2.  (6.45) C,2RY
# Zp;C , *HleJ n =B
, X  X ,*H 1 2

tK,K B Qf1+' # , r . H*HR r = 1; g 2

12
2
12
*HR r = 0. ! r ,0C 1, C , *H,'[ eQ;:FL
2
12
2
12
“C ,”, ! r .yQ ( X  X *H,
2
12 1 2

R p(> 2)  >N26e # c , c , · · · , c , ~* 0 1 p

c 1 X1 + c 2 X2 + · · · + c p Xp = c 0 (6.46)

C , p;C  M p >6Ts*H
2. | ' #>Pf
:

% x , x , · · · , x > X , X , · · · , X I3oA[A[*&,3
(1) (2) (p) 1 2 p

 ,  X = (x , x , · · · , x ), h λ y X X ,lKT` ϕ yR,K T
6
(1) (2) (p)
T

3fK y 1, | ϕ ϕ = 1. R λ ≈ 0, ; T

X T Xϕ = λϕ ≈ 0.

 ϕ s_  *&
T

ϕT X T Xϕ = λϕT ϕ = λ ≈ 0,

 t
Xϕ ≈ 0,

|
ϕ1 x(1) + ϕ2 x(2) + · · · + ϕp x(p) ≈ 0, (6.47)

o ϕ = (ϕ , ϕ , · · · , ϕ ) .  (6.47) C℄3 x , x , · · ·, x [C,,

1 2 p
T
(1) (2) (p)

*H'i ( R > X , X , · · · , X , 6 c , c , · · · , c , ~* (6.46)

1 2 p 0 1 p

C , p| >[6Ts*H
KTs*H℄stK,lshbA U X X , W # | T

λmax (X T X)
κ(X T X) = kX T Xk · k(X T X)−1 k = ,
λmin(X T X)
6
&"YnZZ+bZ$5 8.2.1 4-;b
 6.5 d-QO 359

o λ (X X), λ (X X) C  U X X ,7 K T`

max
T
min
T T

℄(_W # qX! X X , K T`_|,7Æ|,Id+

T

Kl R κ < 100, ;H y Ts*H,tKE7R 100 ≤ κ ≤ 1000, ;H

y 6o.tKm.',Ts*HR κ > 1000, ;H y 6℄s,Ts*
H
6 R Q o9 # kappa()  8 US, W # ~ [ y
kappa(z, exact = FALSE, ...)
o z US exact Ax>! exact=TRUE yH8W # p;
C ,  8W # 
 6.18 ^8uUZu;?℄J${;℄8 xOu _ 6.10 $
? U 12 E(8EM? ℄ J X , X , · · · , X $)X 11 Ei
6 6.10:  p~n
1 2 6

 Y X X 1 X X 2 X 3 X 4 5 6

1 10.006 8.000 1.000 1.000 1.000 0.541 −0.099

2 9.737 8.000 1.000 1.000 0.000 0.130 0.070
3 15.087 8.000 1.000 1.000 0.000 2.116 0.115
4 8.422 0.000 0.000 9.000 1.000 −2.397 0.252
5 8.625 0.000 0.000 9.000 1.000 −0.046 0.017
6 16.289 0.000 0.000 9.000 1.000 0.365 1.504
7 5.958 2.000 7.000 0.000 1.000 1.996 −0.865
8 9.313 2.000 7.000 0.000 1.000 0.228 −0.055
9 12.960 2.000 7.000 0.000 1.000 1.380 0.502
10 5.541 0.000 0.000 0.000 10.000 −0.798 −0.399
11 8.756 0.000 0.000 0.000 10.000 0.257 0.101
12 10.937 0.000 0.000 0.000 10.000 0.440 0.432

D{o
X1 + X2 + X3 + X4 = 10,
P:;f$OL\g? ℄ J℄uE) {
360 43C d-k
`#Z|, [  O # Z > X , X , · · · , X oA[A[* 1 2 6

&,US X X 1l_SM: >op,+'US4 kappa() 9 # 5

T

{US X X , W #  eigen() 9 # 5{US X X ,7 K T`+

T T

, K T358 P , R tON (tO_ exam0618.R).

collinear<-data.frame(
Y=c(10.006, 9.737, 15.087, 8.422, 8.625, 16.289,
5.958, 9.313, 12.960, 5.541, 8.756, 10.937),
X1=rep(c(8, 0, 2, 0), c(3, 3, 3, 3)),
X2=rep(c(1, 0, 7, 0), c(3, 3, 3, 3)),
X3=rep(c(1, 9, 0), c(3, 3, 6)),
X4=rep(c(1, 0, 1, 10), c(1, 2, 6, 3)),
X5=c(0.541, 0.130, 2.116, -2.397, -0.046, 0.365,
1.996, 0.228, 1.38, -0.798, 0.257, 0.440),
X6=c(-0.099, 0.070, 0.115, 0.252, 0.017, 1.504,
-0.865, -0.055, 0.502, -0.399, 0.101, 0.432)
)
XX<-cor(collinear[2:7])
kappa(XX,exact=TRUE)
*& W # κ = 2195.908 > 1000, H y ℄s,Ts*H
BlLH{h:> Ts*H, 8 US, K T`+, K T3

> eigen(XX)
*&
λmin = 0.001106, ϕ = (0.4476, 0.4211, 0.5417, 0.5734, 0.006052, 0.002167)T .

|
0.4476x(1) + 0.4211x(2) + 0.5417x(3) + 0.5734x(4)
+ 0.006052x(5) + 0.002167x(6) ≈ 0.

 x (5) , x(6) #, # C ,y 0, ~

0.4476x(1) + 0.4211x(2) + 0.5417x(3) + 0.5734x(4) ≈ 0, (6.48)
 6.6 C{;~ 361

 t6 c0, c1, c2, c3, c4 ~*

c 1 X1 + c 2 X2 + c 3 X3 + c 4 X4 ≈ c 0 .

M ( ℄> X , X , X , X 6 Ts*H P go,> + ℄ ,

1 2 3 4

w kappa() 9 # iot5*HaE, W # |_  8  >

 X , X , · · · , X , Y pUS, W # |
1 2 p

kappa(lm.model) = κ([X1 X2 · · · Xp Y ]).

*n?Q?,)M6.6

+z*HaE (GLM) eVE *HaE,℄0 h +B ot

P
# ZV # ZK D MKN  H # Z ## ZM6_  o
mTIgg # Z, _ k_ shwz
+z*HaE   Nelder  Wedderburn (1972) O {M:aEh50
>dq[ 3*HF  n>ÆV'v!*H >, ) /B QR
*HaEBG! X, h +[ 3h?l09 # %0>, r 
*H >+t{R_,kK{l_9 # M: h +0NNT*
HaE, [q0l , P 6*Hd-oQ,gA %0> y i

 y p  > x , x , · · · , x , i = 1, 2, · · · , n ,9 # #aE
1i 2i pi

R+z*HaEtU
v4l *H >B C℄4 i 

0>, r ` E(y ) d q3*H > β x Vn x , oN [ el
i
T
i i

f β | YR # , (p + 1) × 1 3oq&73\4X 09 # B(

℄*H > E(y ) ,'{!*HaE, h +4U _9 # B(
i

℄+z*HaE,MlMk : rplQ'0f1 y +TG,Æh;

:oV E _,ÆhotÆb # EkKoRl y _9 # 
C 6.11 {!+z*HaEoe,09 # _9 #  NRV
E *HaEÆh y V E kKa` y x β, | Y _ σ . N2QÆh y
i
T
i
2
i

Poisson : r>a` y exp(x β), Q*& Poisson d-aE T

i

6.6.1 )m>P(Lz&f R 1~

R Q O !rB 8 +z*HaE,9 # glm(), `/Æ  N

362 (Z ;\g
6 6.11: HUf^1~60D1~
09 # t09 # (d-aE) 7E_9 #
H. x β = E(y)
T
E(y) = x βT
V E kK
R # x β = ln E(y) E(y) = exp(x β)
T
Poisson kK
T

T
Logit x β = LogitE(y) E(y) = X1kK
exp(xT β)
1+exp(xT β)

t x β= T 1
E(y)
E(y) = 1
xT β
Gamma kK

fitted.model <- glm(formula, family=family.generator,

data=data.frame)
o formula rB  M,wz*HaE+ ℄  family kK
|#X(&,+z*HaE,rNV E kK Poisson kKX1kK.
data # Z|M,wz*HaE+ ℄ 
ROkK (family), O !+,09 # NC 6.12  
6 6.12: 8 &f^1~
kK (family) 09#
binomial logit, probit, cloglog
gaussian identity
Gamma identity, inverse, log
inverse.gaussian 1/mu^2
poisson identity, log, sqrt
quasi logit, probit, cloglog, identity,
inverse, log, 1/mu^2, sqrt

!M:kK09 # QSo n p+,+z*HaE, , B

P XSrJ ℄ ,kKBGk
6.6.2   ; 8

V E kK,~ [
 6.6 +z*Hd-aE 363

fm <- glm(formula, family = gaussian(link = identity),

data = data.frame)
o otJ>~ y V E kK,09 # >q` H.
link = identity
(identity).  |_UR # family = gaussian iotJ>~ y kK,>
q`S V E kK
ÆC 6.11 otg{V E kK,+z*HaE|_*HaE + ℄
,iS ( 
fm <- glm(formula, family = gaussian, data = data.frame)
*HaE
fm <- lm(formula, data = data.frame)
 n =+ ℄ , 8 729=/*T
6.6.3 C ; 8
6X1kKo logistic d-aE sh,aE6d:d- P o
0> k,Ie mKpmKuRM: P V E *HaE
%B JB
,~ y V E _JRl 0–1 06Mr1olr
sh, [m y logistic d-
R0> Y  p  > (mm y 8  >),  y X , X , · · · , X . 6 1 2 p

p  >,{&p, W
= y P = P {Y = 1|X , X , · · · , X }, i 1 2 p

L logistic d-aE y
exp(β0 + β1 X1 + β2 + · · · + βp Xp )
P = , (6.49)
1 + exp(β0 + β1 X1 + β2 + · · · + βp Xp )

om β y e # 1m3\m β β , · · · , β y logistic aEd- # 

0 1 2 p

Æ  (6.49) otg{ logistic d-aE lg*Hd-aE >

 X (j = 1, 2, · · · , p) ot P>iot k>m\> (dummy
j

variable) R > X Fw9` β + β X + β X + · · · + β X 6 −∞ & +∞

j 0 1 1 2 2 p p

>[y  (6.49) ,3`6 0 & 1 [>[MV
= P ,9`7

R  (6.49)  logit >a logistic d-aEot>p#*HF  
 
P
logit(P ) = ln = β0 + β1 X1 + β2 X2 + · · · + βp Xp . (6.50)
1−P
364 (Z ;\g
Æ (6.50) otg{Qq ~*Hd-aERR # BG!MS
logistic d-aE  +z*HaE,$~
 R Q  8 logistic d-aE, y
fm <- glm(formula, family = binomial(link = logit),
data=data.frame)
 o link = logitotJ>~ y logit X1kK09 # q> E 
6 glm() 9 #  logistic d-aEyR  formula r  O
[lr [  Opu, # .lr4*HaE [ e # Z,  O
[M ( ℄ # Z,  O glm() 9 # ,~ [
 6.19 R. Norell |d
U+o(+{Cl$M~ R. Norell +$+YC y 7d$M
~*ut,$ wM 7 G 6 '+D4< 0,1,2,3,4,5  A oG W +
D 30 ro'4< 5 rB %F$|C() ut,oGB
W+D 60 rCo+D~K℄J — FFq7BxBWx_
6.13 $$wo'+D4< 70 ,$~K$B \g+DC

6 6.13: 7 "5{ 6 & :HufHGfoCfBt

+Y ( A) , ~K ~K$ Y B
0 70 0 0.000
1 70 9 0.129
2 70 21 0.300
3 70 47 0.671
4 70 60 0.857
5 70 63 0.900

$M~
` # Z|F  O # Z49USl# p (0) , # .
l# u (J0) , # BM4 logistic d-tON (tO_
exam0619.R)
norell<-data.frame(
 6.6 +z*Hd-aE 365

x=0:5, n=rep(70,6), success=c(0,9,21,47,60,63)

)
norell$Ymat<-cbind(norell$success, norell$n-norell$success)
glm.sol<-glm(Ymat~x, family=binomial, data=norell)
summary(glm.sol)
 8 72 y
Call:
glm(formula = Ymat ~ x, family = binomial, data = norell)

Deviance Residuals:
1 2 3 4 5 6
-2.2507 0.3892 -0.1466 1.1080 0.3234 -1.6679

Coefficients:
Estimate Std. Error z value Pr(>|z|)
(Intercept) -3.3010 0.3238 -10.20 <2e-16 ***
x 1.2459 0.1119 11.13 <2e-16 ***
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1

(Dispersion parameter for binomial family taken to be 1)

Null deviance: 250.4866 on 5 degrees of freedom

Residual deviance: 9.3526 on 4 degrees of freedom
AIC: 34.093

Number of Fisher Scoring iterations: 4

|β 0 = −3.3010, β1 = 1.2459. F*d- t [ 3!d~d-aE y
exp(−3.3010 + 1.2459X)
P = ,
1 + exp(−3.3010 + 1.2459X)

o X 82'K ( ~ ;).
366 (Z ;\g
*Hd-aE+ ℄ 6*&d-aEMot!YN!82'K
y 3.5 ;y0,x,
= y Ta
> pre<-predict(glm.sol, data.frame(x=3.5))
> p<-exp(pre)/(1+exp(pre)); p
[1] 0.742642
| 74.26%.
otviN 50% ,x082'K y Ta! P = 0.5 y
ln P
1−P
= 0,  t X = −β /β . 0 1

> X<- - glm.sol$coefficients[[1]]/glm.sol$coefficients[[2]]

> X
2.649439
| 2.65 ;,82'Kot~ 50% ,x0
MX{0,3 logistic d-8*X R Q ,he`/N*&
, e F e 6.12  
0.8
0.6
norell$y

0.4
0.2
0.0

0 1 2 3 4 5

norell$x

e 6.12: 03''K,r= logistic d-8*

d<-seq(0, 5, len=100)
 6.6 C{;~ 367

pre<-predict(glm.sol, data.frame(x = d))

p<-exp(pre)/(1+exp(pre))
norell$y<-norell$success/norell$n
plot(norell$x, norell$y); lines(d, p)
6tOo d {8*FA,6 pre  8 !Y` p +,!Y

= plot 9 #  lines {V6 e R,!Y8*
 6.20 50 YNS F p N  I $ HuPj#Kr=#MMd$$$p
N X (0u /mm ); SFs~S%P X (\U 0, 1, 2, 3 P); j(U`~
3

#K X (“1” _zU~#K “0” _z`~#K). A%Q=# H$k

1 2

r℄d? ℄ J Y = 0 _zkr℄u 1 Æ?  Y = 1 _zkr℄u 1 Æ

3

B 1 Æ? W X , X , X  Y $ s O _ 6.14 )zP Logistic

;~\g Hkr℄ { >$fa\ X , X , X $o
1 2 3

1 2 3

`  O # Z glm() 9 #  8 (tO_ exam0620.R).

life<-data.frame(
X1=c(2.5, 173, 119, 10, 502, 4, 14.4, 2, 40, 6.6,
21.4, 2.8, 2.5, 6, 3.5, 62.2, 10.8, 21.6, 2, 3.4,
5.1, 2.4, 1.7, 1.1, 12.8, 1.2, 3.5, 39.7, 62.4, 2.4,
34.7, 28.4, 0.9, 30.6, 5.8, 6.1, 2.7, 4.7, 128, 35,
2, 8.5, 2, 2, 4.3, 244.8, 4, 5.1, 32, 1.4),
X2=rep(c(0, 2, 0, 2, 0, 2, 0, 2, 0, 2, 0, 2, 0, 2, 0, 2,
0, 2, 0, 2, 0, 2, 0),
c(1, 4, 2, 2, 1, 1, 8, 1, 5, 1, 5, 1, 1, 1, 2, 1,
1, 1, 3, 1, 2, 1, 4)),
X3=rep(c(0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1),
c(6, 1, 3, 1, 3, 1, 1, 5, 1, 3, 7, 1, 1, 3, 1, 1, 2, 9)),
Y=rep(c(0, 1, 0, 1), c(15, 10, 15, 10))
)
glm.sol<-glm(Y~X1+X2+X3, family=binomial, data=life)
summary(glm.sol)
 8 72N
Call:
368 (Z ;\g
6 6.14: 50 'JP+7/P,\99SeV~n
 X X X Y  X X X
1 2 3 1 2 3 Y
1 2.5 0 0 0 26 1.2 2 0 0
2 173.0 2 0 0 27 3.5 0 0 0
3 119.0 2 0 0 28 39.7 0 0 0
4 10.0 2 0 0 29 62.4 0 0 0
5 502.0 2 0 0 30 2.4 0 0 0
6 4.0 0 0 0 31 34.7 0 0 0
7 14.4 0 1 0 32 28.4 2 0 0
8 2.0 2 0 0 33 0.9 0 1 0
9 40.0 2 0 0 34 30.6 2 0 0
10 6.6 0 0 0 35 5.8 0 1 0
11 21.4 2 1 0 36 6.1 0 1 0
12 2.8 0 0 0 37 2.7 2 1 0
13 2.5 0 0 0 38 4.7 0 0 0
14 6.0 0 0 0 39 128.0 2 1 0
15 3.5 0 1 0 40 35.0 0 0 0
16 62.2 0 0 1 41 2.0 0 0 1
17 10.8 0 1 1 42 8.5 0 1 1
18 21.6 0 1 1 43 2.0 2 1 1
19 2.0 0 1 1 44 2.0 0 1 1
20 3.4 2 1 1 45 4.3 0 1 1
21 5.1 0 1 1 46 244.8 2 1 1
22 2.4 0 0 1 47 4.0 0 1 1
23 1.7 0 1 1 48 5.1 0 1 1
24 1.1 0 1 1 49 32.0 0 1 1
25 12.8 0 1 1 50 1.4 0 1 1
 6.6 C{;~ 369

glm(formula = Y ~ X1 + X2 + X3, family = binomial, data = life)

Deviance Residuals:
Min 1Q Median 3Q Max
-1.6960 -0.5842 -0.2829 0.7436 1.9292

Coefficients:
Estimate Std. Error z value Pr(>|z|)
(Intercept) -1.696538 0.658635 -2.576 0.010000 **
X1 0.002326 0.005683 0.409 0.682308
X2 -0.792177 0.487262 -1.626 0.103998
X3 2.830373 0.793406 3.567 0.000361 ***
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1

(Dispersion parameter for binomial family taken to be 1)

Null deviance: 67.301 on 49 degrees of freedom

Residual deviance: 46.567 on 46 degrees of freedom
AIC: 54.567

Number of Fisher Scoring iterations: 5

|d-aE y
exp(−1.696538 + 0.002326X1 − 0.792177X2 + 2.830373X3)
P = .
1 + exp(1.696538 + 0.002326X1 − 0.792177X2 + 2.830373X3)

_d-aE(YRlEE,#1,bA(Y` y x 1 = 5, x2 =
2, R%m (x = 0), ; 1 ut_,j
=
3

> pre<-predict(glm.sol, data.frame(X1=5,X2=2,X3=0))

> p<-exp(pre)/(1+exp(pre)); p
[1] 0.03664087
y 3.66%. RBG!%Hm (x3 = 1), ; 1 ut_,j
=
370 (Z ;\g
> pre<-predict(glm.sol, data.frame(X1=5,X2=2,X3=1))
> p<-exp(pre)/(1+exp(pre)); p
[1] 0.3920057

y 39.20%. 3N%m O
! 10.699 -
|__  d- t!Y`6l: P M ~ y 6*& logistic
d-aEyR # β1 N[3d P– `y 0.6823. ot,*HaE
 step() >XR
> glm.new<-step(glm.sol)
Start: AIC= 54.57
Y ~ X1 + X2 + X3

Df Deviance AIC
- X1 1 46.718 52.718
<none> 46.567 54.567
- X2 1 49.502 55.502
- X3 1 63.475 69.475

Step: AIC= 52.72

Y ~ X2 + X3

Df Deviance AIC
<none> 46.718 52.718
- X2 1 49.690 53.690
- X3 1 63.504 67.504

Call: glm(formula = Y ~ X2 + X3, family = binomial, data = life)

Coefficients:
(Intercept) X2 X3
-1.642 -0.707 2.784
 6.6 C{;~ 371

Degrees of Freedom: 49 Total (i.e. Null); 47 Residual

Null Deviance: 67.3
Residual Deviance: 46.72 AIC: 52.72
4 summary() 9 # %  aE,5
> summary(glm.new)
Call:
glm(formula = Y ~ X2 + X3, family = binomial, data = life)

Deviance Residuals:
Min 1Q Median 3Q Max
-1.6849 -0.5950 -0.3033 0.7442 1.9073

Coefficients:
Estimate Std. Error z value Pr(>|z|)
(Intercept) -1.6419 0.6381 -2.573 0.010082 *
X2 -0.7070 0.4282 -1.651 0.098750 .
X3 2.7844 0.7797 3.571 0.000355 ***
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1

(Dispersion parameter for binomial family taken to be 1)

Null deviance: 67.301 on 49 degrees of freedom

Residual deviance: 46.718 on 47 degrees of freedom
AIC: 52.718
Æ 8 72otg{ R #[ 3!d (α = 0.1). y,d-aE y
exp(−1.6419 − 0.7070X2 + 2.7844X3)
P = .
1 + exp(−1.6419 − 0.7070X2 + 2.7844X3)

4!Yk
> pre<-predict(glm.new, data.frame(X2=2,X3=0))
> p<-exp(pre)/(1+exp(pre)); p
372 43C d-k
[1] 0.04496518
> pre<-predict(glm.new, data.frame(X2=2,X3=1))
> p<-exp(pre)/(1+exp(pre)); p
[1] 0.4325522
~%m3N%m O
! 9.619 -
Æ_otg{R+z*HaE GLM, ℄fot>XRaE
JV.!BQ ℄ fod-QO
> source("Reg_Diag.R"); Reg_Diag(glm.sol)
QO,72 (.72>) `LhR4 5 = 11 = 20 = 43 = 46 =f1
BlL,^P
`ot influence.measures() d-QOÆ  N
> influence.measures(glm.sol)
QO,72  5 = 46 =f1oq P 
6.6.4 C ; 8

R+z*HaE|!_X(&, logistic d-aEm`A ,aE

N Poisson aE.MSJ.< !d< R Q o glm() '
M:aE,~ [
1. Poisson ; 8 60 Poisson ; 8
Poisson kKaEr Poisson kKaE,~ [
fm <- glm(formula, family = poisson(link = log),
data = data.frame)
fm <- glm(formula, family = quasipoisson(link = log),
data = data.frame)
℄(
v 
ln(E(Y )) = β0 + β1 X1 + · · · + βp Xp .
iS 
E(Y ) = exp (β0 + β1 X1 + · · · + βp Xp ) .

kKaEr Poisson kKaE v l,_DS  Poisson k

Poisson
KaEh50> Y U # Vr Poisson kKaE;NMlh5
 6.6 +z*Hd-aE 373

gl,
> x <- rnorm(100)
> y <- rpois(100, exp(1+x))
> glm(y ~x, family=poisson)

Call: glm(formula = y ~ x, family = poisson)

Coefficients:
(Intercept) x
0.997 1.010

Degrees of Freedom: 99 Total (i.e. Null); 98 Residual

Null Deviance: 535.7
Residual Deviance: 106.2 AIC: 366.2
4l^ op 100 AVEkK,:r #Fx`> x; 4X^ op 100
 Poisson ,:r#oR # λ = exp(1 + x); 4+^ +z*Hd-aE
kK Poisson, 09 #y link=log, ~ yB >q`FJLh>6
 o
' Poisson kKaEr Poisson kKaE,09#` identity,
sqrt.

2. Gamma ; 8
Poisson kKaE,~ [
fm <- glm(formula, family = gamma(link = inverse),
data = data.frame)
℄(
v 
1
= β0 + β1 X1 + · · · + βp Xp .
E(Y )

iS 
1
E(Y ) = .
β0 + β1 X1 + · · · + βp Xp
374 (Z ;\g
Nj:rBg*Hd-
θ1 z1
y= + ε,
z2 − θ2

% B >p.lrF  1
y= + ε,
β1 x1 + β2 x2
o x = z /z , x = −1/x , β = 1/θ  β = θ /θ . ÆhQq
!, #
1 2 1 2 1 1 1 2 2 1

Z7QotN, [g*Hd-

nlfit<-glm(y ~ x1 + x2 - 1,
family = quasi(link=Gamma, data = data.frame)

3. quasi ; 8
quasi kKaE,~ [
fm <- glm(formula,
family = quasi(link = link.fun, variance=var.val),
data = data.frame)
o link.fun C09# N9#  logit, probit, cloglog, identity,
inverse, log, 1/mu^2, sqrt, V var.val C  _` constant, mu, mu^2,
mu^3 .
X quasi kKaE,: [, 8 72#X< kK
, 8 72 + ℄ ,N
nlfit <- glm(y ~ x1 + x2 - 1,
family = quasi(link=inverse, variance=constant),
data = data.frame)
 Gamma kKo< , + ℄ ,
x <- rnorm(100)
y <- rpois(100, exp(1+x))
glm(y ~x, family=quasi(var="mu", link="log"))
 Poisson kKo< , + ℄ ,!B quasi kKaE` A ,

glm(y ~x, family=quasi(var="mu^2", link="log"))
 6.7 g*Hd-aE 375

y <- rbinom(100, 1, plogis(x))

glm(y ~x, family=quasi(var="mu(1-mu)", link="logit"),
start=c(0,1))
|_kK m ` quasibinomial kK inverse.gaussian .
M:kKLh6~okR B Q,!8MSJll< !
?Q?,)M
6.7

#X5(&,aE{h *HaEB [N,F 

Y = β0 + β1 Z1 + β2 Z2 + · · · + βk Zk + ε, (6.51)

o Z otC  q1> X , X , · · ·, X ,Fw9 # 9 B  (6.51) otC

i 1 2 p

 >[E+a,' (N+z*HaE), 6NT|1MrF  ,

aE JB
,N!Ql*!'0 >[,BVM
rBO!O|aE,F  m O !aE6MEdr tyJ   (6.51)
SJB
!l 2!|1h5g*HaEySDoq2rBM
f,aEVJrBoq k |,*HaE
X#Vg*HaE,
Y = exp(θ1 + θ2 t2 + ε), (6.52)
θ1

Y = e−θ2 t − e−θ1 t + ε. (6.53)
θ1 − θ2

aE (6.52)  (6.53) F tg*H,F  &7R # θ  θ , 6Mrwz 1 2

BQF g*HaE B Q1l_,7Dlot[p*HaEN

RaE (6.52) 99R # *&
ln Y = θ1 + θ2 t2 + ε, (6.54)

B [aE (6.51) ,F  |RR # *H, , aEa (6.52) ifo

t[3
!,>a
[ y *HaE,g*HaEm y p6*H,BVh/
%aE (6.53)
[p'R # *HF  Joq,Mf,aEm y p6g
*H,9BETyKot>aMraE~ B LvrBNA>aB I
B g*H,
376 43C d-k
Rp6*HaE15{h< T1  d-aEVR A ,p6*Ha
ESJ< !15,s6` f6p6g*HaE_D):oq`
p6*H,Q` M: ( ℄NA58p6g*H,aE
6.7.1 |Cq>+(L

1. |Cq>+

Md< l#T1d-aEhq  z& n f1 (x , y ), i = 1, 2, · · · , n, i i

Æ?0> >, k T1  |
yi = β0 + β1 xi + β2 x2i + · · · + βk xki + εi, i = 1, 2, · · · , n, (6.55)

o ε i ∼ N(0, σ 2 ). /
zi1 = xi , zi2 = x2i , · · · , zik = xki ,

;T1  d-aE (6.55) So[p k #*Hd-

yi = β0 + β1 zi1 + β2 zi2 + · · · + βk zik + εi , i = 1, 2, · · · , n, (6.56)

o ε ∼ N(0, σ ).
i
2

Rd-aE (6.56) o#X(3,*Hd-aEBG 8 

 6.21 '!vn$$.2
\~v A \ B,
,\gKxI'
v
\ x \o y ℄U83$Jo_ 6.15 T\M8E,
PEy;3\g x \ y ℄$o
6 6.15: b{  6;  5~f&5~n
i xi yi i xi yi i xi yi
1 37.0 3.40 6 39.5 1.83 11 42.0 2.35
2 37.5 3.00 7 40.0 1.53 12 42.5 2.54
3 38.0 3.00 8 40.5 1.70 13 43.0 2.90
4 38.5 3.27 9 41.0 1.80
5 39.0 2.10 10 41.5 1.90
 6.7 T{;~ 377

` X{ # Z,V6 e N e 6.13  Æ e o y f
y : x ,

=V)/V! x h3l?`M y  : x ,=V_p~VotÆ? y
 x [ XT1  d-aE FÆh  d_ G ℄ kK,Ft

3.0
alloy$y

2.5
2.0
1.5

37 38 39 40 41 42 43

alloy$x

e 6.13: =  [F # ,V6 e rB8*

ÆV E kK N(0, σ ). 2

yi = β0 + β1 xi + β2 x2i + εi , i = 1, 2, · · · , n.

 R Q 58T1  d- (tO_ exam0621.R)

> alloy<-data.frame(
x=c(37.0, 37.5, 38.0, 38.5, 39.0, 39.5, 40.0,
40.5, 41.0, 41.5, 42.0, 42.5, 43.0),
y=c(3.40, 3.00, 3.00, 3.27, 2.10, 1.83, 1.53,
1.70, 1.80, 1.90, 2.35, 2.54, 2.90)
)
> lm.sol<-lm(y~1+x+I(x^2),data=alloy)
> summary(lm.sol)
378 43C d-k
Call:
lm(formula = y ~ 1 + x + I(x^2), data = alloy)

Residuals:
Min 1Q Median 3Q Max
-0.33322 -0.14222 -0.07922 0.05275 0.84577

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 257.06961 47.00295 5.469 0.000273 ***
x -12.62032 2.35377 -5.362 0.000318 ***
I(x^2) 0.15600 0.02942 5.303 0.000346 ***
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1

Residual standard error: 0.329 on 10 degrees of freedom

Multiple R-Squared: 0.7843, Adjusted R-squared: 0.7412
F-statistic: 18.18 on 2 and 10 DF, p-value: 0.0004668
~*& y ' x ,Xd- t
ŷ = 257.06961 − 12.62032x + 0.15600x2.

F* t[ 3 T d F drB8* e 6.13 +,h e `/N


> xfit<-seq(37,43,len=200)
> yfit<-predict(lm.sol, data.frame(x=xfit))
> plot(alloy$x,alloy$y)
> lines(xfit, yfit)

2. Z|Cq>+
Æ#X,IoYT1  d-1l_FJ6
n B 6,>6 
!T1  , # k .y x, x , · · ·, x 0C*H+'Æ 8 +K(Mf
2 k

gV; t,58
nao., 8 _Æ _ +K( x, x , 2

 6.7 g*Hd-aE 379

p,hUS X ,#0C+'US (X X) ,`g>*E

· · ·, xk T −1

~*# β ,!`, _g>*E~y ptM:>6QV*T

1  d-
T1  d-aE (6.55), j:V*T1  aE
yi = β0 + β1 ϕ1 (xi ) + β2 ϕ2 (xi ) + · · · + βk ϕk (xi ) + εi, i = 1, 2, · · · , n, (6.57)

o ϕ (x), ϕ (x), · · · , ϕ (x) V*,|E

1 2
n
k
X

 ϕj (xi ) = 0, j = 1, 2, · · · , k,

i=1
n (6.58)

 X
 ϕj (xi )ϕq (xi ) = 0, j 6= q = 1, 2, · · · , k.
i=1
'V*T1  , 8   MSJ h %!Md{ R Q , 8 V
*T19 # poly() ,~ [~Æ y
poly(x, ..., degree = 1, coefs = NULL)
o x #`3degree V*T1,2#F*h5 degree<length(x).
9 # ,^d` lUSUS,# E  (6.58) ,V*3
R 6.21 , # ZXV* 
> poly(alloy$x, degree = 2)
1 2
[1,] -4.447496e-01 0.49168917
[2,] -3.706247e-01 0.24584459
[3,] -2.964997e-01 0.04469902
[4,] -2.223748e-01 -0.11174754
[5,] -1.482499e-01 -0.22349508
[6,] -7.412493e-02 -0.29054360
[7,] -1.645904e-17 -0.31289311
[8,] 7.412493e-02 -0.29054360
[9,] 1.482499e-01 -0.22349508
[10,] 2.223748e-01 -0.11174754
[11,] 2.964997e-01 0.04469902
[12,] 3.706247e-01 0.24584459
[13,] 4.447496e-01 0.49168917
380 43C d-k
o4l# ϕ , 4X# ϕ , *E  (6.58). BlLB Q`  ~ 3
1 2

 6.22 PÆnEy;R#B 6.21 $$

`
> lm.pol<-lm(y~1+poly(x,2),data=alloy)
> summary(lm.pol)
Call:
lm(formula = y ~ 1 + poly(x, 2), data = alloy)

Residuals:
Min 1Q Median 3Q Max
-0.33322 -0.14222 -0.07922 0.05275 0.84577

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 2.40923 0.09126 26.400 1.40e-10 ***
poly(x, 2)1 -0.94435 0.32904 -2.870 0.016669 *
poly(x, 2)2 1.74505 0.32904 5.303 0.000346 ***
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1

Residual standard error: 0.329 on 10 degrees of freedom

Multiple R-Squared: 0.7843, Adjusted R-squared: 0.7412
F-statistic: 18.18 on 2 and 10 DF, p-value: 0.0004668
~*& y ' x ,Xd- t
ŷ = 2.40923 − 0.94435ϕ1 + 1.74505ϕ2.

+,!Y 8 9 #y
> xfit<-seq(37,43,len=200)
> yfit<-predict(lm.pol, data.frame(x=xfit))

6.7.2 (. ) >P>+(L
1. >P : G MHYQ(L
 6.7 g*Hd-aE 381

hg*Hd-aE[NF 
Y = f (X1 , X2 , · · · , Xp , θ1 , θ2 , · · · , θk ) + ε, (6.59)

o ε ∼ N(0, σ ). 2

h (x , x , · · · , x , y ), i = 1, 2, · · · , n (X , X , · · · , X , Y ) , n G(
i1 i2 ip i 1 2 p

Y`;T#*HaE (6.59) oC y
yi = f (xi1 , xi2 , · · · , xip , θ1 , θ2 , · · · , θk ) + εi , i = 1, 2, · · · , n, (6.60)

o ε i *G ℄ kK
∈ N(0, σ 2 ),
y <%  (6.60) >p
yi = f (X (i) , θ) + εi , (6.61)

o X = (x , x , · · · , x ) , θ = (θ , θ , · · · , θ ) .
(i)
i1 i2 ip
T
1 2 k
T

y 5R # θ ,!`587Xs P
n
X
2
min Q(θ) = yi − f (X (i) , θ) . (6.62)
i=1

8 θb  y R # θ ,!`
otW℄N2 ε ∼ N(0, σ I), ; θ ,7Xs!i θ ,w , B! 2

M  P , , B9 # o>p

1

L(θ, σ 2 ) = exp −Q(θ)/2σ 2 .
(2π)n/2 σ n

~VN2 σ qY' θ w , B!.58 P (6.62).

2

2. >P(Lf?~%L —nls() 1~fow

'R # θ ,!` θb , 8 |l_f{+ !  P ,58 P 

PMSJ< !$~Xl58 P (6.62) [ [
 _  P +_.(X R Q O !ge <,58[ P ,9 # 
~Qot <2*&!`
R Q o, nls() 9 # ot58g*H7Xs P (6.62), ~Æ y
382 (Z ;\g
nls(formula, data = parent.frame(), start,
control = nls.control(),
algorithm = "default", trace = FALSE, subset,
weights, na.action, model = FALSE)
o formula &>R #,g*HrB   data oR:,#Z|
start z
6#C (list) F  { A R # 6*%}
 6.23 u1!z5$"+$C
~' x  A. u vrY x $
[U 0.50 $U_.=x$$_.%<r℄yYG dux
P,2$G 8 * _.J 0.49. SW%(xME`L
) $E (O+P3
>h V %), EGu( 8 *>d$R#CU_.$
|8haQ~f"$UMUAW
>23 (1) +x rKe QX
(2) rKey5Cu8?r℄$ s Th" x # $O _ 6.16 )
z [3T{~
Y = α + (0.49 − α) exp(−β(X − 8)) + ε (6.63)

t X ≥ 8 r$x$ ℄w PT{GJOL\g

` O # Z nls() 58 (tO_ exam0623.R)
> cl<-data.frame(
X=c(rep(2*4:21, c(2, 4, 4, 3, 3, 2, 3, 3, 3, 3, 2,
3, 2, 1, 2, 2, 1, 1))),
Y=c(0.49, 0.49, 0.48, 0.47, 0.48, 0.47, 0.46, 0.46,
0.45, 0.43, 0.45, 0.43, 0.43, 0.44, 0.43, 0.43,
0.46, 0.45, 0.42, 0.42, 0.43, 0.41, 0.41, 0.40,
0.42, 0.40, 0.40, 0.41, 0.40, 0.41, 0.41, 0.40,
0.40, 0.40, 0.38, 0.41, 0.40, 0.40, 0.41, 0.38,
0.40, 0.40, 0.39, 0.39)
)
> nls.sol<-nls(Y~a+(0.49-a)*exp(-b*(X-8)), data=cl,
start = list( a= 0.1, b = 0.01 ))
> nls.sum<-summary(nls.sol); nls.sum
Formula: Y ~ a + (0.49 - a) * exp(-b * (X - 8))
 6.7 T{;~ 383

6 6.16: \'F= $ zHEf- ~

 k x ($r℄ U_.  k x ($r℄ U_.
1 8 0.49 23 22 0.41
2 8 0.49 24 22 0.40
3 10 0.48 25 24 0.42
4 10 0.47 26 24 0.40
5 10 0.48 27 24 0.40
6 10 0.47 28 26 0.41
7 12 0.46 29 26 0.40
8 12 0.46 30 26 0.41
9 12 0.45 31 28 0.41
10 12 0.43 32 28 0.40
11 14 0.45 33 30 0.40
12 14 0.43 34 30 0.40
13 14 0.43 35 30 0.38
14 16 0.44 36 32 0.41
15 16 0.43 37 32 0.40
16 16 0.43 38 34 0.40
17 18 0.46 39 36 0.41
18 18 0.45 40 36 0.38
19 20 0.42 41 38 0.40
20 20 0.42 42 38 0.40
21 20 0.43 43 40 0.39
22 22 0.41 44 42 0.39

Parameters:
Estimate Std. Error t value Pr(>|t|)
a 0.390140 0.005045 77.333 < 2e-16 ***
b 0.101633 0.013360 7.607 1.99e-09 ***
384 43C d-k
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1

Residual standard error: 0.01091 on 42 degrees of freedom

Correlation of Parameter Estimates:

a
b 0.8879
~aE y
Ŷ = 0.39 + (0.49 − 0.39) exp(−0.10(X − 8)).

XX{ # Z,V6 e +,rB8* R Q `/N e FN e

6.14  
0.48
0.46
0.44
cl$Y

0.42
0.40
0.38

10 15 20 25 30 35 40

cl$X

e 6.14: ; # Z,rB8*(Y6
> xfit<-seq(8,44,len=200)
> yfit<-predict(nls.sol, data.frame(X=xfit))
> plot(cl$X, cl$Y); lines(xfit,yfit)
 6.7 T{;~ 385

X I Rg*Hd-aE A R # !, 8 
g*Hd-R # , h Oh5R_1 _ σ {!M!`*H 2

d- lf,
n
P n 
P 2
2 (i)
(yi − ŷi ) yi − f (X , θ̂)
2 i=1 i=1 Q(θ̂)
σ̂ = = = . (6.64)
n−k n−k n−k
o θ̂ R # θ !`Rg*Hd- (  σ̂ J σ , ! 2 2

!f1EyB , _E7
6 R Q oJ6  (6.64)  8 σ ,!` σ̂, ~ y R qI O ! B ,
` (summary()$sigma), NR 6.23,
> nls.sum$sigma
[1] 0.01091273
{! σ̂ = 0.01091273.
!aE,_1E ε i ∼ N(0, σ 2 ), Vf1 n ixky; θ̂ ,f1k
KC , V E *
E(θ̂) ≈ θ. (6.65)
Mf!f1xkyg*Hd-,7Xs! θ̂ C,VEkK,
V*  ,d- # C , < _US,!`
Var(θ̂) = σ̂ 2 (D T D)−1 . (6.66)

o D ZM7Xs!` θ̂ 8*&, Jacobi US*Hd-,!

< _US[ n =+ ℄ ,F   D x!! X US,+W
NR 6.23,
f (X, α, β) = α + (0.49 − α) exp(−β(X − 8)),

5 % # *&
∂f
= 1 − exp(−β(X − 8)), (6.67)
∂α
∂f
= −(0.49 − α)(X − 8) exp(−β(X − 8)). (6.68)
∂β

X  8 d- # C , < _US,3t

(1) I  (6.67)–(6.68), :> 8 % # 9 #
386 43C d-k
> fn<-function(a, b, X){
f1 <- 1-exp(-b*(X-8))
f2 <- -(0.49-a)*(X-8)*exp(-b*(X-8))
cbind(f1,f2)
}
9 # ,^d` US
(2) OR # > # Z X,  8 % # 6 X ,`
> D<-fn(nls.sum$parameters[1,1],
nls.sum$parameters[2,1], cl$X)
*&, # Z  % # p,US
(3) I  (6.66)  8 { Var(θ̂)
> theta.var<-nls.sum$sigma^2*solve(t(D)%*%D)
(4) *&+, 8 72
> theta.var
f1 f2
f1 2.545130e-05 5.984318e-05
f2 5.984318e-05 1.784969e-04
!d- # ,< _USSot 8 R # α, β !` α̂, β̂ ,A_
sd(α̂) = sqrt(theta.var[1,1]) = 0.005044928,
sd(β̂) = sqrt(theta.var[2,2]) = 0.01336027.

 |_QJ6 8 R # ,A_6 8 g*Hd-yR # q 8

{B Qf6 nls.sum$parameters[,2] o
> nls.sum$parameters[,2]
a b
0.005044928 0.013360272

!g*Hd-aE (6.61) ,_1 GVEkKyN2f1xk

;p  C , 72
θ̂j − θj
∼ t(n − k), j = 1, 2, · · · , k. (6.69)
sd(θ̂j )
 6.7 g*Hd-aE 387

o sd(θ̂ ) C  θ̂ ,A_~RFw, θ , C , 1 − α hB7

j j j

[ e lf
[θj − tα/2 (n − k)sd(θ̂j ), θj + tα/2 (n − k)sd(θ̂j )]. (6.70)

X{ 8 R # 7!,tOtO_ paramet.int.R.

paramet.int<-function(fm, alpha=0.05){
paramet <- fm$parameters[,1]
df <- nls.sum$df[2]
left <- paramet-nls.sum$parameters[,2]
right <- paramet+nls.sum$parameters[,2]
rowname <- dimnames(nls.sum$parameters)[[1]]
colname <- c("Estimate", "Left", "Right")
matrix(c(paramet,left, right), ncol=3,
dimnames = list(rowname, colname ))
}
o fm  nls() 9 # *&, 8 72 alpha %|H % 9 # ,^d
` lUS`R # ,!`+,7!
9 # paramet.int()  8  6.23 oR # ,7!
> source("paramet.int.R"); paramet.int(nls.sol)
Estimate Left Right
a 0.3901401 0.38509514 0.3951850
b 0.1016328 0.08827257 0.1149931

3.>P(Lf?~%L —nlm() 1~fow

6 R Q oio9 # nlm() 58g*H7Xs P (6.62). nlm() ~
Æ 
nlm(f, p, hessian = FALSE,
typsize=rep(1, length(p)), fscale=1,
print.level = 0, ndigit=12, gradtol = 1e-6,
stepmax = max(1000 * sqrt(sum((p/typsize)^2)), 1000),
steptol = 1e-6, iterlim = 100,
check.analyticals = TRUE, ...)
388 (Z ;\g
o f 5w7,gA9 # N2 f ,  H&7 L K (’gradient’) m L K
(’gradient’)  Hesse US (’hessian’), ;6 8 [5w7yg℄0& L K
m Hesse USp; # `, [5% #  p R # (|aE (6.61) o, θ) ,
z` hessian Ax>! hessian=TRUE y72{+, Hesse U
Sp; (FALSE >q`), %J 8 Hesse USR # ,wz6*%}
M9#Q Newton E8[5w79 # ,^d` l#C&7w7
`w76,!`w76, L K Hesse USt{58  L,< #
.
64+C, 4.1.2 5< 3 nlm() 9#,~ [X4BlL< nlm()
,~ [6tOo{gA9 # , L K
 6.24 P nlm() JB 6.23 $T{GJR
`>{g*H7Xs P ,gA9 #o9 #&7 L K (’gradient’)
 H9 # _ fn.R
fn<-function(p, X, Y){
f <- Y-p[1]-(0.49-p[1])*exp(-p[2]*(X-8))
res<-sum(f^2)
f1<- -1+exp(-p[2]*(X-8))
f2<- (0.49-p[1])*exp(-p[2]*(X-8))*(X-8)
J<-cbind(f1,f2)
attr(res, "gradient") <- 2*t(J)%*%f
res
}
69 # o f T_3 res T_  f1 f R p 5% # *& 1

,3 f2 f R p 5% # *&,3 J Jacobi US

2

4 nlm() 9 # 58
> out<-nlm(fn, p=c(0.1, 0.01), X=cl$X, Y=cl$Y, hessian=TRUE); out
$minimum
[1] 0.00500168
$estimate
[1] 0.3901400 0.1016327
$gradient
 m8Z 389

[1] 7.954390e-07 -3.261297e-07

$hessian
[,1] [,2]
[1,] 44.20335 -14.799291
[2,] -14.79929 6.248565
$code
[1] 1
$iterations
[1] 33
6_   8 72o minimum gA9 # 66,7`iS T
_,  estimate R # ,!`| α̂, β̂; gradient gA9 # 6
6, L K` hessian gA9 # 66, Hesse USB ot y
D D ,C , ` iterations < # 
T

_  72otELv2 8 σ̂ ,  α̂, β̂ _S
2

> n<-length(X); k<-2

> sigma2<-out$minimum/(n-k); sigma2
[1] 0.0001190876
> theta.var<-sigma2*solve(out$hessian); theta.var
[,1] [,2]
[1,] 1.301183e-05 3.081760e-05
[2,] 3.081760e-05 9.204775e-05

4
6.1 UR^ G#L1(CrTg$M~u^ iC8u s s J
GG#j< X \ÆgwG Y , s#F 10 Æ$O_ 6.17 r)z
(1) /|K$X)H Y \ X ~_U{o
(2) : Y W X $8b{;O
(3) COJv/_,
(4) x s #wÆ$~ X = 7 swwÆgwG$a s |K$
;℄R (α = 0.05).
390 (Z ;\g
6 6.17: 10 2 $: YG[du`2(#Gf~n
 X(s) Y (}7)  X(s) Y (}7)
1 5.1 1907 6 7.8 3000
2 3.5 1287 7 4.5 1947
3 7.1 2700 8 5.6 2273
4 6.2 2373 9 8.0 3113
5 8.8 3260 10 6.4 2493

+B8';IF)"w/Q$80# 18 EO _ 6.18 )z

_$ X UIF )`FQ< X UIF MW K CO M7d M1d
6.2

t$UFQ X UIF MW K CO M7fMWM1dt$UFQ

1 2 2 3

3 2 3

6 6.18: +iL$R0wÆfJ}
 X X X Y  X X X Y
1 2 3 1 2 3

1 0.4 52 158 64 10 12.6 58 112 51

2 0.4 23 163 60 11 10.9 37 111 76
3 3.1 19 37 71 12 23.1 46 114 96
4 0.6 34 157 61 13 23.1 50 134 77
5 4.7 24 59 54 14 21.6 44 73 93
6 1.7 65 123 77 15 23.1 56 168 95
7 9.4 44 46 81 16 1.9 36 143 54
8 10.1 31 117 93 17 26.8 58 202 168
9 11.6 29 173 93 18 29.9 51 124 99

: Y W X $Eb{;O
(1)
(2) COJv/_,
(3) C ℄ JJ- h ;\g

6.3 =OrS _ 6.19 )z

(1) /$X)H:;{ y = β̂ 0 + β̂1 x, Brk;{4/u
X)H 
(2) \g T _, F _,~_A
 m8Z 391

6 6.19: ~n6
 X Y  X Y  X Y
1 1 0.6 11 4 3.5 21 8 17.5
2 1 1.6 12 4 4.1 22 8 13.4
3 1 0.5 13 4 5.1 23 8 4.5
4 1 1.2 14 5 5.7 24 9 30.4
5 2 2.0 15 6 3.4 25 11 12.4
6 2 1.3 16 6 9.7 26 12 13.4
7 2 2.5 17 6 8.6 27 12 26.2
8 3 2.2 18 7 4.0 28 12 7.4
9 3 2.4 19 7 5.5
10 3 1.2 20 7 10.5

/ ow (%A ow  ^ ;1 ow) \a s $ ow H\gf w ~_

~%O w $
(3)

(4) Æ~C~K ℄ J Y JOtN
(1)–(3) $zJ

6.4 C)p ( _ eB 6.9) # ${~J;

\g
/X)2J|8 h $+/ X )2u;R#$_?OU_?
tJ{;~$R#
6.5
 (eB 6.10) ~_uE) {\gB 6.10 $ step()
?-$ ℄ J~_!>
6.6 U+8E (OPkU`SwE>|u~_UR0) C “$d
x(~_UmE” $M~_ 6.20 w$~9j$dx($P logistic
6 6.20: +i  dO?F9f~n
|uUR0 Rr3
UmE `mE UmE `mE
P USwE> 1 17 11 87
k n U 0 2 0 0
f USwE> 28 30 23 3
P n U 8 32 0 9
392 (Z ;\g
;~C|+\gmE\E$o
6.7 _ 6.21 ~ 40 |W > H$k=N)$ X _ zk?7
D"\ 1

6 6.21: 40 &
&9SfeV 2 
 X X X X X Y  X X X X X Y
1 2 3 4 5 1 2 3 4 5

1 70 64 5 1 1 1 21 60 37 13 1 1 0
2 60 63 9 1 1 0 22 90 54 12 1 0 1
3 70 65 11 1 1 0 23 50 52 8 1 0 1
4 40 69 10 1 1 0 24 70 50 7 1 0 1
5 40 63 58 1 1 0 25 20 65 21 1 0 0
6 70 48 9 1 1 0 26 80 52 28 1 0 1
7 70 48 11 1 1 0 27 60 70 13 1 0 0
8 80 63 4 2 1 0 28 50 40 13 1 0 0
9 60 63 14 2 1 0 29 70 36 22 2 0 0
10 30 53 4 2 1 0 30 40 44 36 2 0 0
11 80 43 12 2 1 0 31 30 54 9 2 0 0
12 40 55 2 2 1 0 32 30 59 87 2 0 0
13 60 66 25 2 1 1 33 40 69 5 3 0 0
14 40 67 23 2 1 0 34 60 50 22 3 0 0
15 20 61 19 3 1 0 35 80 62 4 3 0 0
16 50 63 4 3 1 0 36 70 68 15 0 0 0
17 50 66 16 0 1 0 37 30 39 4 0 0 0
18 40 68 12 0 1 0 38 60 49 11 0 0 0
19 80 41 12 0 1 1 39 80 64 10 0 0 1
20 70 53 8 0 1 1 40 70 67 18 0 0 1

_z H$ÆU X _zS
 P+r℄ (n); X _z
(X< (“0” ~Q> “1” ~pN>  “2” ~y> “3” ~pN>);
(1 ∼ 100); X2 3 4

X _ zI'1KOL (“1” ~ z Æ “0” ~,L); Y _ z H$kr℄

(“0” ~kr℄>Okr℄W 200 : “1” _ zkr℄ { Okr
5

℄WB%W 200 :).

 m8Z 393

iC P (Y = 1) C X ∼ X $ logistic ;~X ∼ X C P (Y = 1)
$A!M~~_v/ ℄ J~.2$M~Ev/!O R#v H
(1) 1 5 1 5

kr℄W% 200 :$faR

(2) P- h ;L =? ℄ JsO u) ~rR# Hkr
℄W%W 200 :$faRd kR#s\ (1) $~J Y qw DO
8u~y!>
6.8 8YGs}$\gHe}. u ?1 m $$?7UCFJ\U
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?USaee=3) 6 f %d 5~%F\ ou m $_ 6.22 )z
$~W,s$
6 6.22: 5 sr yBE~r Ey~n
m CFJ UJ m CFJ UJ
1 0 508.1 8 3 697.5
2 0 498.4 9 4 755.3
3 1 568.2 10 4 758.9
4 1 577.3 11 5 787.6
5 2 651.7 12 5 792.1
6 2 657.0 13 6 841.4
7 3 713.4 14 6 831.8

(1) J{;~
(2) JEy;~
(3) /$X)H!<{

6.9 8Y9j
>He}iC8u;~C)a Hj($ { ': 8
0|as ? ℄ J~ H3j$: (X), K℄J~ Hj( { ': $a
( (Y ) $l _ za(slUÆ+M 15 u H$
Ou _ 6.23 $x
, _ { H3j$: (X) a(
(Y ) aT{~

Yi = θ0 exp(θ1 Xi ) + εi , i = 1, 2, · · · , 15.
394 43C d-k
P u{~OLR#)v' n $R
(1)
(2) PT{OL (nls()  nlm() ) R#)v' n $R

6 6.23: &} ' _9Sf~n

 3j: (X) a( (Y )  3j: (X) a( (Y )
1 2 54 9 34 18
2 5 50 10 38 13
3 7 45 11 45 8
4 10 37 12 52 11
5 14 35 13 53 8
6 19 25 14 60 4
7 26 20 15 65 6
8 31 16
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6|o0l  ,~ 4 ET,EQ  r[ 3r  d
(℄r~ 4 R  d72,0NJ ℄ ,oagJ ℄ ,$N"J ℄
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4 ,07J. _k ^PlrmTr~ 4 ,>[R  d72,(Y
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, d3to}BH~ 4 ,Dm(Y_  %g,m  d_ _
k,{h %Y # Z,>|I>|$~,J ℄ k8 y ~ 4 9
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y_  h O,nZ?BlL, 3

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7.1

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1 2 3 4

6 7.1:  Wx'~n
jN wP}
A1 1600 1610 1650 1680 1700 1700 1780
A2 1500 1640 1400 1700 1750
A3 1640 1550 1600 1620 1640 1600 1740 1800
A4 1510 1520 1530 1570 1640 1600

D
395
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4  + r E m y+ r % Mf,  dm y ~ 4+%   dCo #
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6 7.2: \o D 1~n
%  (Y` Q
A1 x11 x12 ··· x1n1 N(µ1 , σ 2 )
A2 x21 x22 ··· x2n2 N(µ2 , σ 2 )
.. .. .. .. .. ..
. . . . . .
Ar xr1 xr2 ··· xrnr N(µr , σ 2 )

o x C  6~ 4 A ,4 i  % ,4 j   d,  d72
ij

7.1.1 ~Y(L
% %  A ,  d72 x , x , · · ·, x g 4 i V E  Q X ∼
i i1 i2 ini i

N(µ , σ ) ,f1(Y`o µ , σ a | Y*O Q X +TGj:*

i
2
i
2
i

H _ aE
(
xij = µi + εij , i = 1, 2, . . . , r, j = 1, 2, . . . , ni ,
*+TG, εij ∼ N(0, σ 2 )
(7.1)

o µ 4 i  Q ,a` ε +,  d_

i ij
 7.1 ~ 4 _k 397

3.~ 4 A , r  % ,_|-7 y 3.M r  Q ,a`|dÆh

H : µ = µ = ··· = µ ,
0 1 H : µ , µ , · · · , µ J=+.
2 r (7.2)
1 1 2 r

 r r
1X X
µ= ni µi , n= ni , αi = µi − µ,
n i=1 i=1

M µ C  ,a` α y%  A RbA,9JndW P n α
r
i i i i = 0.
i=1

aE (7.1) ot.>p

 xij = µ + αi + εij , i = 1, 2, . . . , r, j = 1, 2, . . . , ni ,

*+TG


εij ∼ N(0, σ 2 ) , (7.3)

 Xr

 ni αi = 0.
i=1

maE (7.3) y ~ 4 _k, # TaEB lr*HaE

7.1.2 D 1

~Æh (7.2) .
H : α = α = · · · = α = 0,
0 1 2 H : α , α , · · · , α J= y *
r (7.4)
1 1 2 r

N2 H 0X`;( ℄~ 4 A ,%,9[%|,_|p;_|
0

J℄%
y !%{ H ,d _  _k[#6 k8 Kk8,
0

q}_j: _ 
ni
r X
X r n
2 1 XX i

ST = (xij − x̄) , x̄ = xij .

i=1 j=1
n i=1 j=1

m S y_  (mmy>_), B # Z x a` x̄ _,

T ij

Yh! (Y # Z,VtKI 8 otW℄N, k8  

ST = SE + SA , (7.5)
398 4C _k
o
ni
r X
X ni
1 X
SE = (xij − xi· )2 , xi· = xij ,
i=1 j=1
ni j=1
Xr X ni r
X
SA = (xi· − x̄)2 = ni (xi· − x̄)2 .
i=1 j=1 i=1

M S C  ! : r_,0M ~ y R%?, i ((Y` x , x ,

E i1 i2

· · ·, x  ℄ lV E  Q N(µ , σ ) ,f1~B Q[,_| 

ini i
2

: r_  gV P (x − x̄ ) M n  # Z,>B V B Q_|

ni
2
ij i· i

7,K% r Mf,>B +S*&! S , [em S y_

j=1

E E

mp 
S C  6 A % ,f1a`a`[,_|[B ℄ ! r
A i

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r  Q a` µ , µ , · · · , µ [,_|,M:f1a` x̄ , x̄ , · · · , x̄ [
1 2 r 1· 2· r·

,_|iS,  P n (x̄ − x̄) V Mr_|7,KM n ℄

r
2
i i· i

!4 i Qf176  S o,m S y~4 A ,9 

i=1
A A

m 
  (7.5) C℄  S o'k8pMklMk _ T

 S , :r_ ,.lMk ~ 4 A ,  S , ~4 A ,

E A

 % ,_| ,
aEÆh (7.2) I3_kot*& E(S ) = (n − r)σ , | S /(n − r) E
2
E

σ ,l !*
2

SE
2
∼ χ2 (n − r).
σ
N2$Æh H p; E(S
0 A) = (r − 1)σ 2 , |y S A /(r − 1) i σ ,
2

!*
SA
∼ χ2 (r − 1),
σ2
F* S  S +TG~! H py
A E 0

SA /(r − 1)
F = ∼ F (r − 1, n − r). (7.6)
SE /(n − r)
 7.1 EO w \g 399

 F (im F 3) ot y H ,d _ R?,%|H %  α, 

0

F (r − 1, n − r) C  F kK,_ α k ~ 6R F > F (r − 1, n − r), ;X`$

α α

ÆhHy~ 4 A , r %%|_|iot [ 3 8 P– `, [_?

0  ` X`$Æh H . p ` y p = P {F (r − 1, n − r) > F }, B C  , t
0

Æ K y (r − 1, n − r) , F kK, : r>9` F ,
=%B p`

7 α . F > F (r − 1, n − r), C  6%|H %  α ,7
=  Yo
α

!Mw } X`$Æh H . ! p`  α y;[X`$Æh t

0

0  $Æh H . 0

[ e% 8 72#pC 7.3 ,F  m y _kC

6 7.3: \o D 16
_' K   a F3 p`
~4 A r−1 S MS =
A A
SA
F =
r−1
M SA
M SE
p
_ n−r S MS =
E E
SE
n−r

 n−1 S T

7.1.3 D 16fL
R Q o, aov() 9 #O ! _kC, 8  aov() 9 # ,~ [

aov(formula, data = NULL, projections = FALSE, qr = TRUE,
contrasts = NULL, ...)
o formula _k,   data # Z| A 6*%}
. m o summary() #{ _kC,.B
 7.2 (P 7.1) P R QfR#B 7.1.
`#Z|,ÆO #Z; aov() 9#8 _k summary()
O 9 _k,B (tO_ exam0702.R)
> lamp<-data.frame(
X=c(1600, 1610, 1650, 1680, 1700, 1700, 1780, 1500, 1640,
1400, 1700, 1750, 1640, 1550, 1600, 1620, 1640, 1600,
400 4C _k
1740, 1800, 1510, 1520, 1530, 1570, 1640, 1600),
A=factor(c(rep(1,7),rep(2,5), rep(3,8), rep(4,6)))
)
> lamp.aov<-aov(X ~ A, data=lamp)
> summary(lamp.aov)
Df Sum Sq Mean Sq F value Pr(>F)
A 3 49212 16404 2.1659 0.1208
Residuals 22 166622 7574

_ # Z _kC 7.3 o,pL+Ro Df C  K Sum Sq C

   Mean Sq C  a  F value C  F `| F 3 Pr(>F) C  P
` A S ~ 4 A, Residuals T_|_
Æ_872otg{N2℄0 summary(lamp.aov) ,\BN#
{ _kC 7.3 ,MlG (G), M:7tO (tO_anova.tab.R),
l6 B8 [ % summary 9#*&Co,,4lG4XG5
*&G,`
anova.tab<-function(fm){
tab<-summary(fm)
k<-length(tab[[1]])-2
temp<-c(sum(tab[[1]][,1]), sum(tab[[1]][,2]), rep(NA,k))
tab[[1]]["Total",]<-temp
tab
}

M7tO,.lg, TgNA R Q , 8 72*&QL

h,72_  9 # Sot*& n U, _kC
> source("anova.tab.R"); anova.tab(lamp.aov)
Df Sum Sq Mean Sq F value Pr(>F)
A 3 49212 16404 2.1659 0.1208
Residuals 22 166622 7574
Total 25 215835

F%72 U 6 _kCoC 7.4  

 ~ 4 _k
7.1 401

6 7.4:  Wx'ubfD 16
_' K   a F 3 p `
~4 A 3 49212 16404 2.1658 0.1208
_ 22 166622 7573
 25 215835

Æ p ` (0.1208 > 0.05) otg{Nxk  ( ℄ H JViS 0

( 0  H . ( ℄ + rN"oa{,# ,a  `%|,_|

0

[ 3 plot() 9 # h e Y  ~ 4 ,_|`/N h e F e 7.1

 
> plot(lamp$X~lamp$A)
1800
1700
lamp$X

1600
1500
1400

1 2 3 4

lamp$A

e 7.1: #  `  d,,* e
Æ e F_iog{+ rN"oa{,# ,a  ` %|_|,
 7.3  I Æur'M 3 ' f B$aj($?:O _ 7.5 )z
 I Æ W 4fW'($!?:U`v/ w D
402 4C _k
6 7.5: ,zub~n
 ?K
1 2 4 3 2 4 7 7 2 2 5 4
2 5 6 8 5 10 7 12 12 6 6
3 7 11 6 6 7 9 5 5 10 6 3 10

`h7 0e,℄8b y ~ 4 UrJ ℄ ,bE y U % 0r

M,j S#Æ  UV E kK Q N(µ , σ )(i = 1, 2, 3) ,f1(Y` i
2

 P -7 y d
H : µ = µ = µ ; H : µ , µ , µ J=+.
0 1 2 3 1 1 2 3

R Q  8 3t 8 72 (exam0703.R)
> mouse<-data.frame(
X=c( 2, 4, 3, 2, 4, 7, 7, 2, 2, 5, 4, 5, 6, 8, 5, 10, 7,
12, 12, 6, 6, 7, 11, 6, 6, 7, 9, 5, 5, 10, 6, 3, 10),
A=factor(c(rep(1,11),rep(2,10), rep(3,12)))
)
> mouse.aov<-aov(X ~ A, data=mouse)
> source("anova.tab.R"); anova.tab(mouse.aov)
Df Sum Sq Mean Sq F value Pr(>F)
A 2 94.256 47.128 8.4837 0.001202 **
Residuals 30 166.653 5.555
Total 32 260.909
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1
`(7 0.01 X`$Æh|H y 7  60rUrJ ℄ bE,℄8
p
bM,j S# %|,_|
7.1.4 q  f| ' 2℄

N2 F d,7 X` H , ; ( ℄~ 4 A , r  % 9%|,_ 0

|iS ( r a`[%|_| MFJw }  a`F6_

 7.1 \o D 1 403

|MyQ`LhROlR µ  µ lRl,3.|Ts3. i j

Ts3., [ETM< ~re, [

1. | ' t Sb
Mr [1l_S PRO # ZBG t ddJ3! _y,
=Q#Z~V K>[ Q 2 ( h3.4 i 4 j a#|d
H0 : µ i = µ j , i 6= j, i, j = 1, 2, · · · , r.

[QV E  Q a`, t d9d _ 
x̄i. − x̄j.
tij = q , i 6= j, i, j = 1, 2, · · · , r. (7.7)
MSE ( n1i + 1
nj
)

! H py t
0 ij ∼ t(n − r).  t!
|tij | > t α2 (n − r) (7.8)

y( ℄ µ  µ _|%|?z+, P– `
i j

pij = P { t(n − r) > |tij | }, (7.9)

|tÆ K y n − r , t kK,:r> |t | ,
=_ [.! ij

p < y µ  µ _|%|
ij
α
2 i j

Ts t d [,6 ~ <6a`,TsdoN2~ 4 , %
.TVd ℄ yBG,Tsy~ t dg=`4l,

= *&, “%|_|” ,7Jl?ok
2. P–  fR 
y !ptTs t d [,>6_ TQ O {!NT9, [;
U P– `M: [f{.k, _ Y}Md, ( ℄[ Q ;U
[,_mR # C 7.6.
R Q p– `;U9 # p.adjust(), ~ [N
p.adjust(p, method = p.adjust.methods, n = length(p))
p.adjust.methods
# c("holm", "hochberg", "hommel", "bonferroni",
"BH", "BY", "fdr", "none")
404 (( O w \g
6 7.6: P–  fp  
;U [ R Q o,R #
Bonferroni "bonferroni"
Holm (1979) "holm"
Hochberg (1988) "hochberg"
Hommel (1988) "hommel"
Benjamini & Hochberg (1995) "BH"
Benjamini & Yekutieli (2001) "BY"

o p  P- `p,3 method JV [>q` Holm [|

R# "holm". 'A [,BlL8  2 p.adjust() 9#,6*%}
3. q  f| ' 2℄fL

R Q o, pairwise.t.test() 9 # ot*&Ts3., p `~

[N
pairwise.t.test(x, g, p.adjust.method = p.adjust.methods,
pool.sd = TRUE, ...)
o x 03g ~3p.adjust.method p `,;U [ [
9# p.adjust() {R#`C 7.6 N2 p.adjust.method="none"
C p– `  (7.7)  (7.9) 8{,JFA;U>q` Holm
[ ("holm") ;U
 7.4 (B 7.3) SWuB 7.3 $ F _,$sd~Æ H , 9|8 h _, 0

H0 : µi = µj , i, j = 1, 2, 3.

`  8 ~,a`4Ts t d [diS ( 

p– `JFA;U (tO_ exam0704.R)
#### *Vo,<f[
> attach(mouse)
> mu<-c(mean(X[A==1]), mean(X[A==2]), mean(X[A==3])); mu
[1] 3.818182 7.700000 7.083333
 7.1 ~ 4 _k 405

#### ej^ t I
> pairwise.t.test(X, A, p.adjust.method = "none")
Pairwise comparisons using t tests with pooled SD
data: X and A
1 2
2 0.00072 -
3 0.00238 0.54576
P value adjustment method: none
% 8 72#OCoNC 7.7  
6 7.7: q  | ' Sb p  6
% a` p ij

1 3.818 1.00000 0.00072 0.00238

2 7.700 0.00072 1.00000 0.54576
3 7.083 0.00238 0.54576 1.00000

(℄;UM p– `,1
> pairwise.t.test(X, A, p.adjust.method = "holm")
Pairwise comparisons using t tests with pooled SD
data: X and A
1 2
2 0.0021 -
3 0.0048 0.5458
P value adjustment method: holm
> pairwise.t.test(X, A, p.adjust.method = "bonferroni")
Pairwise comparisons using t tests with pooled SD
data: X and A
1 2
2 0.0021 -
3 0.0071 1.0000
P value adjustment method: bonferroni
406 4C _k
ÆM # Zotg{;UM, p– `g=6l?tK_gptTs
t d [,>6
Æ_8 72 ( ;UM, p– ``|;U, p– `) o µ  µ , 1 2

µ  µ a%|_|V µ  µ N%|_||7  0r,UrJ ℄

1 3 2 3

bE,℄8bo4lrMr~*7 ,aj S# %|_|VM

r_|J%|
Æ,* e iqg{Mr1 e 7.2  
> plot(mouse$X~mouse$A)
12
10
8
mouse$X

6
4
2

1 2 3

mouse$A

e 7.2: 7  aj S# ,,* e

7.1.5 DfDTPSb
hBG _k![.tU W 
(1) oHÆhaE *HoaEO 9 : r_ ot=
,|
xij = µ + αi + εij .

(2) GV E H d_!tÆV E kKV*+TG

 7.1 \o D 1 407

(3) _HJ ℄  , _ lg,|EÆh

H0 : σ12 = σ22 = · · · = σr2 . (7.10)

Re, d ( FqEt_U W R:JE W , 

dot BG # Z>a4BG _k
XRd72N2R_,V E H _HN;BGd
1. 0Df  PSb
_,V E Hd1l_S # Z,V E Hdot4UC< , W
d (shapiro.test() 9 #) [R # ZV E Hd
 7.5 CB 7.1 $JÆ/_,
`; shapiro.test() 9 # 
> attach(lamp)
> shapiro.test(X[A==1])
Shapiro-Wilk normality test
data: X[A == 1]
W = 0.9423, p-value = 0.6599

> shapiro.test(X[A==2])
Shapiro-Wilk normality test
data: X[A == 2]
W = 0.9384, p-value = 0.6548

> shapiro.test(X[A==3])
Shapiro-Wilk normality test
data: X[A == 3]
W = 0.8886, p-value = 0.2271

> shapiro.test(X[A==4])
Shapiro-Wilk normality test
data: X[A == 4]
W = 0.9177, p-value = 0.4888
408 4C _k
 8 72C℄ 7.1 o # Z6 + r % ,a V E ,
2. DDPSb
_HdS d # Z6J ℄%  _ p+ ℄  _Hde
, [ Bartlett d! , # Z.Ty/
n
1 X i

Si2 = (xij − x̄i· )2 ,

ni − 1 j=1
r
2 1 X
S = (ni − 1)Si2 ,
n − r i=1
" r #
1 X
c = 1+ (ni − 1)−1 − (n − r)−1 ,
3(r − 1) i=1
n = n1 + n2 + · · · + nr .

6Æh (7.10) py_ 

" r
#
2.3026 X
K2 = (n − r) ln S 2 − (ni − 1) ln Si2 (7.11)
c i=1

C , tÆ K y r − 1 , χ kK! 2

K > χ (r − 1) m P {χ > K } < α

2 2
α
2 2

yX` H , |Hyfa  # Z, _J.p;H y# ZE

0

_H,h5
R Q o bartlett.test() 9 #O  Bartlett d~Æ y
bartlett.test(x, g, ...)
bartlett.test(formula, data, subset, na.action, ...)
o x  # Zp,3m#C g ~p,3! x #Cy
19 formula _k,   data # Z|6*%}
 7.6 CB 7.1 $J Bartlett O w *_,
`
> bartlett.test(X~A, data=lamp)
Bartlett test of homogeneity of variances
data: X by A
Bartlett’s K-squared = 5.8056, df = 3, p-value = 0.1215
 7.1 ~ 4 _k 409

P– ` (0.1215)> 0.05, 0  $Æh H , H y  , # Z . _,

0

. m `/
bartlett.test(lamp$X, lamp$A)

[+ ℄ ,92
7.1.6 Kruskal-Wallis !6Sb
_k3tLhR W  F dOq9o:yK  Qz, # Z
eeJqEM: W  |_|~l W JEFg/Q(O! [
o4f13.ylfJd  % # Z
[ y k _ ~ y k _ ,k
KQkK'ot k  Q kK, ! ~63.t_, Q y+a
~, Kruskal-Wallis kdB Rt_f1BG3.,gR # d
[|l_B f1, Wilcoxon [6Tf1y, h +
? n  Q t s(s ≥ 3) r [,923.%M n  Q: r2
k y s ~4 i  n Fb?M n  Q 0  4 i r [,  d
i
s
i

(i = 1, 2, · · · , s), y n = n. !  d7 ! M%M n  Q f6lZ

X
i

 92,%~O*& ,k4 i , n  Q ,k y

i=1
i

Ri1 , Ri2 , · · · , Rini , i = 1, 2, · · · , s.

Fh(Y`o76| R < R < · · · < R (i = 1, 2, · · · , s). d,g,

i1 i2 ini

ZM:k _ dÆh
H :  [,92%|_|
0

qp0  
y !9B
,d _ d$Æh J ,`R+,.:Æh
 ,!8 Kruskal-Wallis kdj:, e,lr.:Æh|
[, 92R_|_|{h℄ 6 Q , 92,K`,k
_a^\ ( R [, 92%|_|;0   [  d, Q ,
k[l~Ood: [o Q ,k69.7`.l: [o Q
410 (( O w \g
,k69.,`XPR.:Æh9d _ /
Ri1 + Ri2 + · · · + Rini
Ri· = , i = 1, 2, · · · , s, (7.12)
ni
s ni
1 XX n+1
R·· = Rij = , (7.13)
n i=1 j=1 2

o R 4 i Q,k,a` (i = 1, 2, · · · , s), R ,a`R

i· ··

[ 92[%|_|_  .:Æh; R (i = 1, 2, · · · , s) +T_| i·

.℄[R H yOk : r,; R (i = 1, 2, · · · , s) _|.

0 i·

7*akV6 R |C~ot (R − R ) ,<K R  R

·· i· ··
2
i· ··

,0CtK/  s 2
12 X n+1
K= ni Ri· − , (7.14)
n(n + 1) i=1 2

m K y Kruskal-Wallis _ R H JO; K  ,6  ~X

0

`F y
K ≥ c.

mK 8 {+, P − `! P − `7+,%|H % ;X`$Æh

_  d [m y Kruskal-Wallis kd
R Q O ! Kruskal-Wallis kd9 #y kruskal.test(), ~
[N
kruskal.test(x, g, ...)
kruskal.test(formula, data, subset, na.action, ...)
o x  # Zp,3m#C g ~p,3! x #Cy
19 formula _k,   data # Z|6*%}
 7.7 UMYqB8<$' f Bs&$L.k 25 9Æ%F'\U
4 EoE\ ` ~ 8  4  7  6 v l Ps&Z>a /X.[
h)*;fO|B 12 *(s#9)yYJO _ 7.8 )z CW α = 0.05,
_,vs&$L.~_Uv/ w D
`Z P w$Æh y
H : ,{e92%|_| H : ,{e92%|_|
0 1

 O # Z; kruskal.test() 9 # d (tO_ exam0707.R).

 EO w \g
7.1 411

6 7.8: 12 ( 9 25  zf ' P (\'x)

s& 9)yY
Z 164 190 203 205 206 214 228 257
> 185 197 201 231
a 187 212 215 220 248 265 281
/ 202 204 207 227 230 276

> food<-data.frame(
x=c(164, 190, 203, 205, 206, 214, 228, 257,
185, 197, 201, 231,
187, 212, 215, 220, 248, 265, 281,
202, 204, 207, 227, 230, 276),
g=factor(rep(1:4, c(8,4,7,6)))
)
> kruskal.test(x~g, data=food)
Kruskal-Wallis rank sum test
data: x by g
Kruskal-Wallis chi-squared = 4.213, df = 3, p-value = 0.2394
P− ` = 0.2394 > 0.05, [X`$ÆhH y ,{e92%|_|
.r>[
kruskal.test(food$x, food$g)

A<-c(164, 190, 203, 205, 206, 214, 228, 257)
B<-c(185, 197, 201, 231)
C<-c(187, 212, 215, 220, 248, 265, 281)
D<-c(202, 204, 207, 227, 230, 276)
kruskal.test(list(A,B,C,D))
ot& ℄ f,92
R_ # ZV E d _Hd
> attach(food)
412 4C _k
> shapiro.test(x[g==1])
Shapiro-Wilk normality test
data: x[g == 1]
W = 0.9619, p-value = 0.828

> shapiro.test(x[g==2])
Shapiro-Wilk normality test
data: x[g == 2]
W = 0.9084, p-value = 0.4741

> shapiro.test(x[g==3])
Shapiro-Wilk normality test
data: x[g == 3]
W = 0.9523, p-value = 0.7506

> shapiro.test(x[g==4])
Shapiro-Wilk normality test
data: x[g == 4]
W = 0.8182, p-value = 0.08516

> bartlett.test(x~g, data=food)

Bartlett test of homogeneity of variances
data: x by g
Bartlett’s K-squared = 0.9328, df = 3, p-value = 0.8175

=M [ 3d~_ # Ziot _k

> source("anova.tab.R")
> anova.tab(aov(x~g, data=food))
Df Sum Sq Mean Sq F value Pr(>F)
g 3 3308.1 1102.7 1.378 0.2769
Residuals 21 16803.9 800.2
Total 24 20112.0
 7.1 ~ 4 _k 413

7 + ℄ ,|H y ,{e92%|_|

7.1.7 Friedman ! 6Sb

6hoTf1,3.N2 B Q, Q JqEV E H _

H,h5oQ Friedman kd
Friedman kd,q1 ) /#X< , [ ,  h,
: r[ 6pBG,VNBG : r[~6BG Friedman
kdy kD6Op% # ZÆ7&:kN2+ ℄ , # Z9
akh N s  %;J ℄ ,k+.ay , s(s+1)

*akak+.F. , MV<R : r7h,

2
s(s+1)

_kNBG : r[~MR~ 4 BGd

2

Friedman d _  Q , 8y
s  2
12N X 1
Q= Ri· − (s + 1) , (7.15)
s(s + 1) i=1 2

o 1
Ri· = (Ri1 + Ri2 + · · · + RiN ) , i = 1, 2, · · · , s,
N
C  4 i  4  # Z,k
Rij j
Friedman kd,$Æh y
H :  [, 92%|_|
0

.:Æh{hj: [, 92~ Q ,92K6=maR

H JOy; Q  ,6  ~X`,F y
0

Q ≥ c.

m+, P − `BGd_  d [m y Friedman kd

/ T y 4 i  ,k|
i

Ti = NRi· = Ri1 + Ri2 + · · · + RiN , i = 1, 2, · · · , s,

; Q otC y
X s
12
Q= T 2 − 3N(s + 1). (7.16)
Ns(s + 1) i=1 i
414 4C _k
 (7.16) <| 8 
R Q o9 # friedman.test() O ! Friedman kd~ [

friedman.test(y, ...)
friedman.test(y, groups, blocks, ...)
friedman.test(formula, data, subset, na.action, ...)
o y #Zp,3mUS groups  y ℄ffK,3pLC
 y ,k1 blocks  y  ℄ ffK,3pLC  y , % ! y
USy groups  blocks 9 A ~ [6*%}
 7.8 24 ÆBf B^ ` \U 8 u;EtH ou;E$$ v Y%F\
 3 'f B$NEX.83r℄(s #Æk$=JsO _ 7.9
)z \g f BN$Æk$$=J~_ f B
6 7.9: : 9 Gz
$ 0 (\' µg/g)
^ ` ( E) 1 2 3 4 5 6 7 8
N A 1.00 1.01 1.13 1.14 1.70 2.01 2.23 2.63
N B 0.96 1.23 1.54 1.96 2.94 3.68 5.59 6.96
N C 2.07 3.72 4.50 4.90 6.00 6.84 8.23 10.33

` O # Z; friedman.test() 9 # (tO_ exam0708.R).

> X<-matrix(
c(1.00, 1.01, 1.13, 1.14, 1.70, 2.01, 2.23, 2.63,
0.96, 1.23, 1.54, 1.96, 2.94, 3.68, 5.59, 6.96,
2.07, 3.72, 4.50, 4.90, 6.00, 6.84, 8.23, 10.33),
ncol=3, dimnames=list(1:8, c("A", "B", "C"))
)
> friedman.test(X)
Friedman rank sum test
data: X
Friedman chi-squared = 14.25, df = 2, p-value = 0.0008047
P−` = 0.0008047 < 0.05, X`$ÆhH y J ℄- ",7  o, X 7
%|_|
 7.2 $ ~ 4 _k 415

.r>[
x<-c(1.00, 1.01, 1.13, 1.14, 1.70, 2.01, 2.23, 2.63,
0.96, 1.23, 1.54, 1.96, 2.94, 3.68, 5.59, 6.96,
2.07, 3.72, 4.50, 4.90, 6.00, 6.84, 8.23, 10.33)
g<-gl(3,8)
b<-gl(8,1,24)
friedman.test(x,g,b)

mouse<-data.frame(
x=c(1.00, 1.01, 1.13, 1.14, 1.70, 2.01, 2.23, 2.63,
0.96, 1.23, 1.54, 1.96, 2.94, 3.68, 5.59, 6.96,
2.07, 3.72, 4.50, 4.90, 6.00, 6.84, 8.23, 10.33),
g=gl(3,8),
b=gl(8,1,24)
)
friedman.test(x~g|b, data=mouse)
ot& ℄ f,92

7.2
p
EÆ2
6,| P oLhj:0  d # Z,~ 4 Tl,1FN
6[Tdo~r$",℄y K,vi.Foq0 d72
MSpT~ 4 d P 15 I  $ ~ 4 d, _k
 7.9 u8u5,$^' f B$'>' A , A , A , A W' f
B$oVOL B , B , B # x JO _ 7.10 )z (Y kg). \g'
1 2 3 4

>\oVC x JU`v/M~
1 2 3

M l $ ~ 4 d~ 4 A(r)  +  % ~ 4 B(vh) U %

Q [ 3X, $ ~ 4 _k[dt_ P 
h A, B ~ 4 ~ 4 A  r  %  A , A , · · ·, A ~ 4 B  s 
1 2 r

%  B , B , · · ·, B .
1 2 s
416 4C _k
6 7.10: 6fub~n
B1 B2 B3
A1 325 292 316
A2 317 310 318
A3 310 320 318
A4 330 370 365

7.2.1 :uZ: ; w
1. ~Y(L

6~ 4 A, B ,Olr % B (A , B ) BGlG  d*&(Y`

i j

xij , i = 1, 2, · · · , r; j = 1, 2, . . . , s %(Y # Z#CNC 7.11  

6 7.11: - ' ubf o D 1~n

B1 B2 ··· Bs
A1 x11 x12 ··· x1s
A2 x21 x22 ··· x2s
.. .. .. .. ..
. . . . .
Ar xr1 xr2 ··· xrs

Æ? x ∼ N(µ , σ ), i = 1, 2, · · · , r, j = 1, 2, · · · s. * x +TGJ
ij ij
2
ij

j:~ 4 ,*T~ # Zotk8 y


 xij = µ + αi + βj + εij , i = 1, 2, · · · , r, j = 1, 2, · · · , s,



εij ∼ N(0, σ 2 ), εij * +TG ,
(7.17)
 Xr X s


 αi = 0, βj = 0,
i=1 j=1
r X
s

o µ = rs1 µ y a α y ~ 4 A ,4 i  % ,9 β y ~

X
ij i j

4 B ,4 j  % ,9
i=1 j=1
 7.2 $ ~ 4 _k 417

D 1
2.

6*HaE (7.17)  _k,{hFÆ  _ k~ 4 A ~ 4 B

R  dbA0,7~6?%|H %  α O {N _ Æh
R~ 4 A, “~ 4 A R  dbAJ%|” .
H01 : α1 = α2 = · · · = αr = 0.

R~ 4 B, “~ 4 B R  dbAJ%|” .

H02 : β1 = β2 = · · · = βs = 0.

$ ~ 4 _k~ 4 _k, _ $ q1+ ℄ i q k

8 
ST = SE + SA + SB ,

o
r X
X s r s
2 1 XX
ST = (xij − x̄) , x̄ = xij ,
i=1 j=1
rs i=1 j=1
X r s
2 1X
SA = s (x̄i· − x̄) , x̄i· = xij , i = 1, 2, · · · , r,
i=1
s j=1
s
X r
2 1X
SB = r (x̄·j − x̄) , x̄·j = xij , j = 1, 2, · · · , s,
j=1
r i=1
r X
X s
SE = (xij − x̄i· − x̄·j + x̄)2 ,
i=1 j=1

o S y_  S y_  S ~4 A ,J ℄%

T E A

,_  (m y ~ 4 A , ).  , 2 S m y ~ 4 B ,  B

otW℄! H py 01

SA /σ 2 ∼ χ2 (r − 1),

* S +TGV
E

SE /σ 2 ∼ χ2 ((r − 1)(s − 1)).

418 (( O w \g
 ! H py01

SA /(r − 1)
FA = ∼ F ( r − 1, (r − 1)(s − 1) ).
SE /[(r − 1)(s − 1)]

 , 2! H py 02

SB /(s − 1)
FB = ∼ F ( s − 1, (r − 1)(s − 1) ).
SE /[(r − 1)(s − 1)]

kDt F A, FB y H 01 , H02 ,d_% 8 72#p _kCNC

7.12  
6 7.12: o D 16
_' K   a F 3 p `
~4 A r−1 SA MSA = SA
r−1
FA = M SA
M SE
pA
~4 B s−1 SB MSB = SB
s−1
FB = M SB
M SE
pB
_ (r − 1)(s − 1) SE MSE = SE
(r−1)(s−1)

 rs − 1 ST

D 16fL
3.
IB aov() 9 #  8$ ~ 4 _kC 7.12 o,r _ 
 7.10 (P 7.9) CB 7.9 $JEO w \gB3'>\oVC x
JU`v/M~
` O # Z aov() 9 # 58~ 4 _k+ ℄  summary()
[{GM :,9 # anova.tab() *& _kC (tO_
exam0710.R).
#### P*fD$(*
> agriculture<-data.frame(
Y=c(325, 292, 316, 317, 310, 318,
310, 320, 318, 330, 370, 365),
A=gl(4,3),
B=gl(3,1,12)
)
 7.2 $ ~ 4 _k 419

#### e+N.l[m:
> agriculture.aov <- aov(Y ~ A+B, data=agriculture)
#### hP Su* anova.tab(), =%}/t
> source("anova.tab.R"); anova.tab(agriculture.aov)
Df Sum Sq Mean Sq F value Pr(>F)
A 3 3824.2 1274.7 5.2262 0.04126 *
B 2 162.5 81.2 0.3331 0.72915
Residuals 6 1463.5 243.9
Total 11 5450.3
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1
Z p ` ( ℄J ℄ rRa%|0VNxk  ( ℄vh [
Ra%|,0
 |_6aE (7.17) yW lrÆ?|~ 4 A, B RbA,9
ot=,V*H y ~ 4 A , % 9,3.~ 4 B 6zL % 
'MFNj:~ 4 A, B ,r%B (A , B ) ,J ℄a, i j

0VMr06NT|o  ,s Æ ,Mr00m y *

T9MS%{X  h I , P 
7.2.2 uZ: ; w

1. ~Y(L
h~ 4 A  B, ~4 A  r % A , A , · · · , A ; ~4 B  s % 1 2 r

 B , B , · · · , B , Or%B (A , B ) syd t 4 k ,(Y`y

1 2 s i j

x , %(Y # Z#CNC 7.13  

ijk

Æ?
xijk ∼ N(µij , σ 2 ), i = 1, 2, . . . , r; j = 1, 2, . . . , s; k = 1, 2, . . . , t,

 x +TG t# Zotk8 y

ijk


 xijk = µ + αi + βj + δij + εijk ,


εijk ∼ N(0, σ 2 ), *εijk +TG, (7.18)


i = 1, 2, · · · , r, j = 1, 2, · · · , s, k = 1, 2, . . . , t,
420 4C _k

6 7.13: o ' ub~n

B1 B2 ··· Bs
A1 x111 x112 · · · x11t x121 x122 · · · x12t ··· x1s1 x1s2 · · · x1st
A2 x211 x212 · · · x21t x221 x222 · · · x22t ··· x2s1 x2s2 · · · x2st
.. .. .. ..
. . . .
Ar xr11 xr12 · · · xr1t xr21 xr22 · · · xr2t ··· xrs1 xrs2 · · · xrst

o α y~4 A ,4 i %,9 β y~4 B ,4 j %,9 δ

i j ij

C  A  B ,*T9~
i j

r s r s r s
1 XX X X X X
µ= µij , αi = 0, βj = 0, δij = δij = 0.
rs i=1 j=1 i=1 j=1 i=1 j=1

D 1
2.

y
O~ 4 A, B {*T9,0 p%|.d#Æh

H01 : α1 = α2 = · · · = αr = 0,
H02 : β1 = β2 = · · · = βr = 0,
H03 : δij = 0, i = 1, 2, · · · , r, j = 1, 2, · · · s.

6Mr1 _k[#5, [ , # 8   

ST = SE + SA + SB + SA×B ,

o
r X
X s X
t r s t
2 1 XXX
ST = (xijk − x̄) , x̄ = xijk ,
i=1 j=1 k=1
rst i=1 j=1 k=1
X s X
r X t
SE = (xijk − x̄ij. )2 ,
i=1 j=1 k=1
t
1X
x̄ij· = xijk , i = 1, 2, · · · , r, j = 1, 2, . . . , s,
t k=1
 7.2 EO w \g 421

r
X s t
1 XX
SA = st (x̄i·· − x̄)2 , x̄i·· = xijk , i = 1, 2, · · · , r,
i=1
st j=1
k=1
s
X r X
X t
1
SB = rt (x̄·j· − x̄)2 , x̄·j· = xijk , j = 1, 2, · · · , s,
j=1
rt i=1 k=1
r
XX s
SA×B = t (x̄ij· − x̄i·· − x̄·j· + x̄)2 ,
i=1 j=1

o S y _  S y _  S y ~ 4 A ,  S y
T E A B

~ 4 B ,  S y *T9 otW℄! H py

A×B 01

SA /(r − 1)
FA = ∼ F (r − 1, rs(t − 1)).
SE /[rs(t − 1)]

! H py
02

SB /(s − 1)
FB = ∼ F (s − 1, rs(t − 1)).
SE /[rs(t − 1)]

! H py
03

SA×B /[(r − 1)(s − 1)]

FA×B = ∼ F ((r − 1)(s − 1), rs(t − 1)).
SE /[rs(t − 1)]

kDt F A,  y H , H , H ,d _  %d72#p _

FB , FA×B 01 02 03

6 7.14: zZ:Htf o D 16
_' K   a F3 P- `
~4 A r−1 SA MSA = SA
r−1
FA = M SA
M SE
pA

~4 B s−1 SB MSB = SB
s−1
FB = M SB
M SE
pB

*T9 (r − 1)(s − 1) SA×B MSA×B = SA×B

(r−1)(s−1)
FA×B = M SA×B
M SE
pA×B
A×B
_ rs(t − 1) SE MSE = SE
rs(t−1)

 rst − 1 ST

kCNC 7.14  
422 (( O w \g
 7.11 +'\'>YCk { $M~Cu';$W'BU$
| s J# Or _ 7.15 )z (Y cm). A , A , A _ zWu f 1 2 3

6 7.15: Y & }f  hB~n

B1 B2 B3 B4
23 25 21 20 17 11 16 19 13 20 21 18
A1
14 15 26 21 16 24 27 24
28 30 19 26 24 21 19 18 19 26 26 28
A2
17 22 25 26 20 25 29 23
18 15 23 21 25 12 19 23 22 22 13 12
A3
18 10 12 22 14 13 22 19

B' B , B , B , B _ zu f B';Co8'!E!|M 5  s

JCÆ,s|O w \g
1 2 3 4

`#Z|,F  O # Z; aov() 9#84; anova.tab()

9 # %  (tO_ exam0711.R).
> tree<-data.frame(
Y=c(23, 25, 21, 14, 15, 20, 17, 11, 26, 21,
16, 19, 13, 16, 24, 20, 21, 18, 27, 24,
28, 30, 19, 17, 22, 26, 24, 21, 25, 26,
19, 18, 19, 20, 25, 26, 26, 28, 29, 23,
18, 15, 23, 18, 10, 21, 25, 12, 12, 22,
19, 23, 22, 14, 13, 22, 13, 12, 22, 19),
A=gl(3,20,60),
B=gl(4,5,60)
)
> tree.aov <- aov(Y ~ A+B+A:B, data=tree)
> source("anova.tab.R"); anova.tab(tree.aov)
Df Sum Sq Mean Sq F value Pr(>F)
A 2 352.53 176.27 8.9589 0.000494 ***
 7.2 EO w \g 423

B 3 87.52 29.17 1.4827 0.231077

A:B 6 71.73 11.96 0.6077 0.722890
Residuals 48 944.40 19.67
Total 59 1456.18
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1
o6%|H %  α = 0.05  r (G) 9
K%|,V ~ h (#)
9{*T9FJ%|
7.2.3 DDPSb

~4 _k+ ℄ R $ ~ 4 _k#ZiEV E H _

H,h5
 7.12 _,B 7.11 $$CWE A E B ~_~Æ/$~_iD
O w *$2:
`IBQ W V E dd # Z,V E H Bartlett dd _
H (tO_ exam0712.R).
> attach(tree)
> shapiro.test(Y[A==1])
Shapiro-Wilk normality test
data: Y[A == 1]
W = 0.9759, p-value = 0.8703

> shapiro.test(Y[A==2])
Shapiro-Wilk normality test
data: Y[A == 2]
W = 0.9439, p-value = 0.2837

> shapiro.test(Y[A==3])
Shapiro-Wilk normality test
data: Y[A == 3]
W = 0.9106, p-value = 0.06552
424 4C _k
> shapiro.test(Y[B==1])
Shapiro-Wilk normality test
data: Y[B == 1]
W = 0.9835, p-value = 0.988

> shapiro.test(Y[B==2])
Shapiro-Wilk normality test
data: Y[B == 2]
W = 0.8537, p-value = 0.01963

> shapiro.test(Y[B==3])
Shapiro-Wilk normality test
data: Y[B == 3]
W = 0.9483, p-value = 0.4986

> shapiro.test(Y[B==4])
Shapiro-Wilk normality test
data: Y[B == 4]
W = 0.9452, p-value = 0.4521

> bartlett.test(Y~A, data=tree)

Bartlett test of homogeneity of variances
data: Y by A
Bartlett’s K-squared = 0.59, df = 2, p-value = 0.7445

> bartlett.test(Y~B, data=tree)

Bartlett test of homogeneity of variances
data: Y by B
Bartlett’s K-squared = 2.0436, df = 3, p-value = 0.5634

# ZdR~ 4 B ,4X % JEV E Hh5aER~ 4

A ~ 4 B aE _Hh5
 7.3 V*  dh _k 425

7.3 [v bM EÆ2

#X< , l~ 4 m~ 4 ,  d~ 4 .aotRJ ℄ ~ 4
,oq, % B  dMrm y =X  d!~ 4 .Ty9B _
IoQ#X, [BG=X  dM4+, _k 6|oy
g&  d #D T, P NU~ 4+% , P  J ℄% ,B
4 = 64 r6OlrBdBGl  diLh 64 N2j:T,~
3

4 { % ;=X  d, # oq*GE~6|oRT~ 4 

=Xd J&|, otj: pR:olMkBBG  dMSh
&dh [R:B ,  d ~*  d # JTiq*&3.E
w,72
7.3.1 w  Z6(7ub

V*C l#,Æ[,CÆOCÆFl=N L (2 ), L (3 ) 8
7
9
4

.C 7.16 C, V*C L (2 ) V*C L (3 ). t L (3 ) y L CV

8
7
9
4
9
4

6 7.16:  Z6
L (2 ) C
8
7
L (3 ) C 9
4

d # = d # =
= 1 2 3 4 5 6 7 = 1 2 3 4
1 1 1 1 1 1 1 1 1 1 1 1 1
2 1 1 1 2 2 2 2 2 1 2 2 2

3 1 2 2 1 1 2 2 3 1 3 3 3
4 2 1 2 3
4 1 2 2 2 2 1 1
5 2 2 3 1
5 2 1 2 1 2 1 2
6 2 3 1 2
6 2 1 2 2 1 2 1 7 3 1 3 2
7 2 2 1 1 2 2 1 8 3 2 1 3
8 2 2 1 2 1 1 2 9 3 3 2 1

*C 9 CV*C,G # C  Lh  d #  4 V*C,# # C  T

ot~,~ 4 , #  3 ~ 4%  # C  Cot~U % ,  d
426 (( O w \g
ÆC 7.16 o L (3 )  9 G 4 #Co # Æ 1, 2, 3 p L (2 )
9
4
8
7

 8 G 7 #Co # Æ 1, 2 p
V*C~dyZ~4  %  # ,Tat{ d,7
j:hDV*CXV ( ℄
 7.13 U7o'1!x$61a (%), ^WuUENKZ< A( C), o

NKr℄ B(min) P`J C(%). vE =Wu!O _ 7.17 )z O

6 7.17: / <ubo >6
E   !
1 2 3
NKZ< A( C) o
80 85 90
NKr℄ B(min) 90 120 150
P`J C(%) 5 6 7

PÆn _A ,# q$k x O C 

`N2=X  d;Lh 3 = 27   dRV*C L (3 ), A 9
3
9
4

d%U~ 4 A, B, C kDf6 L (3 ) C,FwU#_N% A, B, C k

9
4

Df64 1, 2, 3 #_%Co A, B, C  6,U#, # Æ 1, 2, 3 kD+,

~4%; R * 9 d t_m y C b h4% 9 d72

[= # Z#C_ (C 7.18).
8r~ 4  % 
[=,a` (D)8ge y !< h
+`  R Q BG 8).
#Z|FO
[= d,V*C # ZF 8 ~ 4% ,a
` (tO_ exam0713.R).
> rate<-data.frame(
A=gl(3,3),
B=gl(3,1,9),
C=factor(c(1,2,3,2,3,1,3,1,2)),
Y=c(31, 54, 38, 53, 49, 42, 57, 62, 64)
)
> K<-matrix(0, nrow=3, ncol=3, dimnames=list(1:3, c("A","B","C")))
> for (j in 1:3)
 V*  dh _k
7.3 427

6 7.18: / <ubf  Z6
 d= ℄ K A ℄y B [
7 C
[=
1 80 (1) 90 (1) 5 (1) 31
2 80 (1) 120 (2) 6 (2) 54
3 80 (1) 150 (3) 7 (3) 38
4 85 (2) 90 (1) 6 (2) 53
5 85 (2) 120 (2) 7 (3) 49
6 85 (2) 150 (3) 5 (1) 42
7 90 (3) 90 (1) 7 (3) 57
8 90 (3) 120 (2) 5 (1) 62
9 90 (3) 150 (3) 6 (2) 64

for (i in 1:3)
K[i,j]<-mean(rate$Y[rate[j]==i])
> K
A B C
1 41 47 45
2 48 55 57
3 61 48 48
 A, B, C U#,` K , K , K  e `/N
1 2 3

> plot(as.vector(K), axes=F, xlab="Level", ylab="Rate")

> xmark<-c(NA,"A1","A2","A3","B1","B2","B3","C1","C2","C3",NA)
> axis(1,0:10,labels=xmark)
> axis(2,4*10:16)
> axis(3,0:10,labels=xmark)
> axis(4,4*10:16)
> lines(K[,"A"]); lines(4:6, K[,"B"]); lines(7:9,K[,"C"])
e FN e 7.3  
Æ e 7.3 otg{
(1) K,

[=,
t 90 C(A ) <`H> 
K,1
o
3

(2) ℄yt 120 kp (B )
[=

 2
428 4C _k
A1 A2 A3 B1 B2 B3 C1 C2 C3

60

60
56

56
52

52
Rate

48

48
44

44
A1 A2 A3 B1 B2 B3 C1 C2 C3

Level

e 7.3: U~ 4 bA' #
t 6%(C )
[=

(3) 2

B A B C oq .<,u W  QY&Mu W

3 2 2

FJ6Q doB p<`h [ 3|d~LhR A B C 4 3 2 2

ld*&+,
[= (74%), F<,d (4 9 =dA B C ) B 3 3 2

G3.B,
[=y 64%, tot(℄R{,u 3.<,otW℄!

~4[N+TyMr [R{,u W S =X  do<,
7.3.2  ZubfD 1

R 7.13 ,dN2*[k=X  dL 27 VV* dd!

9  BhM 9   d pq Q _℄ 27   d,72N2q℄
 y zL
 Æ?U~ 4 [N*T 9   d,72t y , y , · · · , y C 1 2 9

 Zl *HaE,Æ?# Zok8 y

y1 = µ + a1 + b1 + c1 + ε1 ,
y2 = µ + a1 + b2 + c2 + ε2 ,
 7.3 V*  dh _k 429

y3 = µ + a1 + b3 + c3 + ε3 ,
y4 = µ + a2 + b1 + c2 + ε4 ,
y5 = µ + a2 + b2 + c3 + ε5 ,
y6 = µ + a2 + b3 + c1 + ε6 ,
y7 = µ + a3 + b1 + c3 + ε7 ,
y8 = µ + a3 + b2 + c1 + ε8 ,
y9 = µ + a3 + b3 + c2 + ε9 ,

o P a = P b = P c = 0, ε ∼ N(0, σ ) (i = 1, 2, · · · , 9), *+TG

3 3 3
2
i j k i
i=1 j=1 k=1

RaEj:NUrÆh,d P 
H01 : a1 = a2 = a3 = 0,
H02 : b1 = b2 = b3 = 0,
H03 : c1 = c2 = c3 = 0.

R H p; ( ℄~ 4 A ,U % RbA y ,0%|_| , 2

01

R H (m H ) p;C ~ 4 B(~4 C) ,U%RbA y ,0%|

02 03

_|
 , ~ 4  $ ~ 4 [RV*  diot%{+, _kC
([ Q 3to A , _   y), CÆF  NC 7.19  

6 7.19:  ZubaLfD 16
_' K   a F3 P- `
~4 1 a−1 S MS = F = p 1 1
S1
a−1 1
M S1
M SE 1

~4 2 a−1 S MS = F = p 2 2
S2
a−1 2
M S2
M SE 2
.. .. .. .. .. ..
. . . . . .
~4 m a−1 Sm MSm = Sm
a−1
Fm = M Sm
M SE
pm
_ n − m(a − 1) − 1 SE MSE = SE
n−m(a−1)−1

 n−1 ST
430 4C _k
6C 7.19 o n y d #  m y ~ 4  #  a y O~ 4 ,  d %
 r y O % ,  d # | n = ra. P– `#X _kCo,wz
+ ℄ ,|! p < α, ;H y ~ 4 i %|_|
 7.14 (P 7.13) CÆn,|O w \g
i

`℄0 R Q 58
> rate.aov<-aov(Y~A+B+C, data=rate)
> source("anova.tab.R"); anova.tab(rate.aov)
Df Sum Sq Mean Sq F value Pr(>F)
A 2 618 309 34.3333 0.02830 *
B 2 114 57 6.3333 0.13636
C 2 234 117 13.0000 0.07143 .
Residuals 2 18 9
Total 8 984
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1
Æ 8 72otg&
[=R~ 4 A E%| t~ 4 A % ,R9
Esh
[=R~ 4 C ,%|~~ 4 C %,R9ish~ 4 B J
%|ty !5+q'otR:M,℄ y~u W otR:
A3 B1 C2 .

7.3.3 zZ: ; wfub

6$~4 _ky(&~ 4 [M0m y *
T|_6V*  dhoiotk~ 4 [*T,0
`  ( ℄ P 
 7.15 u
uF R{z>R℄UM7o"J MWuEouEI
u!O _ 7.20 )z WuE℄"
Un+JP2hR8u,O C 
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7

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8
7

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6 7.20:  Æ ℄fubo >6

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6 7.21: L (2 ) RfZ: ; w6
8
7

#= # =
2 3 4 5 6 7
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[ 3kQ% A f64 1 # B f64 2 #;4 3 #C  A × B,
C f64 4 #;4 5 #C  A × C, 4 6 #C  B × C, 4 7 # u#BM
4% 8   d72U7 # f64 8 #_ (C 7.22).
 _k # Z|  O # Z aov() 9# _k :,9 #
anova.tab() #{ _kC (tO_ exam0715.R).
> cotton<-data.frame(
Y=c(0.30, 0.35, 0.20, 0.30, 0.15, 0.50, 0.15, 0.40),
A=gl(2,4), B=gl(2,2,8), C=gl(2,1,8)
)
> cotton.aov<-aov(Y~A+B+C+A:B+A:C+B:C, data=cotton)
432 (( O w \g
6 7.22:  Æ ℄ubf  Z6
#= 1 2 3 4 5 6 7 U7
 d= A B A×B C A×C B×C u
( ) #
1 1 1 1 1 1 1 1 0.30
2 1 1 1 2 2 2 2 0.35
3 1 2 2 1 1 2 2 0.20
4 1 2 2 2 2 1 1 0.30
5 2 1 2 1 2 1 2 0.15
6 2 1 2 2 1 2 1 0.50
7 2 2 1 1 2 2 1 0.15
8 2 2 1 2 1 1 2 0.40

> source("anova.tab.R"); anova.tab(cotton.aov)

Df Sum Sq Mean Sq F value Pr(>F)
A 1 0.000313 0.000313 0.1111 0.7952
B 1 0.007812 0.007812 2.7778 0.3440
C 1 0.070313 0.070313 25.0000 0.1257
A:B 1 0.000312 0.000312 0.1111 0.7952
A:C 1 0.025313 0.025313 9.0000 0.2048
B:C 1 0.000313 0.000313 0.1111 0.7952
Residuals 1 0.002812 0.002812
Total 7 0.107188
Æ 8 72otg{U7 # 'FA~ 4 FJ%|
4BlL,kR~ 4 A, ~4 A:B ~4 B:C, BQ, F `E7
P `E~B Q0U7 # J%| (iS (  h~ 4).  t6
kaEo%MU~ 4 ;:
> cotton.new<-aov(Y~B+C+A:C, data=cotton)
> anova.tab(cotton.new)
Df Sum Sq Mean Sq F value Pr(>F)
B 1 0.007812 0.007812 6.8182 0.079605 .
C 1 0.070313 0.070313 61.3636 0.004332 **
 7.3 V*  dh _k 433

C:A 2 0.025625 0.012812 11.1818 0.040678 *

Residuals 3 0.003437 0.001146
Total 7 0.107187
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1
Æ72otg{%|, ~ 4 C,  *T9 A×C, M ~ 4 B. i
LQR:h:~4  y M,72o`Lh 8~ 4 ,a`y <
 :>l9 # %~ 4 ,*T1 8 {
> ab<-function(x,y){
n<-length(x); z<-rep(0,n)
for (i in 1:n)
if (x[i]==y[i]){z[i]<-1} else{z[i]<-2}
factor(z)
}
> cotton$AC<-ab(cotton$A, cotton$C)
4 8 ~ 4 ,a`
> K<-matrix(0, nrow=2, ncol=4,
dimnames=list(1:2, c("A", "B", "C", "AC")))
> for (j in 2:5)
for (i in 1:2)
K[i,j-1]<-mean(cotton$Y[cotton[j]==i])
> K
A B C AC
1 0.2875 0.3250 0.2000 0.3500
2 0.3000 0.2625 0.3875 0.2375
~y~4 C %|t R:~ 4 C, R~4 C 4 1 % (~yU7
#,a,<), ~4 A×C %|t4R:~ 4 AC,  4 2 %
~ 4 C qR:4 1  %  t~ 4 A dqR:4 2  %  (wM℄
0R:~ 4 A IS,M ~ y U7 # '~ 4 AC %|,V'~
4 A J%|, thÆ~ 4 AC j: P). MR:~ 4 B,  4 2
 % M72 y A B C . |.<,oa R: y =  PK 1a,
2 2 1
434 (( O w \g
a 10 "p& 5 K y 238
/ k
7.3.4 z ' ubfD 1

,#X,kRV*  dhiotj:sy  d, # ZM

Al ( ℄
 7.16 u+'1dCY+[$\yJP$,$o'1d=W!
, A O _ 7.20 )z  l = L (3 ) Æn _ u f ^n+JP|B
9
4

6 7.23: {_[|)\% ; wubfubo >6

E  !
1 2 3
A 2% 4% 5%
B 0% 1% 2%
C 0% 1% 3%
D 0% 1% 3%

,;frI 4 ) ,r_,'1dCY+[\yJPU` w` 
 wqy[O C 
` L (3 ) V*C#{C b F%  d72 U 6CM,#
9
4

 # Z|  O # Z4 _kBM 8 ~ 4 1RWx
,

50% p$ya`
> mosquito<-data.frame(
A=gl(3, 12), B=gl(3,4,36),
C=factor(rep(c(1,2,3,2,3,1,3,1,2),rep(4,9))),
D=factor(rep(c(1,2,3,3,1,2,2,3,1),rep(4,9))),
Y=c( 9.41, 7.19, 10.73, 3.73, 11.91, 11.85, 11.00, 11.72,
10.67, 10.70, 10.91, 10.18, 3.87, 3.18, 3.80, 4.85,
4.20, 5.72, 4.58, 3.71, 4.29, 3.89, 3.88, 4.71,
7.62, 7.01, 6.83, 7.41, 7.79, 7.38, 7.56, 6.28,
8.09, 8.17, 8.14, 7.49)
)
 7.3 Æn,hR\O w \g 435

6 7.24:  & {_[|)f 50% CalRf  Zub6

 d= A B C D 50% p$y /s
1 1 1 1 1 9.41 7.19 10.73 3.73
2 1 2 2 2 11.91 11.85 11.00 11.72
3 1 3 3 3 10.67 10.70 10.91 10.18
4 2 1 2 3 3.87 3.18 3.80 4.85
5 2 2 3 1 4.20 5.72 4.58 3.71
6 2 3 1 2 4.29 3.89 3.88 4.71
7 3 1 3 2 7.62 7.01 6.83 7.41
8 3 2 1 3 7.79 7.38 7.56 6.28
9 3 3 2 1 8.09 8.17 8.14 7.49

> mosquito.aov<-aov(Y~A+B+C+D, data=mosquito)

> source("anova.tab.R"); anova.tab(mosquito.aov)
Df Sum Sq Mean Sq F value Pr(>F)
A 2 201.310 100.655 77.4884 6.504e-12 ***
B 2 15.920 7.960 6.1280 0.006393 **
C 2 13.297 6.648 5.1182 0.013042 *
D 2 5.021 2.510 1.9326 0.164282
Residuals 27 35.072 1.299
Total 35 270.619
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1
> K<-matrix(0, nrow=3, ncol=4,
dimnames=list(1:3, c("A", "B", "C", "D")))
> for (j in 1:4)
for (i in 1:3)
K[i,j]<-mean(mosquito$Y[mosquito[j]==i])
> K
A B C D
1 10.000000 6.302500 6.403333 6.763333
436 (( O w \g
2 4.223333 7.808333 7.839167 7.676667
3 7.480833 7.593333 7.461667 7.264167
Z
92R~4 ,%|Hn ~ 4 A ~4 B ~4 C ~4 D(~4 D
J%|). Æ 8 {,ay (y,M,<), otg{R:.<,  
A2 B1 C1 D1 .

4B
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7.1

6 7.25: F=SB~n
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Z 115 116 98 83
> 103 107 118 116
a 73 89 85 97

CJOw \gWu|k x$x $Tf4<~_Uv/wD

(1)
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(3) CJE)_,

7.2 U' x  A , i = 1, 2, 3 \ ` U Z>a Wuz | k x $ x 

A MB< x xv | \ ` = 10, 6, 6  2 u x I 300 rF '9
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4

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 m8( 437

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(2) TU w D9I|8 h $_, i)  x \M x U`v/ w D
ii)  v | X$ x U`v/ w D

7.3 Yu I ÆL.,$%Fk I Æ\UWEs #oE 12  I

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6 7.27: ,z4 $ '^SB~n
IÆ IÆL.,$vEÆ$J (mg/6 d)
(8E 30 27 35 35 29 33 32 36 26 41 33 31
(JE 43 45 53 44 51 53 54 37 47 57 48 42
(WE 82 66 66 86 56 52 76 83 72 73 59 53
,O w *_,
7.4 ? I ÆUC
+Æ z k3" (RNA) C > p N $kdJP,\
`UCE (k>*) t RNA E[t RNA E\`PÆW'fB
>
Vk>p N $3JQ"Ol (FDP l) ?DO _ 7.28 )z ℄W'
6 7.28: Y & :Rf|b_.

>OL V  s 
CE 2.79 2.69 3.11 3.47 1.77 2.44 2.83 2.52
 t RNA E 3.83 3.15 4.70 3.97 2.03 2.87 3.65 5.09
[ t RNA E 5.41 3.47 4.92 4.07 2.18 3.13 3.77 4.26
fB
>$VJP~_|B
7.5 U+Hquv8/rCv'8$NK~_U w D =M 8 u
uv8/r2:oH B IBI'Y.R^! 4 'N
K_ 7.29 wMv u
W 4 '88/r`$+Y ℄ 1 
u α = 0.05 r_, uv8/rC 4 '8$NKD~_Uv/ w
D
438 (( O w \g
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7.6
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i j

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B3 4.7 4.3 3.9 3.5 6.5 7.0

CJO w \g
K^n+JP
(1)
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9
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C,s|O w \gd w8Eq$';f
7.8 Y+'EC1e x b (Y ) $M~ 3,$EO _ 7.32
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J (C) 10% 30%
pH  (D) 6.0 8.0

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7.9
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,  , 
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qz n  ^ 
 k*  ux}  Æ2 (I)

T#k (multivariate analysis) T>, _ k [ # _ o

+a,lshkX&7!m{, p2tT, [B {h&
d-k _k
DkWk{pkk~k7E+
'k.
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D9 # RYf1BGkVWk ! JY'
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442 4C T#k (I)
8.1.1 o97

D P S % p z Euclid u R YkpTJ+*,7 R , p
1

R , · · ·, R , | R = R . ! x ∈ R , i = 1, 2, · · · , k, S
? x  
T k S k
p
2 k R = ∅, j j i

 Q X , i = 1, 2, · · · , k. K D! k = 2 yS  Q ,
D P 

j=1 j=1

\
D ℄(,lr
D [ [
PE : r>,

DR>,
=kKN)i
1. Mahalanobis of3

[ eQ?z,\ Euclid \
m|  \R x, y R o, p

6; x  y ,\ y
p
d(x, y) = kx − yk2 = (x − y)T (x − y).

6_k 8 o Euclid \SJ
!glX, (e 8.1).
0.4

0.35

0.3

0.25

0.2

0.15

0.1

0.05

0
−4 −2 0 2 4 6 8 10
µ1 A µ2

e 8.1: J ℄ _,V E kKC

y j: p = 1 ,1h X ∼ N(0, 1), Y ∼ N(4, 22), h{+
,
=TK8*N e 8.1 j:eo, A 6 A 6\ X ,a` µ1 = 0 .
C\ Y ,a` µ2 = 4 .(Æ
=+Kk P 1FgNI
8  A 6, x ` y 1.66, iS (  A 6\ µ1 = 0 1.66σ1, V A 6\ µ2 = 4
 8.1
Dk 443

?d 1.17σ , ~Æ
=kK,+K(H y A 6\ µ Cl6

2 2

 t6?z\yhj: : r> _,B

rm 8.1 h x, y ~U µ, OwU Σ $B9 X $=$/ X xB9
X I) x \ y $ Mahalanobis =
a  f =3CU
p
d(x, y) = (x − y)T Σ−1 (x − y). (8.1)

3C/ X x \B9 X $ Mahalanobis =U

p
d(x, X) = (x − µ)T Σ−1 (x − µ). (8.2)

2.97 1 971~
6MI Q ,\
DkD I  Q < _S+ ℄ < _
SJ ℄ ,1
hQ X  X ,a`3kD y µ  µ , < _SkD y Σ  Σ , >
1 2 1 2 1 2

lf1 x, h
O x  hl Q 

 j: Q X  X ,< _+ ℄ ,1|
1 2

µ1 6= µ2 , Σ1 = Σ2 = Σ.

h
O x hl Q Lh 8 x &Q X  X , Mahalanobis \ 1 2

, d (x, X )  d (x, X ), BMBG3.R d (x, X ) ≤ d (x, X ), ;
?

2
1
2
2
2
1
2
2

x   X ; p;
? x  X . *&N
D;
1 2

R1 = {x | d2 (x, X1 ) ≤ d2 (x, X2 )}, R2 = {x | d2 (x, X1 ) > d2 (x, X2 )}. (8.3)

&6 B
D9 # ,C  j: d (x, X )  d (x, X ) [,' 2

1
2
2

d2 (x, X2 ) − d2 (x, X1 ) = (x − µ2 )T Σ−1 (x − µ2 ) − (x − µ1 )T Σ−1 (x − µ1 )

= xT Σ−1 x − 2xT Σ−1 µ2 + µT2 Σ−1 µ2


− xT Σ−1 x − 2xT Σ−1 µ1 + µT1 Σ−1 µ1
= 2xT Σ−1 (µ1 − µ2 ) + (µ1 + µ2 )T Σ−1 (µ2 − µ1 )
 T
µ1 + µ2
= 2 x− Σ−1 (µ1 − µ2 )
2
T −1
= 2(x − µ) Σ (µ1 − µ2 ), (8.4)
444 4C T#k (I)
o µ = µ 1 + µ2
2
 Q ,a`
/
w(x) = (x − µ)T Σ−1 (µ1 − µ2 ), (8.5)

m w(x) y  Q \,
D9 # ~
D; (8.3) > y

R1 = {x | w(x) ≥ 0}, R2 = {x | w(x) < 0}. (8.6)

6|8o Q ,a`< _S | Y,~ Q ,a`< _

SLhf1a`< _S R h x , x , · · · , x  Q X , n (1)
1
(1)
2
(1)
n1 1 1

f1 x , x , · · · , x   Q X , n f1;f1,a`<
(2)
1
(2)
2
(2)
n2 2 2

_S y
ni
1 X (i)
µ̂i = x(i) = xj , i = 1, 2, (8.7)
ni j=1
XX i 
2 n  T
b = 1 (i) (i)
Σ xj − x(i) xj − x(i)
n1 + n2 − 2 i=1 j=1
1
= (S1 + S2 ), (8.8)
n1 + n2 − 2

o ni   T
X (i) (i)
Si = xj − x(i) xj − x(i) , i = 1, 2. (8.9)
j=1

RYf1 x, 
D9 # ?z y
b −1 (x(1) − x(2) ),
ŵ(x) = (x − x)T Σ (8.10)

o
x(1) + x(2)
x= .
2

D; y
R1 = {x | ŵ(x) ≥ 0}, R2 = {x | ŵ(x) < 0}. (8.11)

4j: Q X  X < _SJ ℄ ,1|

1 2

µ1 6= µ2 , Σ1 6= Σ2 .
 8.1  ` \g 445

Rf1 x, 6< _SJ ℄ ,1
D9 #y

w(x) = (x − µ2 )T Σ−1 T −1
2 (x − µ2 ) − (x − µ1 ) Σ1 (x − µ1 ). (8.12)

#XI,1+ ℄ 6| 8 o Q ,a`< _S | Y,℄

fLhf1,a`f1< _S R ~RYf1 x,
D9 #
?z y
b −1 (x − x(2) ) − (x − x(1) )T Σ
ŵ(x) = (x − x(2) )T Σ b −1 (x − x(1) ), (8.13)
2 1

o
i 
n  T
bi = 1 X (i) (i)
Σ xj − x(i) xj − x(i)
ni − 1 j=1
1
= Si , i = 1, 2. (8.14)
ni − 1


D;I y (8.11).
3. R NS

%#X< , 8 [:>p R tO (tO_ discriminiant.distance.R).

discriminiant.distance <- function
(TrnX1, TrnX2, TstX = NULL, var.equal = FALSE){
if (is.null(TstX) == TRUE) TstX <- rbind(TrnX1,TrnX2)
if (is.vector(TstX) == TRUE) TstX <- t(as.matrix(TstX))
else if (is.matrix(TstX) != TRUE)
TstX <- as.matrix(TstX)
if (is.matrix(TrnX1) != TRUE) TrnX1 <- as.matrix(TrnX1)
if (is.matrix(TrnX2) != TRUE) TrnX2 <- as.matrix(TrnX2)

nx <- nrow(TstX)
blong <- matrix(rep(0, nx), nrow=1, byrow=TRUE,
dimnames=list("blong", 1:nx))
mu1 <- colMeans(TrnX1); mu2 <- colMeans(TrnX2)
if (var.equal == TRUE || var.equal == T){
446 4C T#k (I)
S <- var(rbind(TrnX1,TrnX2))
w <- mahalanobis(TstX, mu2, S)
- mahalanobis(TstX, mu1, S)
}
else{
S1 < -var(TrnX1); S2 <- var(TrnX2)
w <- mahalanobis(TstX, mu2, S2)
- mahalanobis(TstX, mu1, S1)
}
for (i in 1:nx){
if (w[i] > 0)
blong[i] <- 1
else
blong[i] <- 2
}
blong
}
6tOo O> TrnX1  TrnX2 C X  X Yf1  OÆ 
1 2

# Z|mUS (f1G  O),  O> TstX Yf1  OÆ 

# Z|mUS (f1G  O), m3 (lYf1). N2J  O TstX(>
q`), ;Yf1y Yf1[| 8 Yf1,d1 O>
var.equal Ax> var.equal=TRUE C   Q ,< _S+ ℄ p;
(>q`) y J ℄ 9 # ,  {  “1”  “2” p,,l z US “1” C  
Yf1   X  “2” C  Yf1   X 
1 2

6_  tOo& Mahalanobis \9 # mahalanobis(), 9 # ,~

Æ y
mahalanobis(x, center, cov, inverted=FALSE, ...)
o x f1 # Zp,3mUS (p z), center y f1oA cov y f
1,< _S y
D 2 = (x − µ)T Σ−1 (x − µ).
 8.1
Dk 447

4. 97n
 8.1 u+[E71℄8$ M(uE>w=71W71$' t $\
`M 12 u 23 u/XOu_ 8.1 $)$ I <_z=71< II <
_zW71<iC=`$`;xdB`;xC 35 u/X|
; Q
O B  ` ;x|\<\gf80
6 8.1:  p
~n
:= D x 1 x 2 x x
3 x x4 x 5 6 7

1 I 6.6 39 1.0 6.0 6 0.12 20

2 I 6.6 39 1.0 6.0 12 0.12 20
3 I 6.1 47 1.0 6.0 6 0.08 12
4 I 6.1 47 1.0 6.0 12 0.08 12
5 I 8.4 32 2.0 7.5 19 0.35 75
6 I 7.2 6 1.0 7.0 28 0.30 30
7 I 8.4 113 3.5 6.0 18 0.15 75
8 I 7.5 52 1.0 6.0 12 0.16 40
9 I 7.5 52 3.5 7.5 6 0.16 40
10 I 8.3 113 0.0 7.5 35 0.12 180
12 I 7.8 172 1.5 3.0 15 0.21 45
13 II 8.4 32 1.0 5.0 4 0.35 75
14 II 8.4 32 2.0 9.0 10 0.35 75
15 II 8.4 32 2.5 4.0 10 0.35 75
16 II 6.3 11 4.5 7.5 3 0.20 15
17 II 7.0 8 4.5 4.5 9 0.25 30
18 II 7.0 8 6.0 7.5 4 0.25 30
19 II 7.0 8 1.5 6.0 1 0.25 30
20 II 8.3 161 1.5 4.0 4 0.08 70
21 II 8.3 161 0.5 2.5 1 0.08 70
22 II 7.2 6 3.5 4.0 12 0.30 30
448 ( E KPEb\g (I)
6 8.1(V):  p
~n
:= D x1 x2 x3 x4 x5 x6 x7
23 II 7.2 6 1.0 3.0 3 0.30 30
24 II 7.2 6 1.0 6.0 5 0.30 30
25 II 5.5 6 2.5 3.0 7 0.18 18
26 II 8.4 113 3.5 4.5 6 0.15 75
27 II 8.4 113 3.5 4.5 8 0.15 75
28 II 7.5 52 1.0 6.0 6 0.16 40
29 II 7.5 52 1.0 7.5 8 0.16 40
30 II 8.3 97 0.0 6.0 5 0.15 180
31 II 8.3 97 2.5 6.0 5 0.15 180
32 II 8.3 89 0.0 6.0 10 0.16 180
33 II 8.3 56 1.5 6.0 13 0.25 180
34 II 7.8 172 1.0 3.5 6 0.21 45
35 II 7.8 283 1.0 4.5 6 0.18 45

`O# Z;9 # discriminiant.distance() BG
DkDj:

 Q < _S+ ℄ < _SJ ℄ ,1
> classX1<-data.frame(
x1=c(6.60, 6.60, 6.10, 6.10, 8.40, 7.2, 8.40, 7.50,
7.50, 8.30, 7.80, 7.80),
x2=c(39.00,39.00, 47.00, 47.00, 32.00, 6.0, 113.00, 52.00,
52.00,113.00,172.00,172.00),
x3=c(1.00, 1.00, 1.00, 1.00, 2.00, 1.0, 3.50, 1.00,
3.50, 0.00, 1.00, 1.50),
x4=c(6.00, 6.00, 6.00, 6.00, 7.50, 7.0, 6.00, 6.00,
7.50, 7.50, 3.50, 3.00),
x5=c(6.00, 12.00, 6.00, 12.00, 19.00, 28.0, 18.00, 12.00,
6.00, 35.00, 14.00, 15.00),
x6=c(0.12, 0.12, 0.08, 0.08, 0.35, 0.3, 0.15, 0.16,
 8.1  ` \g 449

0.16, 0.12, 0.21, 0.21),

x7=c(20.00,20.00, 12.00, 12.00, 75.00, 30.0, 75.00, 40.00,
40.00,180.00, 45.00, 45.00)
)
> classX2<-data.frame(
x1=c(8.40, 8.40, 8.40, 6.3, 7.00, 7.00, 7.00, 8.30,
8.30, 7.2, 7.2, 7.2, 5.50, 8.40, 8.40, 7.50,
7.50, 8.30, 8.30, 8.30, 8.30, 7.80, 7.80),
x2=c(32.0 ,32.00, 32.00, 11.0, 8.00, 8.00, 8.00,161.00,
161.0, 6.0, 6.0, 6.0, 6.00,113.00,113.00, 52.00,
52.00, 97.00, 97.00,89.00,56.00,172.00,283.00),
x3=c(1.00, 2.00, 2.50, 4.5, 4.50, 6.00, 1.50, 1.50,
0.50, 3.5, 1.0, 1.0, 2.50, 3.50, 3.50, 1.00,
1.00, 0.00, 2.50, 0.00, 1.50, 1.00, 1.00),
x4=c(5.00, 9.00, 4.00, 7.5, 4.50, 7.50, 6.00, 4.00,
2.50, 4.0, 3.0, 6.0, 3.00, 4.50, 4.50, 6.00,
7.50, 6.00, 6.00, 6.00, 6.00, 3.50, 4.50),
x5=c(4.00, 10.00, 10.00, 3.0, 9.00, 4.00, 1.00, 4.00,
1.00, 12.0, 3.0, 5.0, 7.00, 6.00, 8.00, 6.00,
8.00, 5.00, 5.00,10.00,13.00, 6.00, 6.00),
x6=c(0.35, 0.35, 0.35, 0.2, 0.25, 0.25, 0.25, 0.08,
0.08, 0.30, 0.3, 0.3, 0.18, 0.15, 0.15, 0.16,
0.16, 0.15, 0.15, 0.16, 0.25, 0.21, 0.18),
x7=c(75.00,75.00, 75.00, 15.0,30.00, 30.00, 30.00, 70.00,
70.00, 30.0, 30.0, 30.0,18.00, 75.00, 75.00, 40.00,
40.00,180.00,180.00,180.00,180.00,45.00,45.00)
)
> source("discriminiant.distance.R")
> discriminiant.distance(classX1, classX2, var.equal=TRUE)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23
blong 1 1 1 1 1 1 1 1 2 1 1 1 2 2 2 2 2 2 2 2 2 2 2
24 25 26 27 28 29 30 31 32 33 34 35
450 ( E KPEb\g (I)
blong 2 2 2 2 1 1 2 2 2 2 2 2
> discriminiant.distance(classX1, classX2)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23
blong 1 1 1 1 1 1 1 1 2 1 1 1 2 2 2 2 2 2 2 2 2 2 2
24 25 26 27 28 29 30 31 32 33 34 35
blong 2 2 2 2 2 2 2 2 2 2 2 2
6HyQ < _S+ ℄ ,1%Yf1dBG
DU6

kD 4 9 =f14 28 =f14 29 =f1
6HyQ < _SJ ℄ ,1%Yf1dBG
Ddl
6
 4 9 =f1
5. |
,fo97

R\
DELv%k
D [ h +&Tk P  |_\

D,1lS  8 Mahalanobis \Yf1\h Q ,\CSH y
B hl
Æhf1 k kD X , X , · · · , X . RH y M k  Q , _ +
1 2 k

℄ ,|
Σ1 = Σ2 = · · · = Σk = Σ,

;=Mf1 8 f1 _ Σb yQ _ Σ ,!`RH y k Q,

_J+ ℄ ; ,f1 8 f1 _ Σb  y  Q _ Σ ,!` j j

+,
D; y
Ri = {x | d(x, Xi ) = min d(x, Xj )}, i = 1, 2, · · · , k,
1≤j≤k

o d(x, X )   (8.2) ?zf1 x  Q X , Mahalanobis \RH y

j j

_+℄y (8.2) o, Σ !` Σb RRH y _J ℄ y (8.2) o

, Σ !` Σb  R  j

_  [:>p R tO (tO_ distinguish.distance.R).

distinguish.distance <- function
(TrnX, TrnG, TstX = NULL, var.equal = FALSE){
if ( is.factor(TrnG) == FALSE){
mx <- nrow(TrnX); mg <- nrow(TrnG)
 8.1  ` \g 451

TrnX <- rbind(TrnX, TrnG)

TrnG <- factor(rep(1:2, c(mx, mg)))
}
if (is.null(TstX) == TRUE) TstX <- TrnX
if (is.vector(TstX) == TRUE) TstX <- t(as.matrix(TstX))
else if (is.matrix(TstX) != TRUE)
TstX <- as.matrix(TstX)
if (is.matrix(TrnX) != TRUE) TrnX <- as.matrix(TrnX)

nx <- nrow(TstX)
blong <- matrix(rep(0, nx), nrow=1,
dimnames=list("blong", 1:nx))
g <- length(levels(TrnG))
mu <- matrix(0, nrow=g, ncol=ncol(TrnX))
for (i in 1:g)
mu[i,] <- colMeans(TrnX[TrnG==i,])
D < -matrix(0, nrow=g, ncol=nx)
if (var.equal == TRUE || var.equal == T){
for (i in 1:g)
D[i,] <- mahalanobis(TstX, mu[i,], var(TrnX))
}
else{
for (i in 1:g)
D[i,] <- mahalanobis(TstX, mu[i,], var(TrnX[TrnG==i,]))
}
for (j in 1:nx){
dmin <- Inf
for (i in 1:g)
if (D[i,j] < dmin){
dmin <- D[i,j]; blong[j] <- i
}
}
452 ( E KPEb\g (I)
blong
}
tOkDj:! Q < _S+ ℄  Q < _SJ ℄ ,r1 O>
TrnX C  Yf1  OÆ  US (f1G  O), m # Z| TrnG ~
>COYf1,k1O> TstX Yf1OÆ
US (f1GO), m#Z|m3 (lYf1). N2JO TstX(>q
`), ;Yf1y Yf1O> var.equal Ax>var.equal=TRUE
C   8 yH y  Q < _S + ℄ ,p; (>q`) J ℄ ,9 # ,  {
 # Æp,,l z US# ÆC  +,y !#ltOLR
Xk P iotI discriminiant.distance 9 # ,  OÆ  O
 8.2 Fisher Iris  Iris UuL$ { <L$/<-
L{<- L $/< 150 u/X\UW<2 50 u~(8<
—Setosa, $℄$ 50 u~(J< — Versicolor, G( 50 u~(W< —
Virginica. P= ` C Iris | ` \g
`R Q oO! Iris #Z#Z,# + # # Z, +   H4#A
℄ # Z  hl
> X<-iris[,1:4]
> G<-gl(3,50)
> source("distinguish.distance.R")
> distinguish.distance(X,G)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23
blong 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43
blong 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63
blong 1 1 1 1 1 1 1 2 2 2 2 2 2 2 2 2 2 2 2 2
64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83
blong 2 2 2 2 2 2 2 3 2 3 2 2 2 2 2 2 2 2 2 2
84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102
blong 3 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 3 3
103 104 105 106 107 108 109 110 111 112 113 114 115 116 117
 8.1
Dk 453

blong 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
118 119 120 121 122 123 124 125 126 127 128 129 130 131 132
blong 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
133 134 135 136 137 138 139 140 141 142 143 144 145 146 147
blong 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
148 149 150
blong 3 3 3
Æ 8 72otg{d4 71 =f14 73 =f14 84 =f1

d,
DV= y 147/150 = 98%.
8.1.2 97
Bayes

Bayes
D Æ?R^PR4ql?,H}MrH}e d
=Y

 !9*f1MSotf1JVq, d
=kK*{Md
=k
K& [ 3Md
=kKBGr _  h O
1. 0909h

j: Q ,
D1h X  X kD[
=TK9 # f (x)  1 2 1

f (x), o x p z 3 Ω y x ,  oq(Y`,= Q m y f1u

2

R y Zdr,;h
y X ,i: x ,= Q V R = Ω − R h
y X
1 1 2 1 2

i: x ,= Q df1| X , 0
y X ,
= y 1 2

Z
P (2|1) = P {x ∈ R2 |X1 } = f1 (x)dx, (8.15)
R2

 X , 0
y X ,
=
2 1
Z
P (1|2) = P {x ∈ R1 |X2 } = f2 (x)dx. (8.16)
R1

 , 2 X i0
y X ,  X i0
y X ,
=

1 1 2 2
Z
P (1|1) = P {x ∈ R1 |X1 } = f1 (x)dx, (8.17)
ZR1
P (2|2) = P {x ∈ R2 |X2 } = f2 (x)dx, (8.18)
R2
454 4C T#k (I)
h p , p kDC   Q X  X , d
=* p
1 2 1 2 1 + p2 = 1, 
P {V2
y X } = P { X , 0
y X }
1 1 1

= P {x ∈ R1 |X1 } · P (X1 ) = P (1|1) · p1 , (8.19)

P{ 
&X } 1 = P{  X , 0
y X }
2 1

= P {x ∈ R1 |X2 } · P (X2 ) = P (1|2) · p2 . (8.20)

 , 2
V2
yX } = P (2|2) · p ,
P{ (8.21)
2 2

P {
&X } = P (2|1) · p . (8.22)

2 1

h L(1|2) C   X 0
y X , = u L(2|1) C   X 0

2 1 1


y X , = uF,? L(1|1) = L(2|2|) = 0.

2

%_

=
= u7B?za
= u (expected cost of

misclassification,  y ECM) N

ECM(R1 , R2 ) = L(2|1)P (2|1)p1 + L(1|2)P (1|2)p2. (8.23)

lB ,R: ~ ECM &w7

2.
 7 f Bayes 97
otW℄w7[a
= u9 # (8.23) ,Yk7 R  R y 1 2
     
 f1 (x) L(1|2) p2  f1 (x) L(1|2) p2
R1 = x  ≥ · , R2 = x  < · . (8.24)
f2 (x) L(2|1) p1 f2 (x) L(2|1) p1

~ot%  (8.24) y Bayes
D,
D;6M;odLh 8 

(1) f16 x ,
=TK9 # 3 f (x)/f (x); 1 2

(2) = u3 L(1|2)/L(2|1);
(3) d
=3 p /p . 2 1

X I V E kK1f16 x ,
=TK9 # 3, 8 h X ∼ i

N(µ , Σ ) (i = 1, 2), kDj: Q < _S+ ℄ < _SJ ℄ ,1

i i

 j: Q < _S+ ℄ ,1| Σ = Σ = Σ. y X ,TK y 1 2 i

 
−π/2 −1/2 1 T −1
fi (x) = (2π) |Σ| exp − (x − µi ) Σ (x − µi ) , i = 1, 2 (8.25)
2
 8.1  ` \g 455

~ R  R Yk7 (8.24) .

1 2
n  o n  o
 
R1 = x  W (x) ≥ β , R2 = x  W (x) < β , (8.26)

o
1 1
W (x) = (x − µ2 )T Σ−1 (x − µ2 ) − (x − µ1 )T Σ−1 (x − µ1 )
2 2
 T
1
= x − (µ1 + µ2 ) Σ−1 (µ1 − µ2 ), (8.27)
2
L(1|2) · p2
β = ln . (8.28)
L(2|1) · p1

JnY&RV E kK Q , Bayes
D
D,; (8.26)–(8.28) ot

gp\
D, h +! p = p , L(1|2) = L(2|1) y β = 0, S \
D
1 2

4j: Q < _SJ ℄ ,1| Σ 6= Σ . y R  R Yk7

1 2 1 2

(8.24) .
n  o n  o
 
R1 = x  W (x) ≥ β , R2 = x  W (x) < β , (8.29)

o
1 1
W (x) = (x − µ2 )T Σ−1 (x − µ2 ) − (x − µ1 )T Σ−1 (x − µ1 ), (8.30)
2  2

L(1|2) · p2 1 |Σ1 |
β = ln + ln . (8.31)
L(2|1) · p1 2 |Σ2 |

NS 3
3. R

I_ [>{ Q
D, Bayes
DtO (tO_ discriminiant

.bayes.R).
discriminiant.bayes <- function
(TrnX1, TrnX2, rate = 1, TstX = NULL, var.equal = FALSE){
if (is.null(TstX) == TRUE) TstX<-rbind(TrnX1,TrnX2)
if (is.vector(TstX) == TRUE) TstX <- t(as.matrix(TstX))
else if (is.matrix(TstX) != TRUE)
TstX <- as.matrix(TstX)
456 4C T#k (I)
if (is.matrix(TrnX1) != TRUE) TrnX1 <- as.matrix(TrnX1)
if (is.matrix(TrnX2) != TRUE) TrnX2 <- as.matrix(TrnX2)

nx <- nrow(TstX)
blong <- matrix(rep(0, nx), nrow=1, byrow=TRUE,
dimnames=list("blong", 1:nx))
mu1 <- colMeans(TrnX1); mu2 <- colMeans(TrnX2)
if (var.equal == TRUE || var.equal == T){
S <- var(rbind(TrnX1,TrnX2)); beta <- 2*log(rate)
w <- mahalanobis(TstX, mu2, S)
- mahalanobis(TstX, mu1, S)
}
else{
S1 <- var(TrnX1); S2 <- var(TrnX2)
beta <- 2*log(rate) + log(det(S1)/det(S2))
w <- mahalanobis(TstX, mu2, S2)
- mahalanobis(TstX, mu1, S2)
}

for (i in 1:nx){
if (w[i] > beta)
blong[i] <- 1
else
blong[i] <- 2
}
blong
}
6tOo O> TrnX1  TrnX2 C X  X Yf1  OÆ 
1 2

# Z|mUS (f1G  O). rate= · , >q` y 1. TstX Yf

L(1|2) p2

1  OÆ  # Z|mUS (f1G  O), m3 (lYf1). N

L(2|1) p1

2JO TstX(>q`), ;Yf1 y Yf1[| 8 Yf1,d

1O> var.equal Ax> var.equal=TRUE CHyQ ,
 8.1  ` \g 457

< _S + ℄ ,p; (>q`) J ℄ ,9 # ,  {  “1”  “2” p

,,lzUS “1” CYf1   X  “2” CYf1   X 
 8.3 _ 8.2 ~.
a Q U` $tU=N x \ x ~A!a Q E>
1 2

1 2

.
C U $~ 6 uÆ℄$=N` $~ 8 uÆ℄$=N+

q$u,fa\ ` P 6/14  8/14 3Rd [hf'n|%P Bayes
RC|\g
6 8.2: +ED  z-S3f 2 
  ` 
1 24.8 −2.0 22.1 −0.7
2 24.1 −2.4 21.6 −1.4
3 26.6 −3.0 22.0 −0.8
4 23.5 −1.9 22.8 −1.6
5 25.5 −2.1 22.7 −1.5
6 27.4 −3.1 21.5 −1.0
7 22.1 −1.2
8 21.4 −1.3

`O# Z
USF  4;9 # discriminiant.bayes() BG

D (tO_ exam0803.R)
> TrnX1<-matrix(
c(24.8, 24.1, 26.6, 23.5, 25.5, 27.4,
-2.0, -2.4, -3.0, -1.9, -2.1, -3.1),
ncol=2)
> TrnX2<-matrix(
c(22.1, 21.6, 22.0, 22.8, 22.7, 21.5, 22.1, 21.4,
-0.7, -1.4, -0.8, -1.6, -1.5, -1.0, -1.2, -1.3),
ncol=2)
> source("discriminiant.bayes.R")
> discriminiant.bayes(X1, X2, rate=8/6, var.equal=TRUE)
458 ( E KPEb\g (I)
1 2 3 4 5 6 7 8 9 10 11 12 13 14
blong 1 1 1 2 1 1 2 2 2 2 2 2 2 2
4 4 =f10

4. |
,f Bayes 97

Æ_X,83toY Bayes
D,1lS H&lr
D;~*

a
= u&7iS +,
=&
Æhf1 k kD X , X , · · · , X , +, d
=y p , p , · · · , p ,
1 2 k 1 2 k

FÆh  
= u + ℄ ,~+,
D; y

Ri = {x | pi fi (x) = max pj fj (x)}, i = 1, 2, · · · , k. (8.32)
1≤j≤k

! k  Q ,< _S+ ℄ | Σ 1 = Σ2 = · · · = Σk = Σ, y
=TK9

#y
 
−π/2 −1/2 1 T −1
fj (x) = (2π) |Σ| exp − (x − µj ) Σ (x − µj ) , j = 1, 2, · · · , k,
2
(8.33)
; 8 9 # 1
dj (x) = (x − µj )T Σ−1 (x − µj ) − ln pj , (8.34)
2
6 8 o o _ !`  R 
(8.34) Σ b
Σ
! k  Q ,< _SJ ℄ y
=TK9 #y
 
−π/2 −1/2 1 T −1
fj (x) = (2π) |Σj | exp − (x − µj ) Σj (x − µj ) , j = 1, 2, · · · , k,
2
(8.35)
; 8 9 #
1 1
dj (x) = (x − µj )T Σ−1
j (x − µj ) − ln pj − ln(|Σj |), (8.36)
2 2
6 8 o (8.36) o _ Σ !` Σb  R  j j

D; (8.32) . y
Ri = {x | di (x) = min dj (x)}, i = 1, 2, · · · , k. (8.37)
1≤j≤k

_  [:>p R tO (tO_ distinguish.bayes.R).

 8.1  ` \g 459

distinguish.bayes <- function

(TrnX, TrnG, p = rep(1, length(levels(TrnG))),
TstX = NULL, var.equal = FALSE){
if ( is.factor(TrnG) == FALSE){
mx <- nrow(TrnX); mg <- nrow(TrnG)
TrnX <- rbind(TrnX, TrnG)
TrnG <- factor(rep(1:2, c(mx, mg)))
}
if (is.null(TstX) == TRUE) TstX <- TrnX
if (is.vector(TstX) == TRUE) TstX <- t(as.matrix(TstX))
else if (is.matrix(TstX) != TRUE)
TstX <- as.matrix(TstX)
if (is.matrix(TrnX) != TRUE) TrnX <- as.matrix(TrnX)

nx <- nrow(TstX)
blong <- matrix(rep(0, nx), nrow=1,
dimnames=list("blong", 1:nx))
g <- length(levels(TrnG))
mu <- matrix(0, nrow=g, ncol=ncol(TrnX))
for (i in 1:g)
mu[i,] <- colMeans(TrnX[TrnG==i,])
D <- matrix(0, nrow=g, ncol=nx)
if (var.equal == TRUE || var.equal == T){
for (i in 1:g){
d2 <- mahalanobis(TstX, mu[i,], var(TrnX))
D[i,] <- d2 - 2*log(p[i])
}
}
else{
for (i in 1:g){
S <- var(TrnX[TrnG==i,])
d2 <- mahalanobis(TstX, mu[i,], S)
460 ( E KPEb\g (I)
D[i,] <- d2 - 2*log(p[i])-log(det(S))
}
}
for (j in 1:nx){
dmin <- Inf
for (i in 1:g)
if (D[i,j] < dmin){
dmin <- D[i,j]; blong[j] <- i
}
}
blong
}
tOkDj:! Q < _S+ ℄ < _SJ ℄ ,1 O> TrnX C
Yf1 OÆ  US (f1GO), m#Z| TrnG ~>C
 Yf1,k1 O> p d
=>q`a y 1.  O> TstX
Yf1  OÆ  US (f1G  O), m # Z|m3 (lYf
1). N2JO TstX(>q`), ;Yf1yYf1 O> var.equal
Ax> var.equal=TRUE CHyQ< _S + ℄ ,p; (>q`)
J℄,9# ,  {  # Æp,,l z US# ÆC  +,y !#
XQ,
DtOLRXk P iotI discriminiant.bayes
9 # ,  OÆ  O
 8.4 P Bayes  ` C Fisher Iris |\g[hu,fa~|B$
U 1. ^O wf B$80
`
> X<-iris[,1:4]
> G<-gl(3,50)
> source("distinguish.bayes.R")
> distinguish.bayes(X,G)
> distinguish.bayes(X,G)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22
blong 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
 8.1
Dk 461

23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41
blong 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60
blong 1 1 1 1 1 1 1 1 1 2 2 2 2 2 2 2 2 2 2
61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79
blong 2 2 2 2 2 2 2 2 3 2 3 2 3 2 2 2 2 3 2
80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98
blong 2 2 2 2 3 2 2 2 2 2 2 2 2 2 2 2 2 2 2
99 100 101 102 103 104 105 106 107 108 109 110 111 112
blong 2 2 3 3 3 3 3 3 3 3 3 3 3 3
113 114 115 116 117 118 119 120 121 122 123 124 125 126
blong 3 3 3 3 3 3 3 3 3 3 3 3 3 3
127 128 129 130 131 132 133 134 135 136 137 138 139 140
blong 3 3 3 3 3 3 3 3 3 3 3 3 3 3
141 142 143 144 145 146 147 148 149 150
blong 3 3 3 3 3 3 3 3 3 3
Æ 8 72otg{d4 69  71  73  78  84 =f1
d,

DV= y 145/150 = 96.67%.
8.1.3 Fisher 97

Fisher
j;
D p _D7 _D,;5
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1. 97 1

hQ X  X ,a`< _SkD y µ , µ  Σ , Σ , RF

1 1 1 2 1 2

lf1 x, j: B ,
D9 #
u = u(x), (8.38)

FÆh
u1 = E(u(x) | x ∈ X1 ), u2 = E(u(x) | x ∈ X2 ), (8.39)
σ12 = Var(u(x) | x ∈ X1 ), σ22 = Var(u(x) | x ∈ X2 ). (8.40)
462 4C T#k (I)
Fisher
D;S hXH
D9 # u(x), ~p _ 
W0 = σ12 + σ22

7V _ 
B0 = (u1 − u)2 + (u2 − u)2

o u = 12 (u + u ). 1 2

%_Xh57B6l Fisher
D;S h59 # u(x) ~*

B0
I= (8.41)
W0
&~
D; y
R1 = {x | |u(x) − u1 | ≤ |u(x) − u2 |}, (8.42)
R2 = {x | |u(x) − u1 | > |u(x) − u2 |}. (8.43)

>P971~ $ 5~fPr
2.

Æ _( u(x) ot Fw9# RFw9 # u(x) ~ (8.41) o,

I & E
n,~[ e9 u(x) y *H9 # |/

u(x) = aT x = a1 x1 + a2 x2 + · · · + ap xp . (8.44)

~ P S
[ y 5 u(x) , # a, ~*gA9 # I &

\
Dlf6| 8 o Q ,a`< _S | Y,~L
hf1a`< _S R h x , x , · · · , x  Q X , n f (1)
1
(1)
2
(1)
n1 1 1

1x , x , · · · , x  Q X , n f1M:f1*& u , u , u, σ

(2)
1
(2)
2
(2)
n2 1 2 1 2 1

 σ ,!
2
ni ni
1 X (i) 1 X (i)
ûi = ui = u(xj ) = aT xj
ni j=1 ni j=1

= aT x(i) , i = 1, 2, (8.45)
2 ni 2 ni
1 XX (i) 1 XX (i)
û = u = u(xj ) = aT xj
n i=1 j=1 n i=1 j=1
= aT x, (8.46)
 8.1
Dk 463

ni h i2 ni h  i2
1 X (i) 1 X (i)
σ̂i2 = u(xj ) − ui = aT xj − x(i)
ni − 1 j=1 ni − 1 j=1
"n #
X i   T
1 (i) (i)
= aT xj − x(i) xj − x(i) a
ni − 1 j=1
1
= aT Si a, i = 1, 2, (8.47)
ni − 1

o
n = n1 + n2 ,
Xni   T
(i) (i)
Si = xj − x(i) xj − x(i) , i = 1, 2. (8.48)
j=1

~%p _, W  _  B y p_  Ŵ 
0 0 0

 _,  B̂ , | 0

2
X
Ŵ0 = (ni − 1)σ̂i2 = aT (S1 + S2 ) a = aT Sa, (8.49)
i=1
!
X2 2
X   T
B̂0 = ni (ûi − û)2 = aT ni (i) (i)
x −x x −x a
i=1 i=1
n1 n2 T

= a ddT a, (8.50)
n
 
o S = S 1 + S 2 , n = n1 + n2 , d = x(2) − x(1) . ~5 I = ŴB̂ .
0

5
0

aT (ddT )a
aT Sa
M8 J v l,~ y RFw, a 6= 0, B ,Fwg*-a'v`J
>Jul H%5 P
[ y + ! [ P
max aT (ddT )a, (8.51)
a
s.t. aT Sa = 1. (8.52)

+ !  P ,l26h W *&
a = S −1 d. (8.53)
464 ( E KPEb\g (I)
Pr971~
3.

Rl?f1 x, &h? x  hly <Jdh u < u . 1 2

~
D; (8.42), ! u(x) < u y;
x ∈ X . ! u(x) > u y;

1 1 2

x ∈ X . iL! u < u(x) < u y x  hl Q o!H u , u ,a`

2 1 2 1 2

n1 n2
u= u1 + u2 ,
n n

! u(x) < u y;
x ∈ X ; p;
x ∈ X .

1 2


n n2   n1 (1) n2 (2) 
1 T
u(x) − u = u(x) − u1 + u2 = a x − x − x
n n n n
= aT (x − x) = dT S −1 (x − x), (8.54)

o
ni
1 X (i)
x(i) = xj , i = 1, 2,
ni j=1
2 n
n1 (1) n2 (2) 1 XX i
(i)
x = x + x = x .
n n n i=1 j=1 j

_  oY x S f1a`~9
D9 #

w(x) = dT S −1 (x − x), (8.55)

y
D; (8.42)-(8.43) . y
R1 = {x | w(x) ≤ 0}, R2 = {x | w(x) > 0}. (8.56)

NS 3
4. R

Z#X [:>+, R tO (tO_discriminiant.fisher.R)

discriminiant.fisher <- function(TrnX1, TrnX2, TstX = NULL){
if (is.null(TstX) == TRUE) TstX <- rbind(TrnX1,TrnX2)
if (is.vector(TstX) == TRUE) TstX <- t(as.matrix(TstX))
else if (is.matrix(TstX) != TRUE)
 8.1  ` \g 465

TstX <- as.matrix(TstX)

if (is.matrix(TrnX1) != TRUE) TrnX1 <- as.matrix(TrnX1)
if (is.matrix(TrnX2) != TRUE) TrnX2 <- as.matrix(TrnX2)

nx <- nrow(TstX)
blong <- matrix(rep(0, nx), nrow=1, byrow=TRUE,
dimnames=list("blong", 1:nx))
n1 <- nrow(TrnX1); n2 <- nrow(TrnX2)
mu1 <- colMeans(TrnX1); mu2 <- colMeans(TrnX2)
S <- (n1-1)*var(TrnX1) + (n2-1)*var(TrnX2)
mu <- n1/(n1+n2)*mu1 + n2/(n1+n2)*mu2
w <- (TstX-rep(1,nx) %o% mu) %*% solve(S, mu2-mu1);
for (i in 1:nx){
if (w[i] <= 0)
blong[i] <- 1
else
blong[i] <- 2
}
blong
}
6tOo O> TrnX1  TrnX2 C X  X Yf1  OÆ 
1 2

# Z|mUS (f1G  O). TstX Yf1  OÆ  # Z|m

US (f1G  O), m3 (lYf1). N2J  O TstX(>q`), ;
Yf1yYf1[| 8 Yf1,d19 # ,  {  “1”
 “2” p,,l z US “1” C  Yf1   X  “2” C  Yf1 1

  X 
 8.5 P Fisher  ` tB 8.1.
2

` O # Z (tO exam0801.R), ;9 # discriminiant.fisher().

> source("discriminiant.fisher.R")
> discriminiant.fisher(classX1, classX2)
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22
466 4C T#k (I)
blong 1 1 1 1 1 1 1 1 1 1 1 1 2 2 2 2 2 2 2 2 2 2
23 24 25 26 27 28 29 30 31 32 33 34 35
blong 2 2 2 2 2 1 1 2 2 2 2 2 2
%Yf1dBG
D6
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R4[,+ , H (similarity) m+|H (dissimilarity) , # Z%M:+ ,

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WkZkR4J ℄ k y Q EWk R EWk Q EW
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`otk y rlr O>B N # 'dO'Ndr
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z>Mr>|.}'i # 'N S  (/), HD (m
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ij
 8.2 Wk 467

6 8.3: ~nk 
f1 > 
x1 x2 ··· xp
1 x11 x12 ··· x1p
2 x21 x22 ··· x2p
.. .. .. ..
. . . .
n xn1 xn2 ··· xnp

Of1 p >#Of1otgp R o,l6 n f1S p

R o, n 66 R oLh?zdr\4 i f14 j f1[,

p p

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ij

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ij

(2) d = 0, !*A!4 i f14 j f1,>`+ ℄ 

ij

(3) d = d , Rl) i, j;
ij ji

(4) d ≤ d + d , Rl) i, j, k.
ij ik kj

R\e,t~r
(1) `R`\
p
X
dij (1) = |xik − xjk |. (8.57)
k=1

`R`\im y “ \” m “n 17” \
(2) Euclide \
v
u p
uX
dij (2) = t (xik − xjk )2 . (8.58)
k=1

MS [ ewz,\
(3) Minkowski \
" p #1/q
X
q
dij (q) = (xik − xjk ) , q > 0. (8.59)
k=1
468 4C T#k (I)
Jng{`R`\ Euclide \ Minkowski \, K 
!>,~ J ℄ mY`,_ u +_EyJ℄0Q Minkowski
\V R>, # ZA[ BM4A[M, # ZBG
8
(4) Chebyshev ()3Uq) \

dij (∞) = max |xik − xjk |, (8.60)

1≤k≤p

B Minkowski \o q → ∞ ,1
(5) Mahalanobis \
q
dij (M) = (x(i) − x(j) )T S −1 (x(i) − x(j) ), (8.61)

o x = (x , x , · · · , x ) , x = (x , x , · · · , x ) , S y f1 _US
(i) i1 i2 ip
T
(j) j1 j2 jp
T

 Mahalanobis \,< j:&>[,+'HF*>,

~ ' Mahalanobis \lE,>(S Mahalanobis \  o
, S nt?
(6) Lance  Williams \
p
X |xik − xjk |
dij (L) = , (8.62)
k=1
xik + xjk

o x > 0, i = 1, 2, · · · , n, j = 1, 2, · · · , p.
ij

t_~r\,?zah5> ?>X< lr?H>\,

?z [
(7) ?H>f1,\
6#[, oe%?H>m y 1gV%?H>,rJ ℄ ,9
“`” m y gNHD 1gVmmz M1g,gQ Fi l
1gV
o . M1g,ghf1
x(i) = (δi (1, 1), δi (1, 2), · · · , δi (2, r1 ), δi (2, 1), δi(2, 2), · · · , δi (2, r2 ),
· · · , δi (m, 1), δi (m, 2), · · · , δi (m, rm ))T , i = 1, 2, · · · , n,
 8.2 <\g 469

o n yf1,#  m y1g,#  r y4 k 1g,g#  r k 1 + r2 +

· · · + rm = p,
4 i f1o4 k 1g, # Z y 4 l gy,
(
1,
0, p;.
δi (k, l) =

m δ (k, l) y 4 k 1g[ l 64 i f1o,℄

i

Nj:1g 1 yHDg y mz1g 2 ymrg y

J(U1g 3 y jg y_ g=K1g 4 y \j
gy-ttt&f14lE mH T m  
T j =K\j tt4XE zHT m   T j
_ \j -tC 8.4 {+,1ggf1,9`1 M
6 8.4: C,
,6d1fM  J}
HD m j \j
f1 m z  J ( U _  g =K -t tt
x(1) 1 0 1 0 0 0 0 0 1 0 1
x(2) 0 1 1 0 0 0 1 0 0 1 0

n = 2, m = 4, r1 = 2, r2 = 4, r3 = 3, r4 = 2, p = 11.
hf1 x , x , R δ (k, l) = δ (k, l) = 1, ;mMf164 k 
(i) (j) i j

1g,4 l g_ 1 − 1 RR δ (k, l) = δ (k, l) = 0, ;mMf164 k i j

1g,4 l g_ 0 − 0 RR δ (k, l) 6= δ (k, l), ;mMf164 k  i j

1g,4 l g_JR
 m y x  x 6 m 1ggo 1 − 1 R,# m y 0 − 0
1 (i) (j) 0

R, #  m y JR, # %B 2

m0 + m1 + m2 = p.

f1 x  x [,\ot?z y
(i) (j)
m2
dij = . (8.63)
m1 + m2
RC 8.4 o, # Z m 0 = 4, m1 = 1, m2 = 6. ~\ y d 12 = 6/7 =
0.8571429.
6 R Q o dist() 9 # {!r\, 8 72~Æ y
470 4C T#k (I)
dist(x, method = "euclidean",
diag = FALSE, upper = FALSE, p = 2)
o x f1p, # ZUS (f1G  O) m # Z| method C   8 \
, [>q` y Euclide \ ?z,\
• "euclidean" — Euclide \|  (8.58)  8 
• "maximum" — Chebyshev \|  (8.60)  8 
• "manhattan" — `R`\|  (8.57)  8 
• "canberra" — Lance \ |_B Lance \,xFJh5
x > 0,  8  y
ij
p
X |xik − xjk |
dij = . (8.64)
k=1
|xik + xjk |

• "minkowski" — Minkowski \oR # p Minkowski \,2#

|  (8.59) o, q.
• "binary" — ?H>,\  (8.63)  8 
diag Ax>! diag = TRUE y{R+*_,\ upper A
x>! upper = TRUE y{_U+US,` (>q`A{U+US
,`).
2. ~n $ J<5 1 <4=

6Wk3toT ## Z qq Jq℄0R1 8 ,Lh % #

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x∗ij = xij − xj , i = 1, 2, · · · , n, j = 1, 2, · · · , p (8.65)

y oA[>a>aM # Z,a` y 0, _SJ>

(2) A[>am
xij − xj
x∗ij = , i = 1, 2, · · · , n, j = 1, 2, · · · , p (8.66)
sj

y A[>a>aM # ZO>,f1a` y 0, A_ y 1, V*A[

M, # Z>, '
6 R Q oo scale() 9 #  # Z,oA[mA[~Æ y
 8.2 Wk 471

scale(x, center = TRUE, scale = TRUE)

o x f1p, # ZUS center Ax> TRUE(>q`) C  R
# ZoA[>a FALSE C  J>a scale Ax> TRUE(>q
`) C  R # ZA[>a FALSE C  J>aR  (8.65) ,
8 9 #y x = scale(x, scale = FALSE); R  (8.66) , 8 9 #y
∗

x∗ = scale(x).
(3) w_A[>am
xij − xj
x∗ij = , i = 1, 2, · · · , n, j = 1, 2, · · · , p (8.67)
Rj

yw_A[>a>aM # ZO>,f1a` y 0, w_y 1, * |x∗ij | < 1,

6tM,k 8 oota_,ao℄ y>aM, # Zi  ,
6 R Q oo sweep() 9 # w_A[>a>a3tN
center <- sweep(x, 2, apply(x, 2, mean))
R <- apply(x, 2, max) - apply(x,2,min)
x_star <- sweep(center, 2, R, "/")
o x f1p, # ZUS4lG % # ZoA[|  (8.65). 4XG
 8 w_ R , j = 1, 2, · · · , p. 4UG %oA[M, # Z|tw_*& # Z,
j

w_A[ # Z
6_  `/o& sweep() 9 #  sweep() 9 # R # mUSBG1 8 
1 8 Æ y
sweep(x, MARGIN, STATS, FUN="-", ...)
o x #mUS MARGIN 18,7RUS( 1 CG 2 C
 # STATS _ N apply(x, 2, mean) C  #,a` FUN C  9
# ,1 8 >q` y [1 8 
Æ sweep() 9 # ,,;oYN2%`/o,4UG y
x_star <- sweep(center, 2, sd(x), "/")
*&,S ( [) A[>aM, # Z
(4) w_V,[>am
xij − min xkj
1≤k≤n
x∗ij = , i = 1, 2, · · · , n, j = 1, 2, · · · , p (8.68)
Rj
472 4C T#k (I)
y w_V,[>a>aM # Z 0 ≤ x∗ij ≤ 1, w_ y 1, i  ,
 sweep() 9 # otELv*& # Z,w_V,[>a>a3t
N
center <- sweep(x, 2, apply(x, 2, min))
R <- apply(x, 2, max) - apply(x,2,min)
x_star <- sweep(center, 2, R, "/")
o x f1p, # ZUS
3. 5~

Wk [JARf1BGkV*oR>BGk6R

>BGkye+ ,  # K>[,+ , tK
h c C  > X  X ,+ ,  # l h5
ij i j

(1) c = ±1 !*A! X = aX (a 6= 0);

ij i j

(2) |c | ≤ 1, Rl) i, j p

ij

(3) c = c , Rl) i, j p

ij ji

|c | ,0C 1, ;C  X  X ,',T) c ,0C 0, ;K', 

ij i j ij

(
(1) +#> X , n (Y` y (x , x , · · · , x ), ; X  X ,
i 1i 2i ni i j

+#m y 3,+ ,  #  y c (1), | ij

n
P
xki xkj
k=1
cij (1) = s s , i, j = 1, 2, · · · , p. (8.69)
n
P n
P
x2ki x2kj
k=1 k=1

! X  X Gy c (1) = ±1, ( ℄M3 n =+ , ! X  X V*

i j ij i j

y c (1) = 0, ( ℄M3J+'
ij

6 R Q oo scale() 9 #n p3 +#, 8  8  

N
y <- scale(x, center = F, scale = T)/sqrt(nrow(x)-1)
C <- t(y) %*% y
 8.2 Wk 473

o x f1p, #ZUS C  (8.69) 8+{,s, #p,US

wA[>a|, S , V  (8.69) Lh| P x , +_ √n − 1
n
2
i ki
k=1

-# 8   o`L4|_ √n − 1.
(2) +' # +' # S R # ZA[ M, +#iS >
 X > X ,+' # r , M y c (2), |
i j ij ij

n
P
(xki − xi )(xkj − xj )
k=1
cij (2) = s s , i, j = 1, 2, · · · , p. (8.70)
n
P n
P
(xki − xi )2 (xkj − xj )2
k=1 k=1

!c ij (2)yC  >*H+'
= ±1
6 R Q o c (2) , 8  <|f1,+'US
ij

C <- cor(x)
o x f1p, # ZUS
>[e:}+ ,  # ?z\N/
d2ij = 1 − c2ij . (8.71)

yi+ ,  # Kf1,+ , tK

8.2.2 5l


 _ W [ (hierarchical clustering method) Wky [o*

T,lrq1 ) / f
% n f1  y lF,?f1[,\
[,\BM%\C,BFpl? 8 ?
A ,\syBGC,BFOal℄f  ,f1BF
y l
t d C4 i f14 j f1,\ G , G , · · · C D
ij 1 2 KL

C G  G ,\6X  < , _ W[o , [lf
O

K L

f1 pl[,\f1[,\+ ℄ | D = d , t KL KL

z,\US=M+ ℄  y D = (d ). (0) ij

1. : vo
474 4C T#k (I)
?z[,\ y Cf1,\|
DKL = min dij . (8.72)
i∈GK ,j∈GL

mMr _ W[ y M\[ (single linkage method).

!dLx G  G BF y G MM\[ 8 ? G  A
K L M M

 G ,\5 h  y
J
 
DM J = min dij = min min dij , min dij
i∈GM ,j∈GJ i∈GK ,j∈GJ i∈GL ,j∈GJ

= min{DKL, DLJ }. (8.73)

2. :Io
?z[,\ y (f1,\|
DKL = max dij . (8.74)
i∈GK ,j∈GL

mMr _ W[ y f\[ (complete linkage method).

!dLx G  G BF y G M; G Fl G \ y
K L M M J

DM J = max{DKL, DLJ }. (8.75)

3. $Ro
[,\|J9Cf1,\iJ9(f1,\
V 9<Ko,\m y o\[ (median method).
hdlL% G  G BF y G , RFl G , j: D , D 
K L M J KL LJ

D y 9fp,U+F (N e 8.2 ), 9 D

KJ 9,o* y D . z. KL MJ

X~AoY D , 8  y
MJ

2 1 2 1 2 1 2
DM J = DKJ + DLJ − DKL . (8.76)
2 2 4
MS o\[,5 h   
o[o h + y l ,1F%  (8.76) oU1, # ndR #
β, |  
2 1−β 1 2 1 2 2
DM J = DKJ + DLJ + βDKL , (8.77)
2 2 2
 8.2 Wk 475

GK
DKJ
DKL
DM J

GJ GL
DLJ

e 8.2: o\[,~AC 

o β < 1, Mr [m y o>[! β = 0 y5 h   > y
 
2 1 1 2 1 2
DM J = DKJ + DLJ . (8.78)
2 2 2

m [ y Mcquitty + , k[
4.
>q

a[ (average linkage method) r?zlr?z [ 

[,\?z y f1R[,a\|?z G  G [,\y K L

1 X
DKL = dij , (8.79)
nK nL i∈GK ,j∈GL

o n  n kD y  G  G ,f1 #  d y G of1 i  G o
K L K L ij K L

,f1 j [,\Lv*& B ,l5 h   

1 X
DM J = dij
nM nJ i∈GM ,j∈GJ
!
1 X X
= dij + dij
nM nJ i∈G ,j∈G i∈GL ,j∈GJ
K J
nK nL
= DKJ + DLJ . (8.80)
nM nM

.lr?z [ ?z[, \ y f1R[ \,

a`| 1 X
2
DKL = d2ij . (8.81)
nK nL i∈GK ,j∈GL

B ,5 h  y
2 nK 2 nL 2
DM J = DKJ + D . (8.82)
nM nM LJ
476 4C T#k (I)
a[.<6!  f1[,B6ET1B 0H y l
r.<, _ W[
65h (8.82) o D ,0N0℄ {y o%5 h  
KL

BlL h + y
 
2 nK 2 nL 2 2
DM J = (1 − β) DKJ + D + βDKL , (8.83)
nM nM LJ

o β < 1, mMr _ W[ y o>a[

5. ' J

[,\?z yB Q,sA (a`) [, Euclide \h G  K

G ,sAkD y x  x , ; G  G [, \ y
L K L K L

2
DKL = d2xK xL = (xK − xL )T (xK − xL ) . (8.84)

Mr _ W [m y sA[ (centroid hierarchical method). B ,5 h  y

2 nK 2 nL 2 nK nL 2
DM J = DKJ + DLJ − 2 DKL . (8.85)
nM nM nM

sA[6 |e` X3 A  _[! 6D, Xl JN

a[m_ [,92<
6. D>6 (Ward )

 [ Ward(1936) O{,imy Ward [Bq _k )/

N2k*V; ℄ f1[,_ !.7J ℄ f1[,
_ !.
h G  G BFp?, G , ; G , G , G ,_ kD
K L M K L M

X
WK = (x(i) − xK )T (x(i) − xK ),
i∈GK
X
WL = (x(i) − xL )T (x(i) − xL ),
i∈GL
X
WM = (x(i) − xM )T (x(i) − xM ).
i∈GM
 8.2 Wk 477

B Q℄ ! pf1,kVtKN GK  GL M+\.C;BFM
 =,_  WM − WK − WL .7p;. ?z GK 
GL [, \ y
2
DKL = WM − WK − WL . (8.86)

Mr _ W[m y _ [m Ward [ (Ward’s minimum variance

method). B ,5 h  y

2 nJ + nK 2 nJ + nL 2 nJ
DM J = DKJ + DLJ − D2 . (8.87)
nJ + nM nJ + nM nJ + nM KL

GK  G [, \iot>p
L

nK nL
2
DKL = (xK − xL )T (xK − xL ) . (8.88)
nM

oM\  (8.84) {,sA[,\d+_le # -sA[,

\,f1 # 'V_ [,\,f1# .,
'-3.,\~VJvBFMsBRW,|h
5_ [6NTbBsA[ 3.<,lr _ W[ B
R|e`E\
7. 5l
f R WWL

6 R Q o hclust() 9#O! _ W, 8  plot() 9#oX{

 _ W, F e (mm y  e  dendrogram).
hclust() 9 # ,~Æ y
hclust(d, method = "complete", members=NULL)
o d  "dist" p,7 method  _ W, [ (>q f\
[), R # 
• "single" — M\[|  (8.72)–(8.73).
• "complete" — f\[|  (8.74)–(8.75).
• "median" — o\[|  (8.76).
• "mcquitty" — Mcquitty + , [|  (8.78).
• "average" — a[MQ,   (8.79)–(8.80).
• "centroid" — sA[|  (8.84)–(8.85).
478 4C T#k (I)
• "ward" — _ [|  (8.86)–(8.87).
members >q` y NULL, m d + ℄ >fK,3[ Q ~ [2
6*%}
plot() 9 # X{ e ,Æ y
plot(x, labels = NULL, hang = 0.1,
axes = TRUE, frame.plot = FALSE, ann = TRUE,
main = "Cluster Dendrogram",
sub = NULL, xlab = NULL, ylab = "Height", ...)
o x  hclust() 9 # op,R4 hang C℄ e o  6, ~
h! hang 9z`y e o,Æ1MX A R # ,wz26*%
}
X [ 3l:, ( ℄ _ W [t{ R 9 # ,~ [
 8.6 hUau/ X ou/ X U8u ^ \ ` ~ 1,2,6,8,11, / X ℄$
= P Euclide =PG>=LG { =L%OL| <\gd /
|K$&oH
` Euclide \ 8 f16,\M\[f\[
o\[ Mcquitty + , [BGWkFX{ + r [, e V*
% +  e X6l e _
t R ^ (tO_ exam0806.R)
#### (*"_Æq
x<-c(1,2,6,8,11); dim(x)<-c(5,1); d<-dist(x)
#### "_;4
hc1<-hclust(d, "single"); hc2<-hclust(d, "complete")
hc3<-hclust(d, "median"); hc4<-hclust(d, "mcquitty")
#### |a0Q)Dq5XL 2 × 2 fD$|VKW5
opar <- par(mfrow = c(2, 2))
plot(hc1,hang=-1); plot(hc2,hang=-1)
plot(hc3,hang=-1); plot(hc4,hang=-1)
par(opar)
X{, e FN e 8.3  
 8.2 Wk 479

Cluster Dendrogram Cluster Dendrogram

4.0

8
2.5

6
Height

Height

4
1.0

2
0
1

4
d d
hclust (*, "single") hclust (*, "complete")

Cluster Dendrogram Cluster Dendrogram

7
5

5
Height

Height
3

3
1

1
1

4
d d
hclust (*, "median") hclust (*, "mcquitty")

e 8.3: + rJ ℄ \, e
he',9 # ` as.dendrogram(), w) % _ W*&,
R4'i y  e B ,~Æ y
as.dendrogram(object, hang = -1, ...)
o object  hclust *&,R46y plot() 9 # ,[ y
plot(x, type = c("rectangle", "triangle"),
center = FALSE,
edge.root = is.leaf(x) || !is.null(attr(x,"edgetext")),
nodePar = NULL, edgePar = list(),
leaflab = c("perpendicular", "textlike", "none"),
dLeaf = NULL, xlab = "", ylab = "", xaxt = "n", yaxt = "s",
horiz = FALSE, frame.plot = FALSE, ...)
480 ( E KPEb\g (I)
o x  dendrogram *&,R4 type CXe,E"rectangle"
UF (>q`), "triangle" y U+F horiz Ax>! horiz=TRUE
yC   e% fh A R # 6*%}
t`/ e F ( e 8.4) ot%}Q 8'R # ,wz
dend1<-as.dendrogram(hc1)
opar <- par(mfrow = c(2, 2),mar = c(4,3,1,2))
plot(dend1)
plot(dend1, nodePar=list(pch = c(1,NA), cex=0.8, lab.cex=0.8),
type = "t", center=TRUE)
4

4
3

3
2

2
1

1
0

4
1

4
4

4
3

5
2

2
1

1
0

4 3 2 1 0
1

e 8.4: J ℄ R # , e
plot(dend1, edgePar=list(col = 1:2, lty = 2:3),
dLeaf=1, edge.root = TRUE)
 8.2 <\g 481

plot(dend1, nodePar=list(pch = 2:1, cex=.4*2:1, col=2:3),

horiz=TRUE)
par(opar)
 8.7 C 305 |$!k s J E u9 ^ |K$|O _ 8.5 )z
k|o
|o3C=U
dij = 1 − rij .

PG { =LJoD\g
6 8.5: {4  Rf&5~
io  \{  { r { 9) T T /
x1 x2 x3 x4 x5 x6 x7 x8
io 1.000
 \{ 0.846 1.000
 { 0.805 0.881 1.000
r { 0.859 0.826 0.801 1.000
9) 0.473 0.376 0.380 0.436 1.000
T 0.398 0.326 0.319 0.329 0.762 1.000
T 0.301 0.277 0.237 0.327 0.730 0.583 1.000
/ 0.382 0.277 0.345 0.365 0.629 0.577 0.539 1.000

` O+' # US6 e o&#X(3,9 # hclust(),

as.dendrogram()  plot(). y !~ e X,<g`=l :,9
# X +, R tO (tO_ exam0807.R)
#### (?rX
x<-c(1.000, 0.846, 0.805, 0.859, 0.473, 0.398, 0.301, 0.382,
0.846, 1.000, 0.881, 0.826, 0.376, 0.326, 0.277, 0.277,
0.805, 0.881, 1.000, 0.801, 0.380, 0.319, 0.237, 0.345,
0.859, 0.826, 0.801, 1.000, 0.436, 0.329, 0.327, 0.365,
0.473, 0.376, 0.380, 0.436, 1.000, 0.762, 0.730, 0.629,
0.398, 0.326, 0.319, 0.329, 0.762, 1.000, 0.583, 0.577,
482 4C T#k (I)
0.301, 0.277, 0.237, 0.327, 0.730, 0.583, 1.000, 0.539,
0.382, 0.415, 0.345, 0.365, 0.629, 0.577, 0.539, 1.000)
names<-c(" !n "," 'R\ "," Y\ "," <Y\ "," 2^ "," 6 ",
" F6 "," F
")
r<-matrix(x, nrow=8, dimnames=list(names, names))
#### e;4 m:
#### u* as.dist() feP& 3Xay7 m:PfÆq
d<-as.dist(1-r); hc<-hclust(d); dend<-as.dendrogram(hc)
#### BKiA`Gf&V|5℄hP1#;5pv 
nP<-list(col=3:2, cex=c(2.0, 0.75), pch= 21:22,
bg= c("light blue", "pink"),
lab.cex = 1.0, lab.col = "tomato")
addE <- function(n){
if(!is.leaf(n)){
attr(n,"edgePar")<-list(p.col="plum")
attr(n,"edgetext")<-paste(attr(n,"members"),"members")
}
n
}
#### xa;5
de <- dendrapply(dend, addE); plot(de, nodePar= nP)
 h e FN e 8.5  
Æ_X, e (e 8.5) Lvg{> x2( 7f)  x3(_Zf)  B
Fpl0 > x1(j
)  x4(Zf) BFpl4BFS %?
*&,BFpl (otm y “f” ). MXhBF, x5(Q s)  x3(K
u). 4BFS % x7(I u) &?o4S x8(I{). MBF y l

~fPr
8.
6W3to,#NA?O
p,oM lwk
n,P
f>I|H&/EEw, [M lJod8, P g#q1, [
Ur
 8.2 <\g 483

0.8
8 members

4 members

0.6
4 members
3 members

0.4
0.2 2 members

2 members 2 members
0.0

Éí¸ß x1

ÐØ¿í x8

ÐØΧ x7

ÌåÖØ x5
ÊÖ±Û³¤ x2

ÉÏÖ«³¤ x3

ÏÂÖ«³¤ x4

¾±Î§ x6
e 8.5:  Q EbA, e
(1) ?l"`[ 3(℄ e {lsH y ,"` T , h5
[,\h T .
(2) (Yf1,V6 e RX z mU z >,f1ot [ 3(Y # Z,
V6 e ?, # 
(3) ~ _ [ 3l: _ ?, # 
(4) Z e ?k # ,;
Bemirmen (1972) O {!Z^Pg,?
!,k [F O {l:
Z e k,;
1 A sA,\6ME
1 B ?,o&7,#4FJhDT
1 C ,#6MsB|g,
1 D RQ~rJ ℄ ,W [ ;6 ,W e oY&+ ℄ ,

6 R Q o?, # ',9 # rect.hclust() 9 # B ,1
l ?, # m?"`?W,1~Æ y
rect.hclust(tree, k = NULL, which = NULL, x = NULL, h = NULL,
484 4C T#k (I)
border = 2, cluster = NULL)
o tree  hclust op,7 k ,#  h eo,"`h
5kp,,\ h. border # m3A℄UF|,bW
R Q EbA,Wko ( 8.7), %>k y U| k = 3, 
tO 8 72N
plclust(hc, hang=-1); re<-rect.hclust(hc, k=3)
*&j
(x ),  7f (x ), _Zf (x ), Zf (x ) k y 4lI{ (x ) y
1 2 3 4 8

4XQ s (x ), K u (x ), I u (x ) k y 4U e FN e 8.6  
5 6 7
0.7
0.5
0.3
Height

0.1

Éí¸ß x1

ÐØ¿í x8

ÐØΧ x7

ÌåÖØ x5
ÊÖ±Û³¤ x2

ÉÏÖ«³¤ x3

ÏÂÖ«³¤ x4

¾±Î§ x6

d
hclust (*, "complete")

e 8.6:  Q EbA, e W1
6_tOo plclust() 9# .lrh e ,9 #  plot() 9#
 X e F>_D[ Q ~Æ  N
plclust(tree, hang=0.1, unit=FALSE, level=FALSE, hmin=0,
square=TRUE, labels=NULL, plot. = TRUE,
axes = TRUE, frame.plot = FALSE, ann = TRUE,
main = "", sub = NULL, xlab=NULL, ylab="Height")
o tree  hclust() 9 # op,R4 A R #  plot() 9 # o,R # +
℄
9. n
 8.2 Wk 485

Xl[ Q ,|7#X< ,Wk, [

 8.8 _ 8.6 OM 1999 ÆA 31 um
?#;$ 
zX!o
HAÆZ$ E u.2 ^ (℄ J)  E u ℄ J~
x — s
1 x — 9K O h
4 x — Z:p`\1ae 6

x — ;< x — nA\A' x —
3
x — Xh V PMae
2 5 7

x — rbae
\ ` PG { =L<!L) L Ward OLCv';J <\g
3 8

6 8.6: 31 gt5# LFP  P~n

x1 x2 x3 x4 x5 x6 x7 x8
+F 2959.19 730.79 749.41 513.34 467.87 1141.82 478.42 457.64
S? 2459.77 495.47 697.33 302.87 284.19 735.97 570.84 305.08
C+ 1495.63 515.90 362.37 285.32 272.95 540.58 364.91 188.63
Y 1046.33 477.77 290.15 208.57 201.50 414.72 281.84 212.10
pR" 1303.97 524.29 254.83 192.17 249.81 463.09 287.87 192.96
w 1730.84 553.90 246.91 279.81 239.18 445.20 330.24 163.86
v& 1561.86 492.42 200.49 218.36 220.69 459.62 360.48 147.76
D4& 1410.11 510.71 211.88 277.11 224.65 376.82 317.61 152.85
_5 3712.31 550.74 893.37 346.93 527.00 1034.98 720.33 462.03
&1 2207.58 449.37 572.40 211.92 302.09 585.23 429.77 252.54
N& 2629.16 557.32 689.73 435.69 514.66 795.87 575.76 323.36
 1844.78 430.29 271.28 126.33 250.56 513.18 314.00 151.39
u# 2709.46 428.11 334.12 160.77 405.14 461.67 535.13 232.29
& 1563.78 303.65 233.81 107.90 209.70 393.99 509.39 160.12
Y 1675.75 613.32 550.71 219.79 272.59 599.43 371.62 211.84
Cl 1427.65 431.79 288.55 208.14 217.00 337.76 421.31 165.32
R+ 1783.43 511.88 282.84 201.01 237.60 617.74 523.52 182.52
486 ( E KPEb\g (I)
6 8.6(N): 31 gt5# LFP  P~n
x1 x2 x3 x4 x5 x6 x7 x8
Rl 1942.23 512.27 401.39 206.06 321.29 697.22 492.60 226.45
+ 3055.17 353.23 564.56 356.27 811.88 873.06 1082.82 420.81
+ 2033.87 300.82 338.65 157.78 329.06 621.74 587.02 218.27
5l 2057.86 186.44 202.72 171.79 329.65 477.17 312.93 279.19
s3 2303.29 589.99 516.21 236.55 403.92 730.05 438.41 225.80
+ 1974.28 507.76 344.79 203.21 240.24 575.10 430.36 223.46
0v 1673.82 437.75 461.61 153.32 254.66 445.59 346.11 191.48
.l 2194.25 537.01 369.07 249.54 290.84 561.91 407.70 330.95
U 2646.61 839.70 204.44 209.11 379.30 371.04 269.59 389.33
[ 1472.95 390.89 447.95 259.51 230.61 490.90 469.10 191.34
 7 1525.57 472.98 328.90 219.86 206.65 449.69 249.66 228.19
+5 1654.69 437.77 258.78 303.00 244.93 479.53 288.56 236.51
w 1375.46 480.99 273.84 317.32 251.08 424.75 228.73 195.93
?' 1608.82 536.05 432.46 235.82 250.28 541.30 344.85 214.40
` O # Z6Wk[#y℄ .2RO>6| # Z6
# },0R # ZA[BM hclust() Wk plot() 9
# X{ e M rect.hclust() %27kp 5 
X +, R tO (tO_ exam0808.R).
#### P*D$(*
X<-data.frame(
x1=c(2959.19, 2459.77, 1495.63, 1046.33, 1303.97, 1730.84,
1561.86, 1410.11, 3712.31, 2207.58, 2629.16, 1844.78,
2709.46, 1563.78, 1675.75, 1427.65, 1783.43, 1942.23,
3055.17, 2033.87, 2057.86, 2303.29, 1974.28, 1673.82,
2194.25, 2646.61, 1472.95, 1525.57, 1654.69, 1375.46,
1608.82),
x2=c(730.79, 495.47, 515.90, 477.77, 524.29, 553.90, 492.42,
 8.2 <\g 487

510.71, 550.74, 449.37, 557.32, 430.29, 428.11, 303.65,

613.32, 431.79, 511.88, 512.27, 353.23, 300.82, 186.44,
589.99, 507.76, 437.75, 537.01, 839.70, 390.89, 472.98,
437.77, 480.99, 536.05),
x3=c(749.41, 697.33, 362.37, 290.15, 254.83, 246.91, 200.49,
211.88, 893.37, 572.40, 689.73, 271.28, 334.12, 233.81,
550.71, 288.55, 282.84, 401.39, 564.56, 338.65, 202.72,
516.21, 344.79, 461.61, 369.07, 204.44, 447.95, 328.90,
258.78, 273.84, 432.46),
x4=c(513.34, 302.87, 285.32, 208.57, 192.17, 279.81, 218.36,
277.11, 346.93, 211.92, 435.69, 126.33, 160.77, 107.90,
219.79, 208.14, 201.01, 206.06, 356.27, 157.78, 171.79,
236.55, 203.21, 153.32, 249.54, 209.11, 259.51, 219.86,
303.00, 317.32, 235.82),
x5=c(467.87, 284.19, 272.95, 201.50, 249.81, 239.18, 220.69,
224.65, 527.00, 302.09, 514.66, 250.56, 405.14, 209.70,
272.59, 217.00, 237.60, 321.29, 811.88, 329.06, 329.65,
403.92, 240.24, 254.66, 290.84, 379.30, 230.61, 206.65,
244.93, 251.08, 250.28),
x6=c(1141.82, 735.97, 540.58, 414.72, 463.09, 445.20, 459.62,
376.82, 1034.98, 585.23, 795.87, 513.18, 461.67, 393.99,
599.43, 337.76, 617.74, 697.22, 873.06, 621.74, 477.17,
730.05, 575.10, 445.59, 561.91, 371.04, 490.90, 449.69,
479.53, 424.75, 541.30),
x7=c(478.42, 570.84, 364.91, 281.84, 287.87, 330.24, 360.48,
317.61, 720.33, 429.77, 575.76, 314.00, 535.13, 509.39,
371.62, 421.31, 523.52, 492.60, 1082.82, 587.02, 312.93,
438.41, 430.36, 346.11, 407.70, 269.59, 469.10, 249.66,
288.56, 228.73, 344.85),
x8=c(457.64, 305.08, 188.63, 212.10, 192.96, 163.86, 147.76,
152.85, 462.03, 252.54, 323.36, 151.39, 232.29, 160.12,
211.84, 165.32, 182.52, 226.45, 420.81, 218.27, 279.19,
488 4C T#k (I)
225.80, 223.46, 191.48, 330.95, 389.33, 191.34, 228.19,
236.51, 195.93, 214.40),
+F ", " S ? ", " C+ ", " Y ", " pR" ",
row.names=c("
" w ", " v& ", " D4& ", " _5 ", " & 1 ", " N& ",
"  ", " u# ", " & ", " Y ", " Cl ", " R+ ",
" Rl ", " + ", " + "," 5l ", " s3 ", " + ",
" 0v ", " .l "," U ", " [ ", "  7 ", " +5 ",
" w ", " ?' ")
)
#### "_Æqe;4
d <- dist(scale(X))
hc1 <- hclust(d); hc2 <- hclust(d, "average")
hc3 <- hclust(d, "centroid"); hc4 <- hclust(d, "ward")
#### |a;5w  (d\Ækw k)
opar<-par(mfrow=c(2,1), mar=c(5.2,4,0,0))
plclust(hc1, hang=-1); re1<-rect.hclust(hc1, k=5, border="red")
plclust(hc2, hang=-1); re2<-rect.hclust(hc2, k=5, border="red")
par(opar)
72N e 8.7  
If\[*&,kD 
jg
U
j
C+YpR" wv&D4&& 1  u#&
YClR+Rl+5ls3+ 0v.l[
7 +5w?'
jY
+
j
S ?N&
j.
+F_5
Ia[*&,kD 
jg
U
par(opar)
plclust(hc4,hang=-1); re4<-rect.hclust(hc4,k=5,border="red")
plclust(hc3,hang=-1); re3<-rect.hclust(hc3,k=5,border="red")
opar<-par(mfrow=c(2,1), mar=c(5.2,4,0,0))

####

j.
+FN&
j
_5
jY
+

j
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XiZang XiZang
HaiNan JiangXi
JiangXi AnHui
FuJian GuiZhou
GuangXi HaiNan
Shan3Xi FuJian
HuNan GuangXi
HuBei HeNan
SiChuan Shan3Xi
ShanDong GanSu

8.2
HeBei Shan1Xi

hclust (*, "complete")

hclust (*, "average")
XinJiang NeiMengGu

Wk
AnHui QingHai
GuiZhou NingXia

Province

Province
QingHai JiLin
NingXia LiaoNing
GanSu HeiLongJiang
Shan1Xi ChongQing
NeiMengGu JiangSu
HeNan YunNan
JiLin HuNan
LiaoNing HuBei
HeiLongJiang SiChuan
TianJing ShanDong
ChongQing HeBei
JiangSu XinJiang
YunNan GuangDong
GuangDong TianJing
ShangHai ZheJiang
BeiJing BeiJing
ZheJiang ShangHai

489
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ShangHai TianJing
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XiZang JiangXi
TianJing GuangXi

4C T#k (I)

ChongQing ChongQing
JiangSu YunNan
YunNan JiangSu
HuNan ShanDong
HuBei AnHui

hclust (*, "centroid")

SiChuan GuiZhou

hclust (*, "ward")

ShanDong Shan3Xi
HeBei HuNan

Province

Province
XinJiang HuBei
GanSu SiChuan
Shan1Xi HeNan
NeiMengGu QingHai
QingHai NingXia
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JiLin LiaoNing
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HeiLongJiang GanSu
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Shan3Xi GuangDong
HaiNan ShangHai
FuJian BeiJing
GuangXi ZheJiang
 8.2 Wk 491

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o x  # Zp,USm # Z| centers W, # mK z
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M4 kmeans() 9#BE Wy #X, [3., # R: y 5.
8 [R: "Hartigan-Wong", |>q E 
km <- kmeans(scale(X), 5, nstart = 20); km
*&
K-means clustering with 5 clusters of sizes 1, 1, 16, 10, 3
Cluster means:
x1 x2 x3 x4 x5
1 1.8042004 -1.12776493 0.9368961 1.2959544 3.90904835
2 1.1255255 2.91079330 -1.0645632 -0.4082114 0.53291392
3 -0.7008593 -0.33291790 -0.5450901 -0.2500165 -0.54749319
4 0.2646918 0.04585518 0.2487958 -0.3405821 -0.01812541
5 1.8790347 1.02836873 2.1203833 2.1727806 1.49972764
x6 x7 x8
1 1.6014419 3.8803141 2.01876530
2 -1.0476079 -0.9562089 1.66126641
3 -0.6131804 -0.5420723 -0.57966702
4 0.2587437 0.2874133 -0.02413414
5 2.2232050 0.9583064 1.94532737
Clustering vector:
+F S ? C+ Y pR" w v& D4& _5 & 1 N&
5 4 3 3 3 3 3 3 5 4 5
 u# & Y Cl R+ Rl + + 5l s3
3 4 3 4 3 4 4 1 4 3 4
+ 0v .l U [  7 +5 w ?'
4 3 4 2 3 3 3 3 3
Within cluster sum of squares by cluster:
 m8 E 493

[1] 0.00000 0.00000 30.14432 22.12662 10.19134

Available components:
[1] "cluster" "centers" "withinss" "size"
M size C  , #  means C  ,a` Clustering C  WM
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1 I 8.11 261.01 13.23 7.36

2 I 9.36 185.39 9.02 5.99
3 I 9.85 249.58 15.61 6.11
4 I 2.55 137.13 9.21 4.35
5 I 6.01 231.34 14.27 8.79
6 I 9.64 231.38 13.03 8.53
7 I 4.11 260.25 14.72 10.02
8 I 8.90 259.91 14.16 9.79
9 I 7.71 273.84 16.01 8.79
10 I 7.51 303.59 19.14 8.53
11 I 8.06 231.03 14.41 6.15
12 II 6.80 308.90 15.11 8.49
13 II 8.68 258.69 14.02 7.16
14 II 5.67 355.54 15.03 9.43
17 II 3.71 316.32 17.12 8.17
17 II 5.37 274.57 16.75 9.67
18 II 9.89 409.42 19.47 10.49
19 III 5.22 330.34 18.19 9.61
 m8 E 495

6 8.8(N): 3
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 <` 1x x 2 x3 x4
20 III 4.71 331.47 21.26 13.72
21 III 4.71 352.50 20.79 11.00
22 III 3.36 347.31 17.90 11.19
23 III 8.27 189.56 12.74 6.94

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 6.53 31.59 11.04 o 0.81 13.85 25.44
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
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v
Var(Zi ) = aTi Σai , i = 1, 2, · · · , p, (9.2)
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497
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 . 
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i i

2. +K fP"
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    
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 2  
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 .   . 
Zp λp

Z = QT X, (9.5)

 t
ν = E(Z) = E(QT X) = QT E(X) = QT µ,
Var(Z) = QT Var(X)Q = QT ΣQ = Λ.

{pk, _
(2)

tr(Λ) = tr(QT ΣQ) = tr(ΣQQT ) = tr(Σ),
 9.1 {pkk 499

 t p p p p
m
X X X X
λi = σii Var(Zi ) = Var(Xi ).
i=1 i=1 i=1 i=1

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1 2 p

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|
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 t
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√
Cov(Xj , Zi) λi
ρ(Xj , Zi) = p p = √ qji, j, i = 1, 2, · · · , p. (9.9)
Var(Xj ) Var(Zi ) σjj

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> X
· · ·, Zm 1 2 m j

,'= y ρ , | 2
j·1···m

m
X m
X
ρ2j·1···m = ρ2 (Xj , Zi ) = 2
λi qji /σjj . (9.10)
i=1 i=1

R  (9.7) 99 _*&

2 2 2
σjj = qj1 λ1 + qj2 λ2 + · · · + qjp λp , (9.11)

 q + q + · · · + q = 1, # σ |_ λ , λ , · · · , λ ,<a
2
j1
2
j2
2
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  (9.10)–  (9.11), ot*& Z , Z , · · · , Z R X ,'= 1 2 p j

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X X
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i=1 i=1

(5)$
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 (9.5) iotC  p
Zi = q1i X1 + q2i X2 + · · · + qpi Xp ,

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3. U&k  P
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a.,ROl$
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Xj − µ j
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σjj

%B X = (X , X , · · · , X ) , _USS X ,+'US R.

∗ ∗
1
∗
2
∗ T
p

Æ+'US R {Y%{,{pk [Æ< _S Σ {Y,%{,{pk

[ n = , F**&,{pk,l:Hl6
 9.1 {pkk 501

h λ ≥ λ ≥ · · · ≥ λ ≥ 0 y +'US R , p  K T` a , a , · · · , a y
∗
1
∗
2
∗
p
∗
1
∗
2
∗
p
+, ~K T3*+TV*;+, p {pk y
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Z ∗ = Q∗ T X ∗ .

'+'US R ,{pkNHl
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1
∗
2
∗
p
p
P
(2) λ∗i = p.
i=1

(3) > X {pk Z [,+' #

∗
j
∗
i
p
ρ(Xj∗ , Zi∗ ) = ∗
λ∗i qji , j, i = 1, 2, · · · , p.

(4) {pk Z , Z , · · · , Z R X ,'=

∗
1
∗
2
∗
m
∗
j

m
X m
X
ρ2j·1···m = ρ2 (Xj∗ , Zi∗ ) = λ∗i qji
2
.
i=1 i=1

(5)
p p
X X
ρ2j·1···p = ρ 2
(Xj∗ , Zi∗ ) = 2
λi qji = 1.
i=1 i=1

9.1.2 d1 + K
#X I ,  Q {pkV6| P ol  Q ,< _S Σ m+
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   T

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  X(2) 
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 . . .   .. 


xn1 xn2 · · · xnp T
X(n)
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o X Cf1#ZUS,G X Cf1#ZUS,# tf1
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, _US S y
n
1 X

T
S = X(k) − X X(k) − X = (sij )p×p ,
n − 1 k=1

o
n
1X
X = X(k) = (x̄1 , x̄2 , · · · , x̄p )T ,
n k=1
n
1 X
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n − 1 k=1

{f1,+'US R y
n
1 X ∗ ∗ T
R= X X = (rij )p×p ,
n − 1 k=1 (k) (k)

o
 
∗ xk1 − x̄1 xk2 − x̄2 xkp − x̄p
X(k) = √ , √ ,···, √ ,
s11 s22 spp
sij
rij = √ , i, j = 1, 2, · · · , p.
sii sjj

1. U S P
K + K
h λ ≥ λ ≥ · · · ≥ λ ≥ 0 yf1< _S S ,KT` a , a , · · · , a y+
1 2 p 1 2 p

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T
i
x = (x , x , · · · , x ) . /
1 2 p
T

z = (z1 , z2 , · · · , zp )T = (a1 , a2 , · · · , ap )T x = QT x,

o Q = (a , a , · · · , a ) = (q )
1 2 p ij p×p .

X9f1{pk/
Z(k) = QT X(k) ,
 9.1 {pkk 503

~f1{pk y
   T
  T

z11 z12 ··· z1p Z(1) X(1) Q
z  T   T 
 21 z22 ··· z2p 
  Z(2)   X(2) Q 
Z =  .. .. ..  =  ..   
 =  ..  = XQ
 . . .    .   . 
zn1 zn2 · · · znp T
Z(n) T
X(n) Q
= [Xa1 , Xa2 , · · · , Xap ] = [Z1 , Z2 , · · · , Zp ],

o Z C  f1{pk,G Z C  f1{pk,#
(k) j

Rf1{pkNHl
(1) Var(Zj ) = λj , j = 1, 2, · · · , p.
(2) Cov(Zi , Zj ) = 0, i, j = 1, 2, · · · , p, i 6= j.
(3) f1 _ p p
X X
sjj = λj .
j=1 j=1

(4) Xj  Z ,f1+' #
i
√
λi
r(Xj , Zi ) = √ qji, j, i = 1, 2, · · · , p.
sjj

6|oee%f1 # ZoA[MJ0f1< _S S. j:o

A[ # ZUS  
(X(1) − X)T
 (X(2) − X)T 
T  
X − 1X =  .. ,
 . 
(X(n) − X)T
o 1 = (1, 1, · · · , 1) T
∈ Rn , R,{pk # Z y
   T
  
z11 z12 · · · z1p Z(1) (X(1) − X)T Q
z  T  
 21 z22 · · · z2p 
  Z(2)   (X(2) − X)T Q 

Z =  .. .. 
..  =  ..   = .. .
 . . .   .   . 
zn1 zn2 · · · znp T
Z(n) (X(n) − X)T Q

2. U R P
K + K
504 4QC T#k (II)
h λ ≥ λ ≥ · · · ≥ λ ≥ 0 y f1+'US R , K T` a , a , · · · , a y
∗
1
∗
2
∗
p
∗
1
∗
2
∗
p
+, ~K T3*4V*
/
∗
Z(i) = QT X(i)
∗
,

o Q = (a , a , · · · , a ), ~f1{pk y
∗
1
∗
2
∗
p
 ∗ ∗ ∗
  ∗ T
  ∗ T

z11 z12 ··· z1p Z(1) X(1) Q
 ∗ ∗ ∗   ∗ T  ∗ T 
 z21 z22 ··· z2p   Z(2)
  X(2) Q 
Z ∗
= 
 .. .. ..  
= .
=
  ..  = X∗ Q

 . . .   ..   . 
∗
zn1 ∗
zn2 · · · znp ∗ ∗ T ∗ T
Z(n) X(n) Q
∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗
= [X a1 , X a2 , · · · , Xap ] = [Z1 , Z2 , · · · , Zp ],

o Z C  f1{pk,G Z C  f1{pk,#
∗
(k)
∗
j

Rf1{pkNHl
(1) Var(Zj∗ ) = λ∗j , j = 1, 2, · · · , p.
(2) Cov(Zi∗ , Zj∗ ) = 0, i, j = 1, 2, · · · , p, i 6= j.
Pp
(3) λ∗j = 1.
j=1

(4) Xj∗  Z ,f1+' #

∗
i

p
r(Xj∗, Zi∗ ) = λi qji , j, i = 1, 2, · · · , p.

9.1.3 &f R 1~kIn

X< {pkk',9 # 
1. princomp 1~

{pkk{h,9 # princomp() 9 # ~Æ y

princomp(formula, data = NULL, subset, na.action, ...)
o formula N0>, (,d-k _k0>).
data # Z| ( , d-k _k). mK
princomp(x, cor = FALSE, scores = TRUE, covmat = NULL,
subset = rep(TRUE, nrow(as.matrix(x))), ...)
 9.1 .
\\g 505

o x {pkk, # Zt # `USm # Z|,F  { cor A

x>! cor=TRUE C  f1,+'US R {pkk! cor=FALSE
(>q`) C  f1,< _S S {pkk covmat < _SN2
# ZJ x O o< _S O  A R # ,wz6*%}
prcomp() 9 # ,wz~ [ princomp() 9 # + ℄ 

2. summary 1~

summary() d-ko,[+ ℄ g, O 9{pk,B

Æ y
summary(object, loadings = FALSE, cutoff = 0.1, ...)
o object  princomp() *&,R4 loadings Ax>! loadings
= TRUE C  %  loadings ,pL ([ Q 7z6X, loadings() 9 #), !
loadings = FALSE ;J%  

3. loadings 1~

loadings() 9 # %  {pkkm~ko loadings(3>~

k) ,pL6{pkkopL|_ {pkR,#|#Xk
,V*US Q. 6~kopLS 3>~US loadings() 9#
,~Æ y
loadings(x)
o x 9 # princomp() m factanal()(~k) *&,R4
4. predict 1~

predict() 9 # !Y{pk,` ( , d-ko,~ [), ~

Æ y
predict(object, newdata, ...)
o object  princomp() *&,R4 newdata !Y`p, # Z
|! newdata >qy!Yq # Z,{pk`
5. screeplot 1~

screeplot() 9 # X{{pk, < x e ~Æ y

screeplot(x, npcs = min(10, length(x$sdev)),
506 ( KPEb\g (II)
type = c("barplot", "lines"),
main = deparse(substitute(x)), ...)
o x  princomp() *&,R4 npcs X{,{pk, #  type
YX{,<xe ,E "barplot" ℄ eE "lines" ℄*eE
6. biplot 1~

biplot() X{ # Z'{pk,V6 e $A6{pk, 3

~Æ y
biplot(x, choices = 1:2, scale = 1, pc.biplot = FALSE, ...)
o x  princomp() *&,R4 choices R:,{pk>q` 4
1 4 2 {pk pc.biplot Ax> (>q` y FALSE), ! pc.biplot=TRUE,
 Gabriel (1971) O {,X e [
7. n

Xl ( ℄#X< ,9 # ,~ [
 9.1 (oToj Q+ 1bA,{pkk)
u$!%F=ÆP 30 |!ksJ)io (X ) 9) (X ) T
(X ) Ko (X ), O _ 9.1 )zC 30 |$!ki9 ^ I
1 2

3 4

.
\\g
` # Z|,F  O # Z princomp() {pkk#X,k
R:+'US{pkkB ~MR:,R # cor=TRUE. 
M summary() #{{pkk,`MR: loadings=TRUE. t +,
tO (tO_ exam0901.R).
#### P*D$(*
> student<-data.frame(
X1=c(148, 139, 160, 149, 159, 142, 153, 150, 151, 139,
140, 161, 158, 140, 137, 152, 149, 145, 160, 156,
151, 147, 157, 147, 157, 151, 144, 141, 139, 148),
X2=c(41, 34, 49, 36, 45, 31, 43, 43, 42, 31,
29, 47, 49, 33, 31, 35, 47, 35, 47, 44,
42, 38, 39, 30, 48, 36, 36, 30, 32, 38),
 9.1 .
\\g 507

6 9.1: 30 & $ Ye C  5~n

 X1 X2 X
3 X  X X
4 1 2 X3 X4
1 148 41 72 78 16 152 35 73 79
2 139 34 71 76 17 149 47 82 79
3 160 49 77 86 18 145 35 70 77
4 149 36 67 79 19 160 47 74 87
5 159 45 80 86 20 156 44 78 85
6 142 31 66 76 21 151 42 73 82
7 153 43 76 83 22 147 38 73 78
8 150 43 77 79 23 157 39 68 80
9 151 42 77 80 24 147 30 65 75
10 139 31 68 74 25 157 48 80 88
11 140 29 64 74 26 151 36 74 80
12 161 47 78 84 27 144 36 68 76
13 158 49 78 83 28 141 30 67 76
14 140 33 67 77 29 139 32 68 73
15 137 31 66 73 30 148 38 70 78

X3=c(72, 71, 77, 67, 80, 66, 76, 77, 77, 68,
64, 78, 78, 67, 66, 73, 82, 70, 74, 78,
73, 73, 68, 65, 80, 74, 68, 67, 68, 70),
X4=c(78, 76, 86, 79, 86, 76, 83, 79, 80, 74,
74, 84, 83, 77, 73, 79, 79, 77, 87, 85,
82, 78, 80, 75, 88, 80, 76, 76, 73, 78)
)

#### e__mm:X=%m:t
> student.pr <- princomp(student, cor = TRUE)
> summary(student.pr, loadings=TRUE)
Importance of components:
Comp.1 Comp.2 Comp.3 Comp.4
508 4QC T#k (II)
Standard deviation 1.8817805 0.55980636 0.28179594 0.25711844
Proportion of Variance 0.8852745 0.07834579 0.01985224 0.01652747
Cumulative Proportion 0.8852745 0.96362029 0.98347253 1.00000000

Loadings:
Comp.1 Comp.2 Comp.3 Comp.4
X1 -0.497 0.543 -0.450 0.506
X2 -0.515 -0.210 -0.462 -0.691
X3 -0.481 -0.725 0.175 0.461
X4 -0.507 0.368 0.744 -0.232
6_tOo^ student.pr <- princomp(student, cor = TRUE) o
t p student.pr <- princomp(~X1+X2+X3+X4, data=student, cor=TRUE),
K .,
summary() 9 # #{!{pkk,shB Standard deviation G
C  , {pk,A_|{pk, _,f iS +S, K T` λ , 1

λ , λ , λ ,f  Proportion of Variance GC  , _,'=

2 3 4

Cumulative Proportion GC  , _, s'=

6 summary 9#,R#oR9! loadings=TRUE, ~#{! loadings
(3>) ,pLB |_ {pkR$
> X , X , X , X , # |# 1 2 3 4

X< ,US Q. ~*&

Z1∗ = −0.497X1∗ − 0.515X2∗ − 0.481X3∗ − 0.507X4∗ ,
Z2∗ = 0.543X1∗ − 0.210X2∗ − 0.725X3∗ + 0.368X4∗ ,

#{pk, s'=q& 96%, .mX{pkotd;&)

z ,g,
4 1 {pkR # ,s=F+ ℄ `6 0.5 B℄ !oTojN
tKj Q
,ToA , 4 Mk,wF3.~4 1 {pk
,`S.7 (~y#a y z`); VjN7,ToA , 4 Mk,wF3.
7~4 1 {pk`R`S.Qm4 1 {pky7~4 2 {p
k
KuK,_4 2 {pk`,ToC℄To “
”, V4 2 {pk
`,7,ToC℄To “”, ~m4 2 {pk yQ F~
 9.1 .
\\g 509

Qglf1,{pk,` ( predict() 9 #).

#### eSZ

> predict(student.pr)
Comp.1 Comp.2 Comp.3 Comp.4
1 0.06990950 -0.23813701 -0.35509248 -0.266120139
2 1.59526340 -0.71847399 0.32813232 -0.118056646
3 -2.84793151 0.38956679 -0.09731731 -0.279482487
4 0.75996988 0.80604335 -0.04945722 -0.162949298
5 -2.73966777 0.01718087 0.36012615 0.358653044
6 2.10583168 0.32284393 0.18600422 -0.036456084
7 -1.42105591 -0.06053165 0.21093321 -0.044223092
8 -0.82583977 -0.78102576 -0.27557798 0.057288572
9 -0.93464402 -0.58469242 -0.08814136 0.181037746
10 2.36463820 -0.36532199 0.08840476 0.045520127
11 2.83741916 0.34875841 0.03310423 -0.031146930
12 -2.60851224 0.21278728 -0.33398037 0.210157574
13 -2.44253342 -0.16769496 -0.46918095 -0.162987830
14 1.86630669 0.05021384 0.37720280 -0.358821916
15 2.81347421 -0.31790107 -0.03291329 -0.222035112
16 0.06392983 0.20718448 0.04334340 0.703533624
17 -1.55561022 -1.70439674 -0.33126406 0.007551879
18 1.07392251 -0.06763418 0.02283648 0.048606680
19 -2.52174212 0.97274301 0.12164633 -0.390667991
20 -2.14072377 0.02217881 0.37410972 0.129548960
21 -0.79624422 0.16307887 0.12781270 -0.294140762
22 0.28708321 -0.35744666 -0.03962116 0.080991989
23 -0.25151075 1.25555188 -0.55617325 0.109068939
24 2.05706032 0.78894494 -0.26552109 0.388088643
25 -3.08596855 -0.05775318 0.62110421 -0.218939612
26 -0.16367555 0.04317932 0.24481850 0.560248997
27 1.37265053 0.02220972 -0.23378320 -0.257399715
510 4QC T#k (II)
28 2.16097778 0.13733233 0.35589739 0.093123683
29 2.40434827 -0.48613137 -0.16154441 -0.007914021
30 0.50287468 0.14734317 -0.20590831 -0.122078819
Æ4 1 {pkg.7,~` 25 =f1 3 =f1 5 =f1
~(℄M~TojN V 11 =f1 15 =f1 29 =f1,,`.
( ℄M~TojN  7
Æ4 2 {pkg.,~` 23 =f1 19 =f1 4 =f1
~ ( ℄M~To   “
” EV 17 =f1 8 =f1 2 =f1,,
`.7( ℄M~TojN   “” E
X{{pk,, < x e 
> screeplot(student.pr,type="lines")
R # R:,℄*E e FN e 9.1  
student.pr
3.5
3.0
2.5
Variances

2.0
1.5
1.0
0.5
0.0

Comp.1 Comp.2 Comp.3 Comp.4

e 9.1: 30 _oToj Q bA # Z{pk, < x e

`otX{'4 1 {pk4 2 {pkf1,V6 e  e FN e 9.2 
  ÆV6 e otELvg{h:To  
 EN 25 =Toh
:TojN  7EN 11 =m 15 =h:To   “
” EN 23 =
 9.1 {pkk 511

−6 −4 −2 0 2 4

0.4
23

4
19
4 24

0.2

2
X1 3
X4 6 11
12 21 1630 28
0.0 5 20 26 2714

0
Comp.2

25 7 18
X2 13
1
22 1015

−2
29
−0.2

X3 9
8 2

−4
−0.4

−6
17

−0.4 −0.2 0.0 0.2 0.4

Comp.1

e 9.2: 30 _oToj Q bA # Z'4 1 {pk4 2 {pk,V6 e

h:To   “” EN 17 =`h:To  Ve Q FN 26 =.
.
9.1.4 +K 1ftw
Ml75( P  y {pkk,l >k P .l
{pkd- P 
1. + K

 9.2 C 128 u
Æ>$ij| sJoHvs # 16 ^io (X ) 
Ko (X ) T (X ) Go (X ) , { (X ) r (X )  { (X ) V
1

T (X ) 2 (X ) (T (X ) ^& (X ) ^/ (X ) { (X ) ;

2 3 4 5 6 7

T (X ) 0T (X ) K; (X ). 16 ^$| R O_ 9.2 )z (S

8 9 10 11 12 13

W|~C  $wrWo i \). | R K|.
\\

14 15 16

gC 16  ^ |\<
512 ( KPEb\g (II)
6 9.2: 16 C   5~nf&k 
X1 X2 X3 X4 X5 X6 X7 X8 X9 X10 X11 X12 X13 X14 X15 X16
X1 1.00
X2 0.79 1.00
X3 0.36 0.31 1.00
X4 0.96 0.74 0.38 1.00
X5 0.89 0.58 0.31 0.90 1.00
X6 0.79 0.58 0.30 0.78 0.79 1.00
X7 0.76 0.55 0.35 0.75 0.74 0.73 1.00
X8 0.26 0.19 0.58 0.25 0.25 0.18 0.24 1.00
X9 0.21 0.07 0.28 0.20 0.18 0.18 0.29 -0.04 1.00
X10 0.26 0.16 0.33 0.22 0.23 0.23 0.25 0.49 -0.34 1.00
X11 0.07 0.21 0.38 0.08 -0.02 0.00 0.10 0.44 -0.16 0.23 1.00
X12 0.52 0.41 0.35 0.53 0.48 0.38 0.44 0.30 -0.05 0.50 0.24 1.00
X13 0.77 0.47 0.41 0.79 0.79 0.69 0.67 0.32 0.23 0.31 0.10 0.62 1.00
X14 0.25 0.17 0.64 0.27 0.27 0.14 0.16 0.51 0.21 0.15 0.31 0.17 0.26 1.00
X15 0.51 0.35 0.58 0.57 0.51 0.26 0.38 0.51 0.15 0.29 0.28 0.41 0.50 0.63 1.00
X16 0.21 0.16 0.51 0.26 0.23 0.00 0.12 0.38 0.18 0.14 0.31 0.18 0.24 0.50 0.65 1.00

`  O+'US4 princomp() R+'US{pkkM

X{>64l4X{pk,V6 e (tO_ exam0902.R)
#### (*P<
(q_
x<-c(1.00,
0.79, 1.00,
0.36, 0.31, 1.00,
0.96, 0.74, 0.38, 1.00,
0.89, 0.58, 0.31, 0.90, 1.00,
0.79, 0.58, 0.30, 0.78, 0.79, 1.00,
0.76, 0.55, 0.35, 0.75, 0.74, 0.73, 1.00,
0.26, 0.19, 0.58, 0.25, 0.25, 0.18, 0.24, 1.00,
0.21, 0.07, 0.28, 0.20, 0.18, 0.18, 0.29,-0.04, 1.00,
0.26, 0.16, 0.33, 0.22, 0.23, 0.23, 0.25, 0.49,-0.34, 1.00,
 9.1 +K 1 513

0.07, 0.21, 0.38, 0.08,-0.02, 0.00, 0.10, 0.44,-0.16, 0.23,

1.00,
0.52, 0.41, 0.35, 0.53, 0.48, 0.38, 0.44, 0.30,-0.05, 0.50,
0.24, 1.00,
0.77, 0.47, 0.41, 0.79, 0.79, 0.69, 0.67, 0.32, 0.23, 0.31,
0.10, 0.62, 1.00,
0.25, 0.17, 0.64, 0.27, 0.27, 0.14, 0.16, 0.51, 0.21, 0.15,
0.31, 0.17, 0.26, 1.00,
0.51, 0.35, 0.58, 0.57, 0.51, 0.26, 0.38, 0.51, 0.15, 0.29,
0.28, 0.41, 0.50, 0.63, 1.00,
0.21, 0.16, 0.51, 0.26, 0.23, 0.00, 0.12, 0.38, 0.18, 0.14,
0.31, 0.18, 0.24, 0.50, 0.65, 1.00)
#### (U^
names<-c("X1", "X2", "X3", "X4", "X5", "X6", "X7", "X8", "X9",
"X10", "X11", "X12", "X13", "X14", "X15", "X16")
#### X"_?rX
R<-matrix(0, nrow=16, ncol=16, dimnames=list(names, names))
for (i in 1:16){
for (j in 1:i){
R[i,j]<-x[(i-1)*i/2+j]; R[j,i]<-R[i,j]
}
}
#### e__mm:
pr<-princomp(covmat=R); load<-loadings(pr)
#### xg5
plot(load[,1:2]); text(load[,1], load[,2], adj=c(-0.4, 0.3))
*&, e F e 9.3  
e 9.3 o_+,6gplB Q “f” |j
(X ) 
(X )  1 2

b
(X ) yf (X ) # (X )  f (X ) Kf (X ).
4 5 6 7 13

+,6gplB Q “u” |jI u (X ) - u (X ) J 3 8

(X ) 
u (X ) g u (X ) i J (X ).
11 14 15 16
514 ( KPEb\g (II)

0.2
1 5 7
4
2
13

0.1
9

0.0
Comp.2 12

−0.1

10
−0.2

15
−0.3

3
11
8 14 16

−0.35 −0.30 −0.25 −0.20 −0.15 −0.10

Comp.1

e 9.3: 16 >64l4X{pk,V6 e
o,6gplyQ FK TbA|#I (X ) M, (X ) { (X ). 9 10 12

2. + K >+

6d-klCo>I(3! >{&Ts*HyI7d- [
d-#,7Xs!l 92g._VQ{pkd-q pt℄0
d-,JXl ( ℄NA{pkd-F* NAptI7d
-,J
 9.3 ([1Ik # Z)
^|*BF Y \Wu?℄J Bx X ,  J X , BZJ X ( 1 2 3

YU 10 AL7) ℄$oxLM 1949 Æ 1959 Æ 11 ÆUO

_ 9.3 )z CÆJ
*;\g.
\;\g
` O # Z (Q # Z|F ), 4l *Hd- [d-k (tO
_ exam0903.R).
#### P*fD$(*
> conomy<-data.frame(
x1=c(149.3, 161.2, 171.5, 175.5, 180.8, 190.7,
 9.1 .
\\g 515

6 9.3: -gK 1~n

 X1 X2 X3 Y
1 149.3 4.2 108.1 15.9
2 161.2 4.1 114.8 16.4
3 171.5 3.1 123.2 19.0
4 175.5 3.1 126.9 19.1
5 180.8 1.1 132.1 18.8
6 190.7 2.2 137.7 20.4
7 202.1 2.1 146.0 22.7
8 212.4 5.6 154.1 26.5
9 226.1 5.0 162.3 28.1
10 231.9 5.1 164.3 27.6
11 239.0 0.7 167.6 26.3

202.1, 212.4, 226.1, 231.9, 239.0),

x2=c(4.2, 4.1, 3.1, 3.1, 1.1, 2.2, 2.1, 5.6, 5.0, 5.1, 0.7),
x3=c(108.1, 114.8, 123.2, 126.9, 132.1, 137.7,
146.0, 154.1, 162.3, 164.3, 167.6),
y=c(15.9, 16.4, 19.0, 19.1, 18.8, 20.4, 22.7,
26.5, 28.1, 27.6, 26.3)
)
#### e>E{s
> lm.sol<-lm(y~x1+x2+x3, data=conomy)
> summary(lm.sol)
Call:
lm(formula = y ~ x1 + x2 + x3, data = conomy)

Residuals:
Min 1Q Median 3Q Max
516 ( KPEb\g (II)
-0.52367 -0.38953 0.05424 0.22644 0.78313

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -10.12799 1.21216 -8.355 6.9e-05 ***
x1 -0.05140 0.07028 -0.731 0.488344
x2 0.58695 0.09462 6.203 0.000444 ***
x3 0.28685 0.10221 2.807 0.026277 *
---
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1

Residual standard error: 0.4889 on 7 degrees of freedom

Multiple R-Squared: 0.9919, Adjusted R-squared: 0.9884
F-statistic: 285.6 on 3 and 7 DF, p-value: 1.112e-07
Æ 8 72otg{U>*&d- t
Y = −10.12799 − 0.05140X1 + 0.58695X2 + 0.28685X3. (9.14)

k t (9.14), Y& B FJB d& P 1j Y Bw X 1 1

pa`VR # ,s= y ziS ( 1p,a`,

Bw
,aM|1 J+s,$~U>6 Ts*H (M
XQ%gg&7 K T`0C 0).
y ptTs*H,0R>{pkd- {pkk
#### e__mm:
> conomy.pr<-princomp(~x1+x2+x3, data=conomy, cor=T)
> summary(conomy.pr, loadings=TRUE)
Importance of components:
Comp.1 Comp.2 Comp.3
Standard deviation 1.413915 0.9990767 0.0518737839
Proportion of Variance 0.666385 0.3327181 0.0008969632
Cumulative Proportion 0.666385 0.9991030 1.0000000000
 9.1 .
\\g 517

Loadings:
Comp.1 Comp.2 Comp.3
x1 0.706 0.707
x2 -0.999
x3 0.707 -0.707
#{pkq& 99% ,'=4 1 {pk '1pa`6
j~m4 1 {pk y a5~4 2 {pkd~'m y ~~
w
λ3 = 0.05187378392 = 0.002690889 ≈ 0,

 t>6 Ts*H
X{pkd-  8 f1,{pk,!Y`F%4 1 {pk,!
Y`4 2 {pk,!Y`f6 # Z| conomy oBM4R{pkd-k
`/Æ  N
#### SZZJQ__mXe__mm:
> pre<-predict(conomy.pr)
> conomy$z1<-pre[,1]; conomy$z2<-pre[,2]
> lm.sol<-lm(y~z1+z2, data=conomy)
> summary(lm.sol)
Call:
lm(formula = y ~ z1 + z2, data = conomy)

Residuals:
Min 1Q Median 3Q Max
-0.89838 -0.26050 0.08435 0.35677 0.66863

Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 21.8909 0.1658 132.006 1.21e-14 ***
z1 2.9892 0.1173 25.486 6.02e-09 ***
z2 -0.8288 0.1660 -4.993 0.00106 **
---
518 4QC T#k (II)
Signif. codes: 0 ’***’ 0.001 ’**’ 0.01 ’*’ 0.05 ’.’ 0.1 ’ ’ 1

Residual standard error: 0.55 on 8 degrees of freedom

Multiple R-Squared: 0.9883, Adjusted R-squared: 0.9853
F-statistic: 337.2 on 2 and 8 DF, p-value: 1.888e-08
d- # d- ta [ 3dV*92%||*&d- t
Y = 21.8909 + 2.9892Z1∗ − 0.8288Z2∗.

_ t*& 0>{pk,'FJ <`  r

*&0>$>[,'
Y = β0∗ + β1∗ Z1∗ + β2∗ Z2∗ ,
Zi∗ = ai1 X1∗ + ai2 X2∗ + ai3 X3∗ ,
ai1 (X1 − x̄1 ) ai2 (X2 − x̄2 ) ai3 (X3 − x̄3 )
= √ + √ + √ , i = 1, 2,
s11 s22 s33

 t
   
a11 x̄1 a12 x̄2 a13 x̄3 a21 x̄1 a22 x̄2 a23 x̄3
Y = β0∗
− β1∗
√ + √ + √ ∗
− β2 √ + √ + √
s11 s22 s33 s11 s22 s33
∗ ∗ ∗ ∗ ∗ ∗
(β a11 + β a21 ) (β a12 + β a22 ) (β a13 + β a23 )
+ 1 √ 2 X1 + 1 √ 2 X2 + 1 √ 2 X3
s11 s22 s33
= β0 + β1 X1 + β2 X2 + β3 X3 , (9.15)

o
   
a11 x̄1 a12 x̄2 a13 x̄3 a21 x̄1 a22 x̄2 a23 x̄3
β0 = β0∗
− β1∗
√ + √ + √ − β2∗ √ + √ + √ ,(9.16)
s11 s22 s33 s11 s22 s33
∗ ∗
(β a1i + β a2i )
βi = 1 √ 2 , i = 1, 2, 3. (9.17)
sii

I  (9.16)–(9.17) :> 8  # ,9 #
#### eUzedTfV<fr;W $
> beta<-coef(lm.sol); A<-loadings(conomy.pr)
> x.bar<-conomy.pr$center; x.sd<-conomy.pr$scale
> coef<-(beta[2]*A[,1]+ beta[3]*A[,2])/x.sd
> beta0 <- beta[1]- sum(x.bar * coef)
 9.2 ~k 519

6tOo coef 9 # O 9d- #  loadings O 9{pkR, K T3

conomy.pr$center #Z,oAiS #Z X ,a`conomy.pr$scale
# Z,A_| s ,f ~*&+, #ii

> c(beta0, coef)

(Intercept) x1 x2 x3
-9.13010782 0.07277981 0.60922012 0.10625939
|d- t y
Y = −9.13010782 + 0.07277981X1 + 0.60922012X2 + 0.10625939X3. (9.18)

yR X , X , X , # a y V # 3$d- t (9.14) B 

1 2 3

9.2 p 4 Æ2
~k (factor analysis) {pkk, h +Y?B i T# _ k
o)z,lr [ lrk
U6CX&4,M,~,l_
aE~k ^P+'Sm< _S,pMn'B %T>B
y a # ~~t4&$
>~[,+''
~k' 20  z K. Pearson  C. Spearman .TK y ?z
Y?j, _ kg#~k6A TggTIT.Tm9*
!p,
9.2.1 q

X~ ( ℄NA~k9~aE

 9.4 UMt!k$!m
D s M n u!k$ p u!$
I (\), P
X , X , · · · , X _ z p u! (BOQ ^\J^# · · ·), X =
(x , x , · · · , x ) , (i = 1, 2, · · · , n) _ z( i u!k$ p !$
Ix2\g
1 2 p (i)
T
i1 i2 ip

.2SE3!k$!m
D
&RM:
"BG-jkotg{mg (>) Mkp
Xi = ai f + εi , i = 1, 2, · · · , p, (9.19)
520 4QC T#k (II)
o f R   X (i = 1, 2, · · · , p) F,~ (common factor), B C
i

 jq
/,~ # a m y ~3> (loading); ε mg (>)X K ,
i i i

K ~ (specific factor). MS l,~aE

BlLo~aE h +&T~,1|mg X  ,~
 m N#T h %~y~ 8 ~.kD y f , f , · · · , f , | 1 2 m

Xi = ai1 f1 + ai2 f2 + · · · + aim fm + εi , i = 1, 2, · · · , p. (9.20)

M m Jo(Y,TJ+',~ f , f , · · · , f (im y $~) l

1 2 m

K ~ ε Y  $
oY,+'> (mg)X , X , · · · , X , F8  kTo

i 1 2 p

,TqB Q, # a , a , · · · , a my~3>C  4 i mg6 m 

i1 i2 ip

X,C&MS l~aE

 9.5 Linden CJ~?3 D P#qA
$#\J+*LM 160
E? X , X , · · · , X \ `_ zqA
$ ^ ;#\?qA
:
~ 100 s><h<o 400 s 110 s-4= b ~ j<o^
1 2 10

3 1500 sx2\g.2SE3qA
$
I?Æ"P3
q7e$ G 
RMw1*kq1_ot-7M 5 K*YH7*YH i 
k+ XOl XFm y l~~ P o~kaE;

 9.6 vH9$ak>^(( (X ) 
( (X )  <℄t (X ) 
)i℄t (X ) erZ< (X ).  ^  v H9$h80
1 2 3

4 5

Æo T,Y}oYM1bA  ^ lIX,^ lIk y *

lIw*lI~M1bAfa  &~,0io~
k,aE; 
[ 3t_~otg&~k,{h Xl X5q
17[(Y _ %[y2',R4 (>mf1) B y a #
~~ (Jo(Y, : r>), t4&~$
>[,p6X
kR p >m n f1BGk
~kZ^PR4,J ℄ otk y R E Q E~k R E~
k^P> (bA) [,+''[ 3R>,+'Sm< _SpM7
,^PH{vi  >,~~ (mm{~$6~), tR
 9.2 ~k 521

>mf1BGk Q E~k^Pf1[,+''[ 3Rf1,

+,USpM7,^PH{vif1,~{h~ 4 (mmy{~). Mr
~k, [ lf,d {Y6J ℄  R EÆ>,+'S{Y
Q EÆf1,+ , US{YRl(Y # ZotZ| P ,Lh_?
QhlrE,~k
9.2.2 o 3 (L

1. ~Y(L

h X = (X , X , · · · , X ) o(Y, : r3*
1 2 p
T

E(X) = µ = (µ1 , µ2 , · · · , µp )T , Var(X) = Σ = (σij )p×p .

~k,l aE y


 X1 − µ1 = a11 f1 + a12 f2 + · · · + a1m fm + ε1



 X2 − µ2 = a21 f1 + a22 f2 + · · · + a2m fm + ε2
.. (9.21)

 .




Xp − µp = ap1 f1 + ap2 f2 + · · · + apm fm + εp

o f , f , · · · , f (m < p) y ~ ε , ε , · · · , ε yK ~B QF

1 2 m 1 2 p

Jo(Y, : r>~ f , f , · · · , f {&6Ol$
> X (i =

1 2 m i

1, 2, · · · , p) ,C  oo 8 y $
> ℄ [,~ 4 O~

f (j = 1, 2, · · · , m) l faR$
>p; B %-O K ~
j

O K ~ ε (i = 1, 2, · · · , p) AA{&6[+,4 i $
> X ,C
i i

  oB dRM$
>o%  (9.21) >pUSC  F 

X = µ + AF + ε, (9.22)

o F = (f , f , · · · , f ) y ~3 ε = (ε , ε , · · · , ε ) yK ~3

1 2 m
T
1 2 p
T

 A = (a ) y ~3>US[ eÆh
ij p×m

E(F ) = 0, Var(F ) = Im , (9.23)

E(ε) = 0, Var(ε) = D = diag(σ12 , σ22 , · · · , σp2 ), (9.24)
Cov(F, ε) = 0. (9.25)
522 4QC T#k (II)
_Æ?otg{~4J+'*[ ~ SK ~i4J
+'*~iJ+'
2. o 3 (LfP "

(1) Σ ,k8
Σ = AAT + D. (9.26)

(2) aEJ   ~ ,0R X ∗

= CX, ;
X ∗ = µ∗ + A∗ F ∗ + ε∗ ,

o µ ∗
= Cµ, A∗ = CA, F ∗ = F , ε∗ = Cε.
~3>J w l,h T l m 2V*US/ A
(3) ∗
= AT , F ∗ = T T F ,
;aE (9.22) oC y
X = µ + A∗ F ∗ + ε. (9.27)

~3>USJ w lR| <,[ eMl6[ 3~Q

~*?~<,|wz
3. o 3 5k  fLlm

(1)
m Cov(X , f ) = a .
Cov(X, F ) = A (9.28) i j ij

|~3> a 4 i >4 j ~,+' #  X f , f ,

ij i 1 2

· · ·, f ,*HB t # a , a , · · · , a K X o f , f , · · · , f
m i1 i2 im i 1 2 m

*HBC  ,tK
(2) / h = a , ;
P m
2 2
i ij
j=1

σii = h2i + σi2 , i = 1, 2, · · · , p. (9.29)

℄ !~R$
> X ,0otgp ~R X , _

h2i i i

'my> X ,℄K (communality) mH _ (common variance); V σ

i
2
i
K ~ ε R X , _'m y > X K _ (specifie variance). !
i i i

X y kqA[, : r> (σ = 1), y ii

h2i + σi2 = 1, i = 1, 2, · · · , p. (9.30)

 9.2 ~k 523

/g ;
p
P
2
(3) j = a2ij ,
i=1
p m p
X X X
Var(Xi ) = gj2 + σip . (9.31)
i=1 j=1 i=1

gj2℄ !~ f R X , X , · · · , X ,0 G~ f shH,l

j 1 2 p j

wKo Æy ~ f R X , X , · · · , X , _' j 1 2 p

9.2.3 ?~%L

h X , X , · · · , X l p z f1o X = (x , x , · · · , x ) . ;
(1) (2) (n) (i) i1 i2 ip
T

µ  Σ okD! y

m
n n
1X 1 X

T
X= X S= X −X X −X .
(i) (i) (i)
n i=1
n−1 i=1

y !#~aE h!~3>US A = (aij )p×m  K _US

D = diag(σ12 , σ22 , · · · , σp2 ). e,R # ! [NUr{pk[{~
[w , B[
1. +K 
hf1,< _S S , K T` y λ 1 ≥ λ2 ≥ · · · ≥ λp ≥ 0, + ~ V* K
T3 y l , l , · · · , l , ; S k8 
1 2 p
p
X
S= λi li liT .
i=1

!M p − m  K T`.7y S oC , 2k8p

S = λ1 l1 l1T + · · · + λm lm lm
T T
+ λm+1 lm+1 lm+1 + · · · + λp lp lpT
≈ λ1 l1 l1T + · · · + λm lm lm
T
+D
= AAT + D, (9.32)

o
p p p
A = ( λ1 l1 , λ2 l2 , · · · , λm lm ) = (aij )p×m (9.33)
D = diag(σ12 , σ22 , · · · , σp2 ), (9.34)
m
X
σi2 = sii − a2ij = sii − h2i , i = 1, 2, · · · , p. (9.35)
j=1
524 ( KPEb\g (II)
 (9.33)–(9.35) {, A  D S ~aE,l83>US A o,4
j # X ,4 j pk, # +_l- # λj (j = 1, 2, · · · , m). # 
p

(9.33)–(9.35) {,M8m y ~aE,{pk8

!+'> 9 ~ J ℄ yee R>A[A[>,f1<
_SS $
>,f1+'S R, 4 R R S, _,|o*{pk8
X>{{pk[, R tO (tO_ factor.analy1.R)
factor.analy1<-function(S, m){
p<-nrow(S); diag_S<-diag(S); sum_rank<-sum(diag_S)
rowname<-paste("X", 1:p, sep="")
colname<-paste("Factor", 1:m, sep="")
A<-matrix(0, nrow=p, ncol=m,
dimnames=list(rowname, colname))
eig<-eigen(S)
for (i in 1:m)
A[,i]<-sqrt(eig$values[i])*eig$vectors[,i]
h<-diag(A%*%t(A))
rowname<-c("SS loadings","Proportion Var","Cumulative Var")
B<-matrix(0, nrow=3, ncol=m,
dimnames=list(rowname, colname))
for (i in 1:m){
B[1,i]<-sum(A[,i]^2)
B[2,i]<-B[1,i]/sum_rank
B[3,i]<-sum(B[1,1:i])/sum_rank
}
method<-c("Principal Component Method")
list(method=method, loadings=A,
var=cbind(common=h, spcific=diag_S-h), B=B)
}
9 # O` S f1 _Sm+'US m {~, # 9 # ,  {`
#CF  pL!R # , [ ({pk[), ~3> (loadings), H
_ K _t{~ F R> X ,''= s'=
 9.2 E>\g 525

 9.7 C 55 uX';$>VT\JDRoYq7eT\ 8 ^

100 s (X )  200 s (X )  400 s (X )  800 s (X )  1500 s
(X )  5000 s (X )  10000 s (X ) f2 (X ). 8  ^ $|
1 2 3 4

 R O _ 9.4 )z= m = 2, P.
\LRE>s O w % ^ 

5 6 7 8

6 9.4: 16 C   5~nf&k 
X1 X2 X3 X4 X5 X6 X7 X8
X1 1.000
X2 0.923 1.000
X3 0.841 0.851 1.000
X4 0.756 0.807 0.870 1.000
X5 0.700 0.775 0.835 0.918 1.000
X6 0.619 0.695 0.779 0.864 0.928 1.000
X7 0.633 0.697 0.787 0.869 0.935 0.975 1.000
X8 0.520 0.596 0.705 0.806 0.866 0.932 0.943 1.000

` O+'US:>,9 # factor.analy1() {pk[!3>

+'bA (tO_ exam0907.R)
x<-c(1.000,
0.923, 1.000,
0.841, 0.851, 1.000,
0.756, 0.807, 0.870, 1.000,
0.700, 0.775, 0.835, 0.918, 1.000,
0.619, 0.695, 0.779, 0.864, 0.928, 1.000,
0.633, 0.697, 0.787, 0.869, 0.935, 0.975, 1.000,
0.520, 0.596, 0.705, 0.806, 0.866, 0.932, 0.943, 1.000)
names<-c("X1", "X2", "X3", "X4", "X5", "X6", "X7", "X8")
R<-matrix(0, nrow=8, ncol=8, dimnames=list(names, names))
for (i in 1:8){
for (j in 1:i){
R[i,j]<-x[(i-1)*i/2+j]; R[j,i]<-R[i,j]
}
526 4QC T#k (II)
}
source("factor.analy1.R")
fa<-factor.analy1(R, m=2); fa

*&
$method
[1] "Principal Component Method"
$loadings
Factor1 Factor2
X1 -0.8171700 -0.53109531
X2 -0.8672869 -0.43271347
X3 -0.9151671 -0.23251311
X4 -0.9487413 -0.01184826
X5 -0.9593762 0.13147503
X6 -0.9376630 0.29267677
X7 -0.9439737 0.28707618
X8 -0.8798085 0.41117192
$var
common spcific
X1 0.9498290 0.05017099
X2 0.9394274 0.06057257
X3 0.8915931 0.10840689
X4 0.9002505 0.09974954
X5 0.9376883 0.06231171
X6 0.9648716 0.03512837
X7 0.9734990 0.02650100
X8 0.9431254 0.05687460
$B
Factor1 Factor2
SS loadings 6.6223580 0.8779264
Proportion Var 0.8277947 0.1097408
Cumulative Var 0.8277947 0.9375355
 9.2 ~k 527

R
E = S − (AAT + D) = (eij )p×p ,

otW℄ p p
X X
Q(m) = e2ij ≤ λ2m+1 + · · · + λ2p , (9.36)
i=1 j=1

! m R:
!;C ,   (9.32) ,_  Q(m) E7
 8 { 9.7 , Q(m) `
> E<- R-fa$loadings %*% t(fa$loadings)-diag(fa$var[,2])
> sum(E^2)
[1] 0.01740023
~ # m ,? [l rl Z| P ,wzm j
Y}?X ?{pk # ,$;R m y E
m
, p
X X
λi λi ≥ P0
i=1 i=1

,7 # (3N9 P ≥ 0.70 * P < 1).

0 0

2. + o 3 

{~[ R{pk[,JVMÆ?>qIA[h R = AA T
+D,
;
R − D = AAT = R∗ ,

my++'S (reduced correlation matrix). v R oR+*#4 h , VJ ∗ 2

i
1, gR+*# 4  R o n =lf,F* R il? gzUS ∗

h σb K _ σ ,lB
,z
!;++'USo! y
2
i
2
i

 
ĥ21 r12 · · · r1p
r ĥ22 · · · r2p 
b ∗  21 
R =  .. .. ..  ,
 . . . 
rp1 rp2 ··· ĥ2p

o ĥ
2
i bi2
=1−σ h2i ,z
!
528 ( KPEb\g (II)
h Rb ,# m  K T`n y λ̂ ≥ λ̂
∗ ∗
1
∗
2 ≥ · · · ≥ λ̂∗m > 0, +, ~ V* K
T3 y ˆl , ˆl , · · · , ˆl , ;C , k8  
∗
1
∗
2
∗
m

b∗ = A
R bAbT , (9.37)

o q q q 
b=
A b∗ ˆl∗ ,
λ b∗ ˆl∗ , · · · ,
λ b ∗ ˆ∗
λm lm . (9.38)
1 1 2 2

/ m
X
bi2
σ = 1−b
h2i = 1 − a2ij ,
b i = 1, 2, · · · , p, (9.39)
j=1

; Ab  Db = diag(bσ , σb , · · · , σb ) y~aE,l8M8Sm y {~8
2
1
2
2
2
p

N2r5*rBtK<,8;otQ<, [|  (9.39) o,

b 4 yK _,z
!sy_  Lx℄f8? y 
σ2
i

{pk[ , {~[o, R iotapf1 _S S, dJ3y

b
h2i = sii − σ
bi2 .
I{~[, ) /:>+, R tO (tO_ factor.analy2.R)
factor.analy2<-function(R, m, d){
p<-nrow(R); diag_R<-diag(R); sum_rank<-sum(diag_R)
rowname<-paste("X", 1:p, sep="")
colname<-paste("Factor", 1:m, sep="")
A<-matrix(0, nrow=p, ncol=m,
dimnames=list(rowname, colname))
kmax=20; k<-1; h <- diag_R-d
repeat{
diag(R)<- h; h1<-h; eig<-eigen(R)
for (i in 1:m)
A[,i]<-sqrt(eig$values[i])*eig$vectors[,i]
h<-diag(A %*% t(A))
if ((sqrt(sum((h-h1)^2))<1e-4)|k==kmax) break
k<-k+1
}
 9.2 E>\g 529

rowname<-c("SS loadings","Proportion Var","Cumulative Var")

B<-matrix(0, nrow=3, ncol=m,
dimnames=list(rowname, colname))
for (i in 1:m){
B[1,i]<-sum(A[,i]^2)
B[2,i]<-B[1,i]/sum_rank
B[3,i]<-sum(B[1,1:i])/sum_rank
}
method<-c("Principal Factor Method")
list(method=method, loadings=A,
var=cbind(common=h,spcific=diag_R-h),B=B,iterative=k)
}
9#O` R f1+'USmf1 _US m {~,# d K
_,!`9 # ,  {` #CF  pL!R # , [ ({~[),
~3> (loadings), H _ K _~ F R> X ,''=
 s'=t{58,< # 
 9.8 = m = 2, 5O w $R σb U 2
i

0.123, 0.112, 0.155, 0.116, 0.073, 0.045, 0.033, 0.095,

P.E>LRB 9.7 E>s O w % ^ 
`
> d<-c(0.123, 0.112, 0.155, 0.116, 0.073, 0.045, 0.033, 0.095)
> source("factor.analy2.R")
> fa<-factor.analy2(R, m=2, d); fa
$method
[1] "Principal Factor Method"
$loadings
Factor1 Factor2
X1 -0.8123397 -0.5138770
X2 -0.8610033 -0.4156335
X3 -0.9005036 -0.2105394
X4 -0.9370464 -0.0178458
530 4QC T#k (II)
X5 -0.9545376 0.1186825
X6 -0.9384689 0.2861327
X7 -0.9470951 0.2858694
X8 -0.8728340 0.3770009
$var
common spcific
X1 0.9239653 0.07603473
X2 0.9140779 0.08592213
X3 0.8552337 0.14476635
X4 0.8783744 0.12162560
X5 0.9252275 0.07477251
X6 0.9625958 0.03740416
X7 0.9787105 0.02128951
X8 0.9039690 0.09603103
$B
Factor1 Factor2
SS loadings 6.54088 0.8012746
Proportion Var 0.81761 0.1001593
Cumulative Var 0.81761 0.9177692
$iterative
[1] 16
! 16 <*&?84 8 Q(m),
> E<- R-fa$loadings %*% t(fa$loadings)-diag(fa$var[,2])
> sum(E^2)
[1] 0.005421902
h{pk[
K _ σ ,ez
! [t~r
2
i

(1) 9 σ
b = 1/r , o r R ,4 i R+*# 4 
2
i
ii ii −1

(2) 9 b
h = max |r |, y σ
2
i b = 1−b
h.
ij
2
i
2
i
j6=i

(3) 9 b
h = 1, y σ
2
i b = 0. 2
i

3. HYQ
 9.2 E>\g 531

h~ F ∼ N (0, I), K~ ε ∼ N (0, I), *+TGiLot*

m p

&~3>USK _,w ,B!h p z(Y3 X , X , · · · , X (1) (2) (n)

y   Q N (µ, Σ) , : rf1;f1, , B9 #y µ, Σ ,9 # L(µ, Σ).

p

h Σ = AA + D, 9 µ = X, ; , B9 # L(X, AA + D) ,R #, B9 #
T T

y A, D ,9 #  y ϕ(A, D). h (A, D) ,w , B! y (A,b D),

b |

b D)
ϕ(A, b = max ϕ(A, D),

; A,b Db Et t
 
bD
Σ b −1 A
b = A
b I +A bT D
b −1 A
b , (9.40)
 
Db = diag Σb −A bAbT , (9.41)

o n
X
b= 1
Σ (X(i) − X)(X(i) − X)T .
n i=1

y !'W t (9.40) *& w l8o| 8 _ <, w lH W 

R+US. AT DA =
(9.42)

Jöreskog  Lawley .E (1967) O {!lr. y |,<[~w , B

[zL0EQQq1 ) /  9lz
US
σ12 , σ
D0 = diag(b b12 , · · · , σ
bp2 ),

& 8 A ,  8 A ,$[ 5 D ΣD
0 0
b , K T` θ ≥ θ ≥ θ , {+
−1/2
0
−1/2
0 1 2 p

, K T3 l , l , · · · , l . / Θ = diag(θ , θ , · · · , θ ), L = (l , l , · · · , l ) */
1 2 p 1 2 m 1 2 m

1/2
A0 = D0 L (Θ − Im )1/2 . (9.43)

4  (9.41) *& D , BM4_  [*& A , ℄&E t (9.40) y 

1 1

X _ ) /:>, R tO (tO_ factor.analy3.R)

factor.analy3<-function(S, m, d){
p<-nrow(S); diag_S<-diag(S); sum_rank<-sum(diag_S)
rowname<-paste("X", 1:p, sep="")
532 ( KPEb\g (II)
colname<-paste("Factor", 1:m, sep="")
A<-matrix(0, nrow=p, ncol=m,
dimnames=list(rowname, colname))
kmax=20; k<-1
repeat{
d1<-d; d2<-1/sqrt(d); eig<-eigen(S * (d2 %o% d2))
for (i in 1:m)
A[,i]<-sqrt(eig$values[i]-1)*eig$vectors[,i]
A<-diag(sqrt(d)) %*% A
d<-diag(S-A%*%t(A))
if ((sqrt(sum((d-d1)^2))<1e-4)|k==kmax) break
k<-k+1
}
rowname<-c("SS loadings","Proportion Var","Cumulative Var")
B<-matrix(0, nrow=3, ncol=m,
dimnames=list(rowname, colname))
for (i in 1:m){
B[1,i]<-sum(A[,i]^2)
B[2,i]<-B[1,i]/sum_rank
B[3,i]<-sum(B[1,1:i])/sum_rank
}
method<-c("Maximum Likelihood Method")
list(method=method, loadings=A,
var=cbind(common=diag_S-d, spcific=d),B=B,iterative=k)
}
 9.9 = m = 2, 5O w $R σb U 2
i

0.123, 0.112, 0.155, 0.116, 0.073, 0.045, 0.033, 0.095,

PKCLRB 9.7 E>s O w % ^ 
`
> d<-c(0.123, 0.112, 0.155, 0.116, 0.073, 0.045, 0.033, 0.095)
> source("factor.analy3.R")
 9.2 E>\g 533

> fa<-factor.analy3(R, m=2, d); fa

$method
[1] "Maximum Likelihood Method"
$loadings
Factor1 Factor2
[1,] -0.7310172 -0.62009641
[2,] -0.7919994 -0.54575786
[3,] -0.8549232 -0.34252454
[4,] -0.9158820 -0.16063750
[5,] -0.9580091 -0.02492734
[6,] -0.9725436 0.14485411
[7,] -0.9806291 0.14276290
[8,] -0.9226101 0.24953974
$var
common spcific
X1 0.9189057 0.08109428
X2 0.9251146 0.07488539
X3 0.8482167 0.15178334
X4 0.8646442 0.13535579
X5 0.9184028 0.08159724
X6 0.9668237 0.03317631
X7 0.9820147 0.01798529
X8 0.9134795 0.08652046
$B
Factor1 Factor2
SS loadings 6.407848 0.9297541
Proportion Var 0.800981 0.1162193
Cumulative Var 0.800981 0.9172002
$iterative
[1] 14

! 14 <*&?84 8 Q(m),
534 4QC T#k (II)
> E<- R-fa$loadings %*% t(fa$loadings)-diag(fa$var[,2])
> sum(E^2)
[1] 0.006710651

%_  Ur! [7B6lFj:6{pk!o< ,~ #
m ,R9 [6{~[o< K _ σb z
! [:>+, R 2
i
tO (tO_ factor.analy.R)
factor.analy<-function(S, m=0,
d=1/diag(solve(S)), method="likelihood"){
if (m==0){
p<-nrow(X); eig<-eigen(S)
sum_eig<-sum(diag(S))
for (i in 1:p){
if (sum(eig$values[1:i])/sum_eig>0.70){
m<-i; break
}
}
}
source("factor.analy1.R"); source("factor.analy2.R")
source("factor.analy3.R")
switch(method,
princomp=factor.analy1(S, m),
factor=factor.analy2(S, m, d),
likelihood=factor.analy3(S, m, d)
)
}

9 # Of1 _US S mf1+'US R. ~ # m(>q`'=

 8 { m `). K _,z
! d(>q` y σb = 1/r ).  8 ~3>,
2
i
ii

[ method=princomp Q{pk [ method=factor Q{~ [

method=likelihood(>q`) Qw , B [9 # {S Q#X< U
r [,  {Æ  
 9.2 ~k 535

9.2.4 D : Yf  ZW /
~k,g,JA 5{~{h, Y'O~,|
wz#X< ,! [  5{,~8z
~3>USF
JE “7;”, |~,7EC>EJ d {~VLv~
~,|wz7QJ.JR~,8  y 6MR~3>USv
GQ
>a~*~3>,Ol## 4 , #3 0 m 1 w
[
&7[,g,
1. jn

h~aE X = AF + ε, o F y ~3R F vGV*>a

/ Z = Γ F (Γ y Fl m 2V*US), ;
T

X = AΓZ + ε, (9.44)

*
Var(Z) = Var(ΓT F ) = ΓT Var(F )Γ = Im , (9.45)
Cov(Z, ε) = Cov(ΓT F, ε) = ΓT Cov(F, ε) = 0, (9.46)
Var(X) = Var(AΓZ) + Var(ε) = AΓVar(Z)ΓT AT + D
= AAT + D. (9.47)

 (9.44)–(9.47) ( ℄R F ~aE,~3;RFlV*US Γ,

Z = ΓT F i ~3+, AΓ ~ Z ,~3>US
Hl6~k,| 8 o!5*z
~3>US A M
℄ysV*US Γ, ~* AΓ [℄%,|wzMr>a3>US,
[m y ~w,V*Q

2. o 3 5D

h~aE X = AF + ε, A = (a ) y ~3 F ,~3>US
ij p×m

a (i = 1, 2, · · · , p) y > X , ℄ K
P m
2 2
h =
i ij i
j=1

N2 A ,Ol# (|~3>3) #`,kV+,~3>3,

_,y6| a s=J℄,0{>R~ntKJ ℄ ,
ij
536 4QC T#k (II)
0/
a2ij
d2ij = 2, i = 1, 2, · · · , p, j = 1, 2, · · · , m,
hi
%4 j #, p  # Z d 2 2 2
1j , d2j , · · · , dpj , _?z y
 !2 
p
X p
X p
X
1
2 1  a4ij a2ij
Vj = d2ij − dj = p − ,
p i=1
p2 i=1
h4i i=1
h2i

o d ;~3>US A , _ y
p
P
1
j = p
d2ij , j = 1, 2, · · · , m.
i=1
  !2  
m
X 1  m
X Xp
a4ij
p
X a2ij 
V = Vj = 2  p −  .
j=1
p  j=1 i=1
h4i i=1
h2i 

R V `, A ,4 j ~3>3 # `,kVN23>`m 6 1 m

j

6 0, My+,~ F [[7~VQ r ~3>U j

S A , _Doq
3. D : Yf  ZW /
[ eQV*Q
*& _,3>USh m = 2, ~3>US y
 
a11 a12
a a22 
 21 
A =  .. ..  ,
 . . 
ap1 ap2
 
9V*US Γ=
cos ϕ − sin ϕ
sin ϕ cos ϕ
, ;
   
a11 cos ϕ + a12 sin ϕ −a11 sin ϕ + a12 cos ϕ b11 b12
 a cos ϕ + a sin ϕ −a sin ϕ + a cos ϕ   b b22 
 21 22 21 22   21 
B= .. ..  =  .. .. 
 . .   . . 
ap1 cos ϕ + ap2 sin ϕ −ap1 sin ϕ + ap2 cos ϕ bp1 bp2
Z = ΓT F ,~3>USM+!% f1, f2 ?,~X_Q
l+
K ϕ. y  !2 
p p
1  X b4ij X b2ij
Vj = p −  , j = 1, 2.
p2 i=1
h4i i=1
h2i
 9.2 ~k 537

y !~
∂V ∂
= (V1 + V2 ) = 0,
∂ϕ ∂ϕ
ϕ E
d − 2αβ/p
tan ϕ = , (9.48)
c − (α2 − β 2 )/p
o
p p p p
X X X X
α = µi , β = νi , c = (µ2i − νi2 ), d=2 µiνi , (9.49)
i=1 i=1 i=1 i=1
 2  2
ai1 ai2
µi = − , i = 1, 2, · · · , p. (9.50)
hi hi

R m > 2 ,1LhT,Q
>aMSJ4<  [!

~ y R Q o, varimax() 9 # ot n p~3>US,Q
>a (m℄e>
a). B Q,~Æ y
varimax(x, normalize = TRUE, eps = 1e-5)
o x ~3>US normalize Ax>| pR>BG Kaiser V
;[ eps <q HK
 9.10 P varimax() CB 9.7 B 9.8 B 9.9 $# $E>sJ
6 ℄ 5w)O w  G
` :,9 # factor.analy() *&Ur [ 8 ,~3>!U
S4 varimax() 9 # *& _,~3>USt{~ [ 8y
q1Æ y
> source("factor.analy.R")
> fa<-factor.analy(R, m=2, method="princomp")
> vm1<-varimax(fa$loadings, normalize = F); vm1
%tOo, "princomp" y "factor"  "likelihood", So*&. m 
r [, 8 72[ Q , 8 72#6C 9.5 o
9.2.5 o 3 1fL1~

 |_6 R Q oO !~k 8 ,9 # — factanal() 9 # 

B otÆf1 # Zf1, _US+'US{YR # Z~kFo℄
0{ _,3>~US
538 ( KPEb\g (II)
6 9.5: W / 9fo 3 5k 
{pk {~ w , B
> f1∗ f2∗ f1∗ f2∗ f1∗ f2∗
X1 −0.278 −0.934 −0.299 −0.913 −0.297 −0.911
X2 −0.380 −0.891 −0.399 −0.869 −0.388 −0.880
X3 −0.547 −0.770 −0.561 −0.736 −0.548 −0.740
X4 −0.715 −0.624 −0.711 −0.610 −0.695 −0.617
X5 −0.816 −0.521 −0.812 −0.516 −0.803 −0.524
X6 −0.904 −0.385 −0.906 −0.377 −0.904 −0.387
X7 −0.905 −0.393 −0.912 −0.382 −0.910 −0.393
X8 −0.937 −0.257 −0.913 −0.265 −0.916 −0.272
' 4.211 3.289 4.215 3.127 4.152 3.186
'= 0.526 0.411 0.527 0.391 0.519 0.398
s'= 0.526 0.938 0.527 0.918 0.519 0.917
Q
0.762 0.648 0.771 0.637 0.851 0.525
US −0.648 0.762 −0.637 0.771 −0.525 0.851

9 # factanal() Qw , B[!R # ~Æ y

factanal(x, factors, data = NULL, covmat = NULL, n.obs = NA,
subset, na.action, start = NULL,
scores = c("none", "regression", "Bartlett"),
rotation = "varimax", control = NULL, ...)
o x #Z,mK  #Z (Of1GO) p,USmK #
Z| factors ~,# data #Z|! x F{y~
covmat f1,< _USmf1,+'USyJ6  O> x. scores
C~*k, [ scores="regression", Cd- [ 8 ~*k
!R #y scores="Bartlett", C   Bartlett [ 8 ~*k ([ Q wz
75), >q` y "none"", |J 8 ~*k rotation C  Q
>q`
y _Q
! rotation="none" yJQ
>a
 9.11 = m = 2, P factanal() RB 9.7 E>s O w %
 9.2 ~k 539

^ n  wO w G
`
> fa<-factanal(factors=2, covmat=R); fa
Call:
factanal(factors = 2, covmat = R)
Uniquenesses:
X1 X2 X3 X4 X5 X6 X7 X8
0.081 0.075 0.152 0.135 0.082 0.033 0.018 0.087
Loadings:
Factor1 Factor2
X1 0.291 0.913
X2 0.382 0.883
X3 0.543 0.744
X4 0.691 0.622
X5 0.799 0.529
X6 0.901 0.393
X7 0.907 0.399
X8 0.914 0.278
Factor1 Factor2
SS loadings 4.112 3.225
Proportion Var 0.514 0.403
Cumulative Var 0.514 0.917
The degrees of freedom for the model is 13 and the fit was 0.3318
6_  Bo call C  ;9 # , [ uniquenesses K _
| σ ,` loadings ~3>USo Factor1 Factor2 ~
2
i
X1 X2 ... X8 R,> SS loadings ~ f R> X , X , j 1 2

· · ·, X , _'| g = a . Proportion Var _'=|

P p
2 2
p j ij
i=1

g / Var(X ). Cumulative Var s _'=|

p P P P j p
2 2
j i g / Var(X ). k i
i=1 k=1 i=1

6872o~ f M~> (X , X , X ) ,3>~0C 1, M:

1 6 7 8

>f{, f~om f k~V~ f o#~> (X , X )

1 2 1 2
540 ( KPEb\g (II)
0C 1, f{, M~om f 5 K~ 2

 9.12 xU 48 |K K }$Y}UK $ 15 
^\)^\#\80e(W B 3.17. PE>\g$OLC 15 ^
JE>\guE>\g$ = 5 uE>
`H # Z ( 3.17 Y# Z6 # Z applicant.data o), 4;9
# factanal() BG~k
> rt<-read.table("applicant.data")
> factanal(~., factors=5, data=rt)
Call:
factanal(x = ~., factors = 5, data = rt)
Uniquenesses:
FL APP AA LA SC LC HON SMS EXP DRV
0.439 0.597 0.509 0.197 0.118 0.005 0.292 0.140 0.365 0.223
AMB GSP POT KJ SUIT
0.098 0.119 0.084 0.005 0.267
Loadings:
Factor1 Factor2 Factor3 Factor4 Factor5
FL 0.127 0.722 0.102 -0.117
APP 0.451 0.134 0.270 0.206 0.258
AA 0.129 0.686
LA 0.222 0.246 0.827
SC 0.917 0.167
LC 0.851 0.125 0.279 -0.420
HON 0.228 -0.220 0.777
SMS 0.880 0.266 0.111
EXP 0.773 0.171
DRV 0.754 0.393 0.199 0.114
AMB 0.909 0.187 0.112 0.165
GSP 0.783 0.295 0.354 0.148 -0.181
POT 0.717 0.362 0.446 0.267
KJ 0.418 0.399 0.563 -0.585
 9.2 ~k 541

SUIT 0.351 0.764 0.148

Factor1 Factor2 Factor3 Factor4 Factor5
SS loadings 5.490 2.507 2.188 1.028 0.331
Proportion Var 0.366 0.167 0.146 0.069 0.022
Cumulative Var 0.366 0.533 0.679 0.748 0.770
Test of the hypothesis that 5 factors are sufficient.
The chi square statistic is 60.97 on 40 degrees of freedom.
The p-value is 0.0179
4lG H # Z*&, rt # Z|Æ  4XG~k ~. C 
=M>
6*&,72o~`3.!℄,|wz
4l~o # `R`,>{h  SC( BA), LC(C℄),
SMS(h 5q), DRV( % ), AMB( jA), GSP( 8q), POT($6q
), M:{hC&5\K m 6q
4X~#`R`,>{h  FL(5\B,F), EXP(Id),
SUIT(
H), M:{h℄ !5\K,Id
4U# `R`,>{h  LA(IE^), HON(u|), B{h℄
!5\K O p I E^
4+~ # `R`.7M ( ℄M~+Rhl:
4+~+R.,>  AA( jq), KJ(*q), B{h℄ !
5\K, jq4~+R.,>  APP(mK), LC(C℄),
B {h℄ 5\K, m K
9.2.6 o 3 e

>y q< !NAÆf1< _US S m+'US R *&~

~3>F{+,|,J!Q*&~~3>MS
!℄3j℄Olf1NR 9.12, 6*&~M!j℄
48 _ÆK6~,*k1Mfot< * Æo V R
B1 *
Lh,E%
!~*k, [rl <7Xs[X d- [
1. PN : G M
542 4QC T#k (II)
h X E~aE (Jdh µ = 0),
X = AF + ε.

Æ?~3>US A  K ~ _US D qYj:<7Xs9 #

ϕ(F ) = (X − AF )T D −1 (X − AF ) .

5 F ,!` Fb, ~* ϕ(Fb) = min ϕ(F ). w`,6h W *&

−1 T −1
Fb = AT D −1 A A D X, (9.51)

MS ~*k,<7Xs!
N2Æ? X ∼ N (AF, D), ; (9.51) *&, Fb i R F ,w,B!
p

 [m y Bartlett ~*k

6| P o (9.51) o, A  D !` Ab  Db  R  X f1
X  R y*&~*k F .
(i) (i)

2. >+
6~aEoiot℄3%~C  p>,*HB|
fi = βi1 X1 + βi2 X2 + · · · + βip Xp , i = 1, 2, · · · , m (9.52)

 8 ~*km  (9.52) y ~*k9 # >pUSF 

F = BX, (9.53)

o F = (f , f , · · · , f ) , B = (β ) .
1 2 m
T
ij m×p

Xd-, [ 8 (9.53) o B ,!`

Æh> X qA[~ F iqA[FÆh~ F >
 X Ed- t
fj = bj1 X1 + bj2 X2 + · · · + bjp Xp + εj , j = 1, 2, · · · , m. (9.54)

~3>US A = (a ij )p×n ,wz

aij = Cov(Xi , fj ) = Cov(Xi , bj1 X1 + bj2 X2 + · · · + bjp Xp + εj )
= bj1 ri1 + bj2 ri2 + · · · + bjp rip ,
p
X
= rik bjk , i = 1, 2, · · · , p, j = 1, 2, · · · , m, (9.55)
k=1
 9.2 ~k 543

|
A = RB T , (9.56)

o R = (r ij )p×p y +'US B = (bij )m×p. ~

B = AT R−1 (9.57)

 y B ,!`O  (9.53) *&

Fb = AT R−1 X. (9.58)

 (9.58) ~*k, 8     d- t*&,~m y d

-[ [ Thompson (1939) O {,im y Thompson [
&g# y  8 ~*k,r! [&1hl<`N?~
 R Q o~k,9 # factanal() ℄ y{!r [!R #
scores="regression" yQ,d-[!R #y scores="Bartlett" y
Q, <7Xs[
 9.13 R#B 9.12 $ 48 |K $E>#\
`
> rt<-read.table("applicant.data")
> fa<-factanal(~., factors=5, data=rt, scores="regression")
MQ, d-[ fa$scores %{ 48 _ÆK6 5 ~,*k
1 (>). y ℄(X{ 48 ~ ÆK64l4X~,V6 e 
> plot(fa$scores[, 1:2], type="n")
> text(fa$scores[,1], fa$scores[,2])
 e FN e 9.4   #XkoY4l~{hC&5\K m 6q
4X~{hC&5\K,Id * otR:K*kF3.
,
ÆKN 39  40  7  8  9  2 =ÆKN s m 6q;R94l
~*k.,ÆKN sId;otj:4X~*k.,
ÆK* iotZ1X{4X4U~*k,V6 e mR:
Bartlett [ 8 ~*k
544 4QC T#k (II)

42

2
41
39 40
7 8
5 9

1
43
2416 22
13 4 17 23 2
Factor2 14 6 3
15 26 144
20
0
29 19 10
25 36 11
35 45 18
34 46 21 12
28 31
−1

32 27
33
30 38

37
−2

4748

−2 −1 0 1 2

Factor1

e 9.4: 48 ~ ÆK64l4X~,V6 e

9.3 nMA'Æ2

7E+'k (canonical correlation analysis) k : r>[

,+'HtK,lr _  [Bq 92/   :r>[,+T*
Hn'Ml [  Hotelling (n K & 1935)  O {,
6| P oIe&h^PlMk>.lMk>[,+T'
N6gj℄$",{hbA (X , X , · · · , X ) a ,{hbA 1 2 p

(Y , Y , · · · , Y ); 6ITo^P{hM{ ,Æ5  [,'62

1 2 p

lToy^P_xFp,p~'j℄_x,[Tpku u _[Tpk
,+'H6- Toj℄^PoOTj  pu1m2Nl:{hstpu
,+'H..
l 2Æh :r> X , X , · · · , X  Y , Y , · · · , Y , ^PBQ,+
1 2 p 1 2 q

''! p = q = 1 yS [e> X  Y ,+''! p > 1, q > 1

yQ , {pkk, [H{4l>,*HB U 4X>
 9.3 7E+'k 545

,*HB V , |
U = a1 X1 + a2 X2 + · · · + ap Xp ,
V = b1 Y1 + b2 Y2 + · · · + bq Yq ,

 %^P>,+'HP
[p^P>,+'HP F*ot

!2;U+, # a, b, ~*> U  V ,+'H&mMr+' y

7E+'qMr$;,k [m y 7E+'k
9.3.1 7 mL&

1. mL&frm
h X = (X , X , · · · , X ) , Y = (Y , Y , · · · , Y ) y:r3 X  Y ,
1 2 p
T
1 2 q
T

*HB a X  b Y [,+'^P X  Y [,+'F r H& a 

T T

b, ~ ρ(a X, b Y ) +' # ,?z

T T

Cov(aT X, bT Y )
ρ(aT X, bT Y ) = p p . (9.59)
Var(aT X) Var(bT Y )

RFw, α, β  c, d, 



ρ α(aT X) + β, c(bT Y ) + d = ρ aT X, bT Y . (9.60)

 (9.60) ( ℄~*+' # , aT X  bT Y FJ w l~6B>

yo)?
Var(aT X) = 1, Var(bT Y ) = 1.
 
h X = (X , X , · · · , X ) , Y = (Y , Y , · · · , Y ) , p + q z: r3
1 2 p
T
1 2 q
T
X
Y
,a` y 0, < _S Σ > 0. R6 a = (a , a , · · ·, a )  b = (b 1 11 12 1p
T
1 11 b12 ,
,
· · ·, b ) ~* ρ(a X, b Y ) + !  P
1q
T T
1
T
1

max ρ(αT X, β T Y ), (9.61)

s.t. Var(αT X) = 1, (9.62)
Var(β T Y ) = 1. (9.63)
546 4QC T#k (II)
gA9 # ,`;m U = a X, V = b Y y X, Y ,4lR () 7E>
1
T
1 1
T
1
 (canonical variates), m B Q[,+' # ρ(U , V ) y 4l7E+' # 1 1

(canonical correlation).
N26 a k  b = (b , b , · · · , b
= (ak1 , ak2 , · · · , akp )T k k1 k2 kq )
T
~*
(1) a X, b Y #X, k − 1 R7E>FJ+'
T
k
T
k

(2) Var(aTk X) = 1, Var(bTk Y ) = 1;

 b Y +' # 
(3) aTk X T
k

;m U = a X, V = b Y y X, Y ,4 k R () 7E>m B Q[,+'

k
T
k k
T
k
 # ρ(U , V ) y 4 k (k = 2, 3, · · · , min{p, q}) 7E+' # 
k k

2. mL46mL&5~fL
 
/ Z = XY , ;
 
Σ11 Σ12
E(Z) = 0, Var(Z) = Σ = ,
Σ21 Σ22

/ U = a X, V = b Y , ~584lR7E>7E+' # ,+ ! [
T T

 P (9.61)–(9.63) S. y
max ρ(U, V ) = αT Σ12 β, (9.64)
s.t. αT Σ11 α = 1, (9.65)
β T Σ22 β = 1. (9.66)

M l7E,+ !  P MQ+ !  P ,l26h W BG58

9+ !  P (9.64)–(9.66) , Lagrange 9 #
λ1 T
λ2 T

L(α, β, λ) = αT Σ12 β − α Σ11 α − 1 − β Σ22 β − 1 ,
2 2

o λ = (λ , λ ) y Lagrange s
1 2
T

+ !  P (9.64)–(9.66) ,l26h W
∂L ∂L
= 0, = 0, αT Σ11 α = 1, β T Σ22 β = 1.
∂α ∂β
 9.3 7E+'k 547

*&N t
Σ12 β − λ1 Σ11 α = 0, (9.67)
Σ21 α − λ2 Σ22 β = 0, (9.68)
αT Σ11 α = 1, (9.69)
β T Σ22 β = 1. (9.70)

X58 t6  (9.67) _s α ,  (9.68) _s β , 4  T T

(9.69)   (9.70), *& λ = λ = λ. 1 2

 Σ > 0,  t Σ , Σ 6U  (9.67)   (9.68) *&

−1
11
−1
22

λα = Σ−1
11 Σ12 β, λβ = Σ−1
22 Σ21 α, (9.71)

 t
λ2 α = Σ−1 −1
11 Σ12 Σ22 Σ21 α = M1 α, λ2 β = Σ−1 −1
22 Σ21 Σ11 Σ12 β = M2 β, (9.72)

o M = Σ Σ Σ Σ , M = Σ Σ Σ Σ .
1
−1
11 12
−1
22 21 2
−1
22 21
−1
11 12

~ λ US M m M ,KT` (w M  M +℄,K T`),

2
1 2 1 2

α M K T` λ R, K T3 β M K T` λ R, K T3

1
2
2
2


αT Σ12 β = λαT Σ11 α = λβ T Σ11 β = λ,

~[ P (9.64)–(9.66) ,8 a , b 5 M m M  K T` λ + 1 1 1 2
2
1
,E
1/2 1/2
Σ11 α = 1, Σ22 β = 1

, K T3 α  β.
X{ 8 3t
(1) / M = Σ Σ Σ Σ ;1
−1
11 12
−1
22 21

(2)  8 M , K T` λ +, K T3 α , /

1
2
1 1
.q .q
β1 = Σ−1
22 Σ21 α1 , a1 = α1 α1T Σ11 α1 , b1 = β1 β1T Σ22 β1 ,

;λ 1 =
p
λ21 y 4lR7E+' #  U1 = aT1 X, V1 = bT1 Y y 4lR7E>
548 4QC T#k (II)
R4 k R7E+'>,58 [ , 4 1 R7E+'>584
k  K T`+, K T3>; h %3tdL%_X,4XL y 
(2 )  8 M ,4 k  K T` λ +, K T3 α , /
′
1
2
k k

.q .q
βk = Σ−1
22 Σ21 αk , ak = αk αkT Σ11 αk , bk = βk βkT Σ22 βk ,

;λ k =
p
λ2k y 4 k R7E+' #  Uk = aTk X, Vk = bTk Y y 4 k R7E>

9.3.2 d1mL&
h Q Z = (X , X , · · · , X , Y , Y , · · · , Y ) , 6|o Q ,a`3
1 2 p 1 2 q
T

E(Z) = µ < _US Cov(Z) = Σ [ e | Y,~V[5* Q ,7E

>7E+' # ~LhZf1R Σ BG!
qY Q Z , n (Y # Z
 
X(i)
Z(i) = , i = 1, 2, · · · , n,
Y(i) (p+q)×1

 f1
" y
 
x11 x12 · · · x1p y11 y12 · · · y1q
x x22 · · · x2p y21 y22 · · · y2q 
 21 
 .. .. .. .. .. ..  .
 . . . . . . 
xn1 xn2 · · · xnp yn1 yn2 · · · ynq

Æh Z ∼ N p+q (µ, Σ), ;< _US Σ ,w , B! y

X n


T
b= 1
Σ Z −Z Z −Z ,
n i=1

o Z = P Z , mUS Σb y f1< _S

n
1
n (i)
i=1

~'f17E>, 8 dLh%US M m M o, Σ 1 2 11 , Σ12 ,

Σ , Σ ap Σ
21 22
b ,Σb ,Σ b |o~ 8 3t y 
b ,Σ 11 12 21 22

(1) / M = Σ
b Σ b Σb Σ
b ;
1
−1
11 12
−1
22 21
 9.3 7E+'k 549

8 M ,=M KT` λ ≥ λ
(2) 1
2
1
2
2 ≥ · · · ≥ λ2m , o m = min(p, q), +
, K T3 α , k = 1, 2, · · · , m, /
k

.q .q
βk = Σ−1 b 11 αk ,
αkT Σ b 22 βk ,
βkT Σ
22 Σ21 αk , ak = αk bk = βk

; λ = pλ y4 k Rf17E+' #  U = a X, V
k
2
k k
T
k k = bTk Y y 4 k Rf1
7E>
9.3.3 mL& 1fL

R Q O !7E+'k, 8  8 F y
cancor(x, y, xcenter = TRUE, ycenter = TRUE)
o x, y +, # ZUS xcenter, ycenter Ax> TRUE % # Z
oA[ FLASE JoA[ (>q` TRUE).
 9.14  : i C 20 |$ÆH s JMWuk> ^ 9) (X ) 0T
(X ) h e (X ) Wu&G ^ H9 (Y ) + (Y ) <m
1

(Y ). )Ou _ 9.6 $CE|*|\g

2 3 1 2

6 9.6: tp >Bfe  56℄  5

 X1 X X Y
2 3 Y Y1 X X X Y
2 3 1 2 3 1 Y2 Y3
1 191 36 50 5 162 60 11 189 37 52 2 110 60
2 193 38 58 12 101 101 12 162 35 62 12 105 37
3 189 35 46 13 155 58 13 182 36 56 4 101 42
4 211 38 56 8 101 38 14 167 34 60 6 125 40
5 176 31 74 15 200 40 15 154 33 56 17 251 250
6 169 34 50 17 120 38 16 166 33 52 13 210 115
7 154 34 64 14 215 105 17 247 46 50 1 50 50
8 193 36 46 6 70 31 18 202 37 62 12 210 120
9 176 37 54 4 60 25 19 157 32 52 11 230 80
10 156 33 54 15 225 73 20 138 33 68 2 110 43
550 ( KPEb\g (II)
`#Z|,F O#Zy 6|#Z# },0 %#ZA[
4;9 # cancor() BG 8 (tO_ exam0914.R)
test<-data.frame(
X1=c(191, 193, 189, 211, 176, 169, 154, 193, 176, 156,
189, 162, 182, 167, 154, 166, 247, 202, 157, 138),
X2=c(36, 38, 35, 38, 31, 34, 34, 36, 37, 33,
37, 35, 36, 34, 33, 33, 46, 37, 32, 33),
X3=c(50, 58, 46, 56, 74, 50, 64, 46, 54, 54,
52, 62, 56, 60, 56, 52, 50, 62, 52, 68),
Y1=c( 5, 12, 13, 8, 15, 17, 14, 6, 4, 15,
2, 12, 4, 6, 17, 13, 1, 12, 11, 2),
Y2=c(162, 101, 155, 101, 200, 120, 215, 70, 60, 225,
110, 105, 101, 125, 251, 210, 50, 210, 230, 110),
Y3=c(60, 101, 58, 38, 40, 38, 105, 31, 25, 73,
60, 37, 42, 40, 250, 115, 50, 120, 80, 43)
)
test<-scale(test)
ca<-cancor(test[,1:3],test[,4:6])

 8 72 y
> ca
$cor
[1] 0.79560815 0.20055604 0.07257029
$xcoef
[,1] [,2] [,3]
X1 -0.17788841 -0.43230348 -0.04381432
X2 0.36232695 0.27085764 0.11608883
X3 -0.01356309 -0.05301954 0.24106633
$ycoef
[,1] [,2] [,3]
Y1 -0.0801801 -0.08615561 -0.29745900
Y2 -0.2418067 0.02833066 0.28373986
 9.3 *|\g 551

Y3 0.1643596 0.24367781 -0.09608099

$xcenter
X1 X2 X3
2.331468e-16 4.385381e-16 -2.220446e-16
$ycenter
Y1 Y2 Y3
1.443290e-16 -1.776357e-16 2.775558e-17
o cor 7E+'#  xcoef R#Z X ,#imy ' # Z X
,7E3> (canonical loadings), |f17E> U #US A ,
h ycoef
R # Z Y , # im y ' # Z Y ,7E3>|f17E> V
 # US B ,
h $xcenter # Z X ,oA| # Z X ,f1a` X.
$ycenter # Z Y ,oA| # Z Y ,f1a` Y .  # Zq!A[
 ~M 8 {,f1a` y 0.
Rhy℄M # Z 8 72+R, # Twz
 ∗ ∗ ∗
 U1 = −0.178X1 + 0.362X2 − 0136X3 ,


U2 = −0.432X1∗ + 0.271X2∗ − 0.0530X3∗ , (9.73)



U3 = −0.0438X1∗ + 0.116X2∗ + 0.241X3∗,


 V1 = −0.0802Y1∗ − 0.242Y2∗ + 0.164Y3∗ ,

V2 = −0.08615Y1∗ + 0.0283Y2∗ + 0.244Y3∗ , (9.74)



V3 = −0.297Y1∗ + 0.284Y2∗ − 0.0961Y3∗ ,
o X , Y
∗
i
∗
i , i = 1, 2, 3 A[M, # Z+,+' #y
ρ(U1 , V1 ) = 0.796, ρ(U2 , V2 ) = 0.201, ρ(U3 , V3 ) = 0.0726.

  (9.60) oY (9.73)   (9.74) , # FJ w l B Q,Fw-

ao
X 8 f1 # Z67E>,*k U = AX, V = BY ,  t*
k, R tO y
U<-as.matrix(test[, 1:3])%*% ca$xcoef
V<-as.matrix(test[, 4:6])%*% ca$ycoef
552 4QC T#k (II)
X{t+'> U , V  U , V y A, # ZV6 e `/ y
1 1 3 3

plot(U[,1], V[,1], xlab="U1", ylab="V1")

plot(U[,3], V[,3], xlab="U3", ylab="V3")
 e FN e 9.5  e 9.6  

0.4
0.2
V1

0.0
−0.2
−0.4

−0.4 −0.2 0.0 0.2 0.4 0.6

U1

e 9.5: 4l7E> y A,V6 e

0.2
0.0
V3

−0.2
−0.4

−0.4 −0.2 0.0 0.2 0.4

U3

e 9.6: 4U7E> y A,V6 e

 9.3 7E+'k 553

(℄MD e sgY&e 9.5 o,6q1_6l W ℄*|CV e 9.6

o,6q1_kKEVM y zLo  |_e 9.5 X, 4l7E>
,V6 e +' #y 0.796, 0C 1,  t6l℄*|CV e 9.6 X,
4U7E>,V6 e +' #y 0.0726, 0C 0,  tEkV
9.3.4 mL&5~f9 - PSb

+'k,g,#X,{pkk~k , F ) z ,
[ # ZM ℄ f6 l P S R:TaR7E>hd
Ml P SLh7E+' # ,%|HdRH y 7E+' # ρ = 0, k

;SJ6j:4 k R7E>
1. O> 7 mL&5~q&fSb
 
h XY ∼ N (µ, Σ), Σ > 0, S yf1,< _US n yf1# *
p+q

n > p + q.
j:Æhd P 
H0 : ρ1 = ρ2 = · · · = ρm = 0, H1 : fal ρ J y 0,
i (9.75)

o m = min{p, q}.
Rd0  H , ;H yI >[,+'HNwzRdX`
0

H , ;H y 4lR7E> %|, |_ (9.75) .Æhd P

0

H0 : Σ12 = 0, H1 : Σ12 6= 0. (9.76)

! H pC℄ X  Y TJ+', B3d _  y

0
m
Y

Λ1 = 1 − ri2 (9.77)
i=1

Rxk, n, ! H py_  0
 
1
Q1 = − n − (p + q + 3) ln Λ1 (9.78)
2

C , tÆ K y pq , χ kK6?,%|H %  α R Q ≥ χ (pq),

2
1
2
α
;X`$Æh H , H y 7E> U  V [+'H%|p;H y 4l7E
0 1 1

+' # J%|6Mr1SN6h7E+'k!
554 ( KPEb\g (II)
> 7 mL&5~q&fSb
2.

Æh# k 7E+' # %|,&hd4 k + 1 7E+' # p

%|;Nd
H :ρ =ρ
0 = · · · = ρ = 0, H : fal ρ J y 0.
k+1 k+2 m (9.79) 1 i

d _  y m
Y

Λk+1 = 1 − ri2 (9.80)
i=k+1

Rxk, n, ! H y Oy_  0
" k
#
1 X
Qk+1 = − n − k − (p + q + 3) + ri−2 ln Λk+1 (9.81)
2 i=1

C , tÆ K y (p − k)(q − k) , χ kK6?,%|H %  α R

2

Qk+1 ≥ χ ((p − k)(q − k)), ;X`$Æh H , H y 4 k + 1 7E+' # ρ

2
α 0 k+1

%|,p;H7E+' # J%|iL7E>d9& k y 
3. &5~Sbf R NS

I#X<  [:>{+, R tO (tO_ corcoef.test.R)

corcoef.test<-function(r, n, p, q, alpha=0.1){
m<-length(r); Q<-rep(0, m); lambda <- 1
for (k in m:1){
lambda<-lambda*(1-r[k]^2);
Q[k]<- -log(lambda)
}
s<-0; i<-m
for (k in 1:m){
Q[k]<- (n-k+1-1/2*(p+q+3)+s)*Q[k]
chi<-1-pchisq(Q[k], (p-k+1)*(q-k+1))
if (chi>alpha){
i<-k-1; break
}
s<-s+1/r[k]^2
 m8 555

}
i
}
tO,  O` +' # r, f1 # n,  : r3, z# p  q, t{hB
%  α(>q` y 0.1). tO,  {` 7E>,R # 
 9.15 (P 9.14) CB 9.14 $*|oJ_,
` 8   :>, R 9 # corcoef.test() d
> source("corcoef.test.R")
> corcoef.test(r=ca$cor, n=20, p=3, q=3)
[1] 1
dL4lR7E>Æe 9.6, Qiotg&V6 e EkV[{+'
B℄fX4X7E>,V6 e  e FiEkV~Qd4
l7E>k P &) z ,g,
4j
P.
\OL14
z5.9s
_ 9.7 ~
z5ipqWu5
\ ` ~3v (1) +D (2) m2 (3) 1! (4) F
(5) i j (6) Zz
9.1

(7) s (8) R (9) ^J (10) r (11) v (12) \pP
(13), E u ^ \ ` ~ÆW3= x  X
PbzH X
Hz
5B x  X
PbAe87k x a X
b / HÆJ b3 tx x
1 2

 X
b=vAa X
% ^;DNZJ X
D
gAP
3 4

5 6 7

X
Pb / D$
(1) P.
\\gOLB3 8 u ^ $Qu.
\d C.
\|t
8


(2) AP.
\#\C 13 u5|\<

9.2 C';$<Z$J Y |. u +\rwu ℄ JU X

z"P X e<Z!\s X g<eZOUJ X

1

)*Z!\sv=NO _ 9.8 )z AP.
\;OLi

2 3 4

CJ Y \u ℄ J X , X , X  X $;O

1 2 3 4
556 ( KPEb\g (II)
6 9.7: +t f>"jYOfV  5f~n
X1 X2 X3 X4 X5 X6 X7 X8
1 90342 52455 101091 19272 82.0 16.1 197435 0.172
2 4903 1973 2035 10313 34.2 7.1 592077 0.003
3 6735 21139 3767 1780 36.1 8.2 726396 0.003
4 49454 36241 81557 22504 98.1 25.9 348226 0.985
5 139190 203505 215898 10609 93.2 12.6 139572 0.628
6 12215 16219 10351 6382 62.5 8.7 145818 0.066
7 2372 6572 8103 12329 184.4 22.2 20921 0.152
8 11062 23078 54935 23804 370.4 41.0 65486 0.263
9 17111 23907 52108 21796 221.5 21.5 63806 0.276
10 1206 3930 6126 15586 330.4 29.5 1840 0.437
11 2150 5704 6200 10870 184.2 12.0 8913 0.274
12 5251 6155 10383 16875 146.4 27.5 78796 0.151
13 14341 13203 19396 14691 94.6 17.8 6354 1.574

6 9.8: +
F=Eyf  p~n

X1 X2 X3 X4 Y
1 82.9 92 17.1 94 8.4
2 88.0 93 21.3 96 9.6
3 99.9 96 25.1 97 10.4
4 105.3 94 29.0 97 11.4
5 117.7 100 34.0 100 12.2
6 131.0 101 40.0 101 14.2
7 148.2 105 44.0 104 15.8
8 161.8 112 49.0 109 17.9
9 174.2 112 51.0 111 19.6
10 184.7 112 53.0 111 20.8
 m8 557

C 305 |$!ksJEu9^|K$|eB 8.7$$_ 8.5)

zPE>\g$OLC E u9 ^ |\g} E>d w!
9.3

>$t
9.4 U u !k$!m80!%F$= 12 |!k$ 5 p&'
$

I)eB 3.18 $$_ 3.6, PE>\g$OLC'|\g
(1) ap&$} E>d |!>$t
(2) P;OLB Bartlett OLR#/ X $E>#\/E>#\$(
8(J} E>$X)HAX)H3\g 12 |!k$!m80
9.5 _+HC/\WA.{
$os #! 40 | 8∼12 &hHC
/ (io9)T) \WA.{
(W?JkA.o\%GA.
J), O_ 9.9 )z\gHC/ ^ \WA. ^ $|oB3*
℄J$C
6 9.9: ~N
E!/  56
HC/ WA.{

 io 9) T W?J kA. o\%G

 (cm)X (kg)X (cm)X (L)Y J (L)Y A.J (L)Y
1 2 3 1 2 3

1 140.6 43.7 77.9 2.67 7.00 108.0

2 135.7 39.5 63.9 2.08 6.98 91.7
3 140.2 48.0 75.0 2.62 6.17 101.8
4 152.1 52.3 88.1 2.89 10.42 112.5
5 132.2 36.7 62.4 2.14 7.47 97.5
6 147.1 45.2 78.9 2.86 9.25 92.4
7 147.5 47.4 76.2 3.14 8.78 95.4
8 130.6 38.4 61.8 2.03 5.31 77.2
9 154.9 48.2 87.2 2.91 10.69 80.8
10 142.4 42.6 74.1 2.33 11.15 76.7
11 136.5 38.4 69.6 1.98 7.77 49.9
12 162.0 58.7 95.6 3.29 3.35 58.0
13 148.9 42.4 80.6 2.74 10.11 82.4
558 ( KPEb\g (II)
6 9.9(V): ~N
E!/  56
HC/ WA.{

 io 9) T W?J kA. o\%G

 (cm)X (kg)X (cm)X (L)Y J (L)Y A.J (L)Y
1 2 3 1 2 3

14 136.3 33.1 68.3 2.44 7.82 76.5

15 159.5 49.1 87.7 2.98 11.77 88.1
16 165.9 55.7 93.5 3.17 13.14 110.3
17 134.5 41.6 61.9 2.25 8.75 75.1
18 152.5 53.4 83.2 2.96 6.60 71.5
19 138.2 35.5 66.1 2.13 6.62 105.4
20 144.2 42.0 76.2 2.52 5.59 82.0
21 128.1 37.3 57.0 1.92 5.81 92.7
22 127.5 32.0 57.9 2.02 6.42 78.2
23 140.7 44.7 73.7 2.64 8.00 89.1
24 150.4 49.7 82.4 2.87 9.09 61.8
25 151.5 48.5 81.3 2.71 10.20 98.9
26 151.3 47.2 84.3 2.92 6.16 83.7
27 150.2 48.1 85.8 2.79 9.50 84.0
28 139.4 33.6 67.0 2.27 8.92 71.0
29 150.8 45.6 84.9 2.86 12.03 125.4
30 140.6 46.7 67.9 2.67 7.00 108.0
31 135.7 47.5 57.9 2.38 6.98 91.7
32 140.2 48.0 71.0 2.62 6.17 101.8
33 152.1 50.3 88.1 2.89 10.42 112.5
34 132.2 43.7 62.4 2.14 7.47 97.5
35 147.1 41.2 78.9 2.66 9.25 92.4
36 147.5 45.4 76.2 2.75 8.78 95.4
37 130.6 38.4 65.8 2.13 5.31 77.2
38 154.9 48.2 91.2 2.91 10.69 80.8
39 142.4 42.6 83.1 2.63 11.15 76.7
40 136.5 40.4 69.6 2.01 7.77 49.9
 kk  MF)1
6_, [nt8_, P oElMkot
= _ aEBG
YMaEnt?k*J&872mK872
Dtf[|&. m |< ?HaEioq*J&8,72
6Mr1otQ 8 rar, [k8_ P 
1C< q1,8rar [8rarTJok, Monte Carlo
[
10.1 Æ2 Monte Carlo 
10.1.1  1

=k b
=, [k I  : raEX2gl
 10.1 (ki P)
8O} A Q B Ho:lQ B  }*=Mt  } 
A  B $qr℄~aU 30 \%^ ; w U 2 \%$Æ/%F ℄
J } krb 13 )= A ÆHk 13:30  B  } = A 
$r$MfaO _ 10.1 )zÆH  B $r$MfaO _ 10.2 )z℄
*
l  } $fa~Ed
6 10.1: AJs A  flyI
 } =r$ 13:00 13:05 13:10
fa 0.7 0.2 0.1

6 10.2: +S X B  flyI
H r$ 13:28 13:30 13:32 13:34
fa 0.3 0.4 0.2 0.1

` T ykiÆ A B{Y,yq T ykiÆ A B& B B1G,y

1 2

T yE& B B,yq~T , T , T a :r>* T ∼ N(30, 2 ),

3 1 2 3 2
2

T , T ,kK<C 10.3 C 10.4  

1 3

559
560 (q R#F~
6 10.3: T f ;
1

yq T / k 1 0 5 10

= p 0.7 0.2 0.1
o 13 y y yq t = 0.
6 10.4: T f ;
3

yq T / k
3 28 30 32 34

= p 0.3 0.4 0.2 0.1
o 13 y y yq t = 0.
[ 3koYEq{y_ki,xk6h W  T + T > T .  1 2 3

*&E_ki,
= y P {T + T > T }. _k [m y
=k

1 2 3

`NNTT,
=k P O &
=kS6M O & Monte Carlo

R
K dC [~ y Monte Carlo [ n p
=k 8 rar,sh 
N
10.1.2 Monte Carlo 

Monte Carlo [m y Monte Carlo arm _   d [m : rar

.arS dl&|,my4, _ ,Mk E m K T.l _
(m y aE)  R mae6aE_|dm y ar|d 9,aE y ar
aE
Monte Carlo bj 1,  9|_In4X  9A Von Neu-
man (o · {nF)  Ulam(e) % A QÆ  ,^i$ ',ST
tIn Monte Carlo yST=,mNA Q,[ Q  R$> l,
o : rVBGar
Monte Carlo [,q1 ) / %r : r  ,
= K T

=kK#
Tr: r  ,ar  d, [?  ,+
= # T
r~V Monte Carlo [,d{K 6
=aE,8   d*&,V
J  8 {,
 m arFAl|3t Monte Carlo [FLh&, : r
#  8 EE 8 Joq,dq6 8 r_|&
Qo Monte Carlo [|&64lC< , Buffon eP P 
 10.1
=k Monte Carlo [ 561

 10.2 (Buffon eP P)

ufad$/|$ Buffon  ℄8 ~PDR,$OL:f*a π $
* _ xP~$OL)x Buffon  ℄8
`4lC, 1.2 oYPG*+*,xk6h W
l
x≤ sin θ.
2
Buffon , a P  d6 8 r_|&LhtLx
(1) ao : r #  ao n +TG, : r> θ, x ,yfO# θ , x , i i

i = 1, 2, · · · , n, o θ ∼ U(0, π), x ∼ U(0, ).

i
a
2

(2) ar  ddJ. 
l
xi ≤ sin θi (10.1)
2
ppR  (10.1) pC  4 i   dp (|PG*+*). h n 
 do k p; π ,!` y
2ln
π
b= , (10.2)
ak
o a > l, a y ! ?
%_  Lx:>p R artO (tO_ buffon.R)
buffon<-function(n, l=0.8, a=1){
k<-0
theta<-runif(n, 0, pi); x<-runif(n, 0, 1/2)
for (i in 1:n){
if (x[i]<= l/2*sin(theta[i]))
k<-k+1
}
2*l*n/(k*a)
}
;q:<, R tO buffon.R, BGar9 n = 100000, l = 0.8, a = 1.
> source("buffon.R")
> buffon(100000, l=0.8, a=1)
[1] 3.142986
562 (q R#F~
, a P  d,ar3t 9 Bq1℄! Monte Carlo [
Buffon
58|P ,q1Lx Q Lh#aaE Bar|d58 + 3
t
y !< 8aE BM
=k [4 I 5 π ,.lrar
[
 10.3 Pfa\gOL|~R#f*a π $R
`j:tÆ (0, 1) 7_a/kK,G, : r> X  Y , ~Xz
: r> (X, Y ) ,B
=TK y
(
1, 0 < x < 1, 0 < y < 1,
f (x, y) =
0,  B.
; P X + Y ≤ 1 = π4 .
2 2

j:9f y 1 ,V Ftl+ (6 O) y &A 1 y #N, 1/4 &S

BM6V Fp.
=2ao n  : r6 (x , y ), i = 1, 2, · · · , n, | x  yi i i i

(0, 1) _a/kK, : r # N e 10.1   h n 6o k 6B6 1/4

y
6
1

(xi , yi )

- x
O 1

e 10.1:  Monte Carlo [5 π ,!`

&p| k 6 (x , y ) Ei i x2i + yi2 ≤ 1. ;! n → ∞, N'
 
k &Xs ,
1/4
 
k π
n n→∞
−→
V FXs n n→∞
−→
4
.

~ π ,!` y 4k
π̂ = .
n

X:>,artO (tO_ MC1.R)

 10.1
=k Monte Carlo [ 563

MC1 <- function(n){

k <- 0; x <- runif(n); y <- runif(n)
for (i in 1:n){
if (x[i]^2+y[i]^2 < 1)
k <- k+1
}
4*k/n
}
o runif() aoa/kK, :r # ~ [ y runif(n, a, b) ao7
 n  (a, b) 7_a/kK, : r # R a, b `q>;ao n  (0, 1) 7
_a/kK, : r # ; MC1 9 # 9 n = 100000, *&
> source("MC1.R"); MC1(100000)
[1] 3.14268
_XI, Z √ Monte Carlo [5 π , [1l_S  Monte Carlo
[5?sk 1 − x dx. X{5?sk,l [
1
2
0

 10.4 P Monte Carlo OL:3G\

Z b
I= g(x)dx. (10.3)
a

`e 10.2(a) ,XsC  ?sk (10.3) ,`y [ P %9 #

)i6~V F (0 ≤ x ≤ 1, 0 ≤ y ≤ 1) pNe 10.2(b)  dh9# g(x)
y y
6 6

c 1
y = g(x) y = f (x)

S = c(b − a) nk A= k
n
= Iˆ
- x - x
O a b O 1
(a) (b)
e 10.2:  Monte Carlo [5?sk,  w e
564 4wC  8 rar
67 [a, b] p9;ot
!R:Aw,3wKot*& e 10.2(b)
,F  
&6dj: e 10.2(b) ,1 8 ?sk
Z 1
I= f (x)dx. (10.4)
0

/ x, y y+TG, (0, 1) 7_a/:r # 6 ~ V Fp : r, a e n 

6 (x , y ), i = 1, 2, · · · , n. R4 j  : r6 (x , y ) B8* f (x) ,7p
i i j j

(e 10.2(b) p,7), C℄4 j   dpM+E
=aE

yj ≤ f (xj ). (10.5)

hp,6 #  k ,  d #y n, ;' # ?<

k
lim = p,
n→∞ n
ÆV k
Iˆ = ≈ p. (10.6)
n
%B
= p |ye 10.2(b) ,Xs A. ÆV:r6B67 A ,
= p
 5sk,!` I.ˆ
_  ot Monte Carlo [8 P ,l 3t-j y tU6
(1) 9 P ,
=aE
R:rHl, P NoV1B.{h Y  ar1B
,
=3t#
=aEm
D  Ml P 6MX,o`%BlL I

R?HP N? π `8?sk;L% P
[ y: rH P 
N e 10.2(a)  8 P9 # g(x) 67 [a, b] ,?sk; 6 c(b − a) ,
97npaoR : r6F # EJ.  y ≤ g(x ) ,6#ÆVp! j j

P ,
=aE
(2) ÆqY
=kKyf
ÆqY
=kKyf|_ aoqYkK, : r # O#ÆV|&R :
r ,arNh*&!` I,ˆ '6ao f (x) ,yfO# f (x ), f (x ), 1 2

· · ·, f (x ), |ao[TK9 #y f (x) , : rO#

n
 10.1
=k Monte Carlo [ 565

(3) #  L, _ 
R58, P   d, : r> k/n  y  P 8,!`R k/n , r
` < 5 P ,8;  *72 y  !Mr16 Monte Carlo [
o*T| ! m yiw , B!"C!.
10.1.3 Monte Carlo ffu 1

Monte Carlo [ t : r>yf, _ !`; h O
=kK,yfJ

 Q MSl_!,sh P  Monte Carlo [  q&,HK
_u ,7T+'Q r qt.a,  d #
|./,j
*&.
,HKX I Ml P 
h:r> X, yf`y x , x , · · ·, &5r` E(X), otr
1 2

[
1. E!l

: r a 6 [ ( 10.3  10.4), BG n   d! n xkyt

: r> k/n  y  r ` E(X) ,C , !`|
E(X) ≈ p = k/n.

o k n   dop, # 
Rl a 6  d,p
= y p, Ft
1, C℄  dp ,
(

0, C℄  du ,
X = i

;l  dp,a` _ y
E(Xi ) = 1 · p + 0 · (1 − p) = p,
Var(Xi ) = 12 · p + 02 · (1 − p) − p2 = p(1 − p).

RBG n   do k   dp; k y [R #y (n, p) ,X1kK

y: r> k ,!` y
p = k/n.
566 4wC  8 rar
%B: r> p ,a` _E
 
k 1 p(1 − p)
E(p) = E = E(k) = p, Var(p) = .
n n n

~VA_ p
! yA_&
S = p(1 − p)/n. p = 0.5
&6I!  d # n 9TyJ.  |p − p| < ε ,
=J7 1 − α,
|
P {|p − p| < ε} = 1 − α. (10.7)

MS (. (10.7) ,hBKy α, HKy ε. NR9 α = 0.05, ε = 0.01,

;6 100   do!` p O` p [_+ 95 Jh3 1% ,_
oAw)? oY! n → ∞ y(p−p)/S "CAVEkK N(0, 1),
~  
|p − p|
P < Zα/2 = 1 − α, (10.8)
S
o Z V E kK,_ α/2 k ~ 6
α/2

3.  (10.7)   (10.8), *&

p
ε = Zα/2 S = Zα/2 p(1 − p)/n,

Æ;
p(1 − p) 2
n≥ Zα/2 . (10.9)
ε2
 10.3 :ra6[!&u= π, X8BLhTa  dOq
&HKh5
 10.5 (B 10.3) ^Æ<U 5%, <2:U 0.01 $80r:B 10.3 )
$,
`PwY α = 0.05, ~y π/4 S ar,r`*& p = π/4 = 0.785,
ε = 0.01/4. \CmI 8 (qnorm(1-0.05/2)) *& Z = 1.96, ~ α/2
   
p(1 − p) 2 0.785 × 0.215 × 1.962
n= Zα/2 = = 103739.
ε2 (0.01/4)2

o ⌊·⌋ C  _9U
~ 100000 ar*& π ,ar`O|` 95% ,oq_6
1% tp
 10.1
=k Monte Carlo [ 567

6 10.5: !lfubT~ (α = 0.05)

p ε = 0.05 ε = 0.01 ε = 0.005 ε = 0.001
0.1(0.9) 140 3500 14000 350000
0.2(0.8) 250 6200 25000 620000
0.3(0.7) 330 8100 33000 810000
0.4(0.6) 370 9300 37000 930000
0.5(0.5) 390 9600 39000 960000

  (10.9), o*&J ℄ HK ε J ℄
= p 1 : r a 6 [,  d

 # NC 10.5  
2. >q  

a` [  n   d,a`
n
1 1X
x= (x1 + x2 + · · · + xn ) = xi ,
n n i=1

 y X , r ` E(X) ,C , !`
h n G℄kK, : r>O# x , x , · · · , x , O:r>,a` y
1 2 n

µ, _ y σ , ; 2
x + x + · · · + x − nµ
1 2 n
√
σ n
"C2tÆAV E kKiS ( ! n → ∞ y
   Z Zα/2
 x1 + x2 + · · · + xn − nµ  1


P  √  ≤ Z α/2 −→ √ exp −x2
/2 dx = 1 − α,
σ n  2π −Zα/2

mK n p o
2
P |x − µ| ≤ Zα/2 σ /n = 1 − α.

℄ fRh5 |x − µ| ≤ ε, ;
p
ε = Zα/2 σ 2 /n,

ÆV
2
n ≥ Zα/2 σ 2 /ε2 . (10.10)
568 4wC  8 rar
 (10.10) | y a` [6? α  ε   L,  d # 
6BG 8 y[ eFJY' _ σ2, l !` R |  n0 
 d*& _ σ2 ,!`
n
2 1 X 0

S = (xi − x)2 .
n0 − 1 i=1

6*& S M S C , (10.10) o, σ , ;a` [,  d #y

2 2 2

2
n ≥ Zα/2 S 2 /ε2 . (10.11)

R n > n , LhHx  d
 10.6 P!LRf*a π, d ^Æ<U 5%, <2:U 0.01 $8
0

0r)$,
`|_8 π/4, 1l_S 
=, [ 8 sk R √
1 − x dx. i
1 2

S ( : r> X ∼ U[0, 1], / g(X) = 1 − X ,  r ` y

0
√
2

Z ∞ Z 1 √ π
E[g(X)] = g(x)f (x)dx = 1 − x2 dx = ,
−∞ 0 4

~
n q
π 1X
= E[g(X)] ≈ 1 − x2i , (10.12)
4 n i=1

o x [0,1] 7_a/kK, : r # 
i

  (10.12) :> R tO (tO_ MC1_2.R)

MC1_2 <- function(n){
x <- runif(n)
4*sum(sqrt(1-x^2))/n
}
 10 o ar
> source("MC1_2.R"); MC1_2(100000)
[1] 3.141816
 10.1
=k Monte Carlo [ 569

X!  L,  d #   (10.10) oY' 5 _ σ .  _  2

Y}*&
Z 1  π 2
2 2 2
σ = E[g(X) ] − (E[g(X)]) = (1 − x2 )dx −
0 4
2  π 2
= − = 0.04981641
3 4
y α = 0.05, Z α/2 = 1.96, ε = 0.01/4,  t
$ 2
%  
Zα/2 σ2 1.962 × 0.04981641
n= = = 30620.
ε2 (0.01/4)2

o&℄fHK,1a`[, : r  d # d : r a 6[
, 1/3. ÆMotg{a`[h : r a 6[
Æ 10.6 , 8R3tot*&a`[ 8 l ?sk, [
Nh 8 ?sk g(x)dx. / y = (x − a)/(b − a), ; dy = dx/(b − a),
a
b

Z b Z 1 Z 1
I= g(x)dx = g(a + (b − a)y)(b − a)dy = h(y)dy,
a 0 0

o h(y) = (b − a)g(a + (b − a)y).

R Y ∼ U(0, 1), ;
Z ∞ Z 1
E[h(Y )] = h(y)f (y)dy = h(y)dy = I,
−∞ 0

 t n n
1X 1X
I≈ h(yi ) = (b − a)g(a + (b − a)yi),
n i=1 n i=1
o y [0,1] 7_a/kK, : r # 
i

_ I o-jN
(1) Monte Carlo [,!`HK ε   d # n , p℄3| ε ∝
1/ n. RHK ε O
10 -;  d # n Lh= 100 -Mw } 8 P ,y
√

hG 100 -#   5 KG Monte Carlo [,{h>6

(2)  (10.9)   (10.11) C℄! ε l?y d # n 9_ _, #
`| n ∝ S . ~V)/ _  5 Monte Carlo [  ,{h f N
2

(3) Monte Carlo [,HK![
=HlB FJqOaHKl?7

 ε, Vd C℄ 8 HKt0C 1 ,
=Jh3 ε.
570 jj  LE(0
ÆFgGf 10.2

6_l5< , Monte Carlo [oLh& : r # 6Ml5< : r

# ao, [
: r # ao, [gok y U4l  P, : r # Cl:
qi.<,:r#Co~$;_ot :r # C O& 8 ro~
t.~ 8 yeeLh, : r # V 8 r,~)~M
r [l JQ4X  h| : r # Yoao : r # p1
D
4U  P, # T [ 8 r 8 {,M: # l l?,
<5 h  8 {,~ B QJ OV, : r #
m y{: r #  *, # #
I3l?yg{&uH,sy N2 8 [R* !BQ ot
℄ OV, : r # C , , : r K TB ,6  85 Kzp7
Fo 8 raod
XQ< ~re, : r # ao, [
10.2.1 q  ; E~fFe

1. M~

tao (0, 1) a/kK : r # ,5 h  y

xi = λxi−1 (mod M) i = 1, 2, · · · , (10.13)

 o λ s~
ms M a # !?lz
` x0 [MSot
  (10.13),  8 {O# x1, x2, · · ·, xk , · · ·. 49
xi
ri = , (10.14)
M
; r S a/kK,4 i  : r # 
i

 x | #y M ,0| # , #  t 0 ≤ x ≤ M, ; 0 ≤ r ≤ 1.
i i i

~O# {r } (0, 1) 7_a/kK  (10.13)   (10.14) otg{

i

Ol x  r fT M T|,`~ x  r u L ,| L ≤ M.

i i i i

~ {r } J OV, : r # # ! L xk;6lup, # oq

i

I  ~GHa/HdVM: n =9_R # x  λ  M ,R:l 0

:' h #R # 9 x = 1 mV #  M = 2 , λ = 5 , o k, q F

0
k 2q+1
 10.2 : r # ,ao 571

VU #  k ; L R 8 r ~#y n, l 9 k ≤ n, q E

52q+1 < 2n ,U # 

7~
2.
iB ℄ [,5 h  y
xi = (λxi + c)(mod M), i = 1, 2, · · · , (10.15)
xi
ri = . (10.16)
M
[ 3
!,R9R # ot \ {: r # , _ HlNR c 9VU #  M =
2k , λ = 4q + 1, x0 9FwgzU # oao : rH<*u L = 2k ,
O# {r }. i

10.2.2 q  E~fSb

8[ao,:r # {: r # ~LhRao, {: r # BG _ 
dX< re,d [
1. ?~Sb
R Q X tÆ (0, 1) 7_,a/kK;
1 1
E(X) = , Var(X) = E(X 2 ) − [E(X)]2 = ,
2 12
1  2 4
E(X 2 ) =, Var(X 2 ) = E(X 4 ) − E(X 2 ) = .
3 45
R   Q ,G,(Y`/
r1 , r2 , · · · , rn n X
n n
1X 2
1X 2
r= ri , r = r ,
n i=1 n i=1 i

; B Q,a` _kD y
1 1   1   4
E (r) = , Var (r) = , E r = , Var r 2 =
2
2 12n 3 45n
oAw)? ! .y _  n
 
r − E (r) √ 1
u1 = p = 12n r − , (10.17)
Var (r) 2
 
r2 − E r2  
1√ 1
u2 = r   = 2 45n r̄ − 3 , (10.18)
Var r 2
572 4wC  8 rar
"C2tÆAV E kK N(0, 1). !?%|H %  α M|oZV E kK
C?,'9`
O r̄  X ,a` E(X)  r  X ,a` E(X ) ,_| 2 2 2

p%|ÆV_?qp r , r , · · · , r gp  Qy 7 (0, 1) _a/kK

1 2 n

, : r # X , n G,9`dyl o9%|H %  α = 0.05, y

'9` y 1.96, |! |u | > 1.96 yH y %|_|
i

2. q  PSb

: r # ,a/Hdm=dB dId= = p

%|H_|  
7 [0, 1) kp k .kt k , k (i = 1, 2, · · · , k) C  4 i 7
i−1 i

N r [0,1) _a/kK, : r # X ,l9`; B B6O7,

s

=a.M:7,fK k1 , # n 6oB64 i 7_,a #

y m = np = nk , h|_ r , r , · · · , r o  4 i 7, # g y n , ; _
i i 1 2 n i


k X n 2
k
X k
2 (ni − mi )2
χ = = ni − , (10.19)
i=1
mi n i=1 k

"C2tÆ K y k − 1 , χ kKZBG%|Hd[ e9%|H 2

%  α = 0.05,  K y k − 1 , χ kKC\{'9` χ (k − 1). N2 2 2

0.05
χ > χ (k − 1), ;X`a/HÆh
2 2
0.05

3. tPSb

GHd{hd : r # r , r , · · · , r o#M,_+'H p%| 1 2 n

QY' : r>,+' # ℄ ! B Q[,*H+'tKR : r

>+TG; B Q,+' # 6 y 0(℄[Jl?). ~o+' # 
d : r>,GH
? : r # r , r , · · · , r ,  8 #M+\ y k ,f1,+' #
1 2 n

n−k
!,
1 X
ρk = ri ri+k − (r)2 S 2 , k = 1, 2, · · · , (10.20)
n − k i=1

n
o S = 2 1 X
n − 1 i=1
(ri − r)2 .
 10.2 : r # ,ao 573

RRJ ℄ , k `dO {$Æh H : ρ = 0. RÆhp; 0k k

! n − k xky_  ρ "CAV E kK N(0, 1). 6?%|H % 

k

RX`$Æh;oH y r , r , · · · , r l?,*H+'H; B QJ +
1 2 n

TG,
: r # , _ d|_  Urd m ` B ,d [`ot&#
XC5(3,R # mgR # d [MSJll< !
10.2.3 Tl ; E~fFe

ZL E4fJN
1.

h : r> X [kK< P {X = x } = p , i = 1, 2, · · ·. / p = 0,
i
i i
(0)

p , i = 1, 2, · · ·, % {p }  y 7 (0, 1) _,k ~ 6h r 7 (0, 1)

X
(i) (i)
p = j

_a/kK, : r>!*A! p < r ≤ p y/ X = x , ;

j=1
(i−1) (i)
i

P {p(i−1) < r ≤ p(i) } = P {X = xi } = p(i) − p(i−1) = pi , i = 1, 2, · · · .

[Q,_G3t Oao (0, 1) 7_,l : r # r, R p (i−1)

< r ≤ p(i) , ;
/X=x.
 10.7 x kU\ g `
i

X = xi 0 1 2
pi 0.3 0.3 0.4

$=X%F ℄ J X $%F
`h r , r , · · · , r (0, 1) _a/kK, : r # /
1 2 n


 0, 0 < ri ≤ 0.3,

xi = 1, 0.3 < ri ≤ 0.6,



2, 0.6 < ri ≤ 1,

; x , x , · · · , x [ X ,kK<, : r # 
 10.8 x k Possion \ g $%F
1 2 n
574 jj  LE(0
`Possion kK VEkK Possion kK,kK< y
λk e−λ
P {X = k} = , k = 0, 1, 2, · · · , (10.21)
k!
~ (0, 1) 7_a/kKao, : r # r, F{R # λ `[Mo
k−1 j
X k
X
λ λj
e−λ < r ≤ e−λ , k = 0, 1, 2, · · · , (10.22)
j=0
j! j=0
j!

?{ k `F/ X = k, ; X y [ Possion kK (10.21) , : r # 

2. VL E4fJN
l 2(R[?kK,PE : r> X, ao (0, 1) 7_a
/kK, : r # aokK, : r # oe, [ ℄9 # [
hPE : r> X ,
=TK9 #y f (x), /
Z x
r= f (t)dt,
−∞

; r y (0, 1) 7_a/kK, : r>!{! (0, 1) 7_,a/ : r #

r , r , · · · yoZ t
1 2
Z xi
ri = f (t)dt, i = 1, 2, · · · , (10.23)
−∞

8{ x , x , · · ·. y x , x , · · · o y: r> X , : r # 
 10.9 x k n U λ $\ g $%F
1 2 1 2

`b # kK,
=TK y f (x) = λe (x > 0),   (10.4) *& −λx

Z xi
ri = λe−λt dt = 1 − e−λxi , i = 1, 2, · · · ,
0

| 1
xi = − ln(1 − ri ), i = 1, 2, · · · .
λ
 1 − r  r ℄ kK#_  o[ y
i i

1
xi = − ln ri , i = 1, 2, · · · . (10.24)
λ
℄9 # [ lr [ , [ !℄9 # nt5*y [Jp~

 10.2 : r # ,ao 575

10.2.4  ; E~fFe
M< raoV E kK : r # , [
1. H=e

h r , r , · · · , r (0, 1) 7_ n G,a/kK, : r # oAw)

1 2 n

? *& P n
ri − n/2
i=1
x= p (10.25)
n/12
C,2tÆV E kK N(0, 1). y!'Wl?,HK (10.25) o, n 9*
l +9 n = 10 y <o9 n = 12. y (10.25) 
,F  12
X
x= ri − 6. (10.26)
i=1

! r (0, 1) _,:r#; 1 − r i (0, 1) _,:r#~  (10.26)

i i

o >y 6 12
X X
x= ri − ri . (10.27)
i=1 i=7

R : r # x tÆ N(0, 1) y/
y = σx + µ, (10.28)

; y VE N(µ, σ ) ,:r#ot*&FwR # µ, σ ,VEkK,: r

2 2

#
2. < 54=

otW℄N'! r , r +TG, (0, 1) 7_a/kK

1 2

, : r # y>a
p p
x1 = −2 ln r1 cos(2πr2 ), x2 = −2 ln r1 sin(2πr2 ). (10.29)

; x , x G,AV E kK N(0, 1) , : r # 4  (10.28), ot*

1 2

&FwR # ,V E kK N(µ, σ ) ,G, : r #  2

576 (q R#F~
10.2.5 w R WWeK E~
#X(!rao : r # , [|_ETQ ot Boprk
K, : r # &t R Q y <  8 rQ op : r # , [
6 R Q o#{!rkK (4 3 C,C 3.1), 6M:kK,9 # # r,
;C  opkK, : r # N
(1) runif — aoa/kK, : r # R #y n, a, b, o n y: r # ,
#  a, b y 7 (a, b) L6`! a, b q>yy (0,1) 7_, : r # 
(2) rnorm — aoV E kK, : r # R #y n, µ, σ, o n y: r # ,
#  µ y a` σ y A_! µ, σ q>yy AV E kK N(0, 1) , : r
#
(3) rpois — ao Poisson kK, : r # R #y n, λ, o n y: r # ,
#  λ y Poisson kK,R # 
R Q `otao A kK, : r # MSJll#V!

10.3 6 )1
_ar ^P _ ,sh [Rl7y2, _ h#l #
TaEYB ge
n,nf J&,|~q9{ # TaE
7y2Q8, [*&aE,8iFgv  mK1*J&8
8: _ 9 B7FJy2pMr J℄,D, _ ~
[Q8, [k P RM, _ Qar, [Ju y l
r58,< [
10.3.1 V5(0

E: yP>[, _ m y P _ QY'8 8 r,

E V[ # Æ[,~RP _ , 8 rardq C , ,l
*, _ E 6l:Vyf6_, # `J3dhMrC , &l?,H
KiSotEh5!
P_ar,l [  # _ ,PaEBM
[ yVaE
FRaEBGar&V ( ℄
 10.3 oD~ 577

 10.10 (zP) uÆO ABCD $u2)vU8Hu8r$H

BrK?p v C r O $r8uHO*q$O x& O C;
^xG&kBe8<{=!W$ ) O. :'80rouH$H
`Ml P ,ar [ #X℄+Aty ∆t BGQ
f6Olyq t  8 OE6lyq t + ∆t y,AJdh ,zR
4 r6y t, ,A y (x , y ), r,A y (x , y ), iL 6 t + ∆t y
1 1 2 2

,A y (x + v∆t cos θ, y + v∆t sin θ), o

1 1

x2 − x1 y2 − y1 p
cos θ = , sin θ = , d = (x2 − x1 )2 + (y2 − y1 )2 .
d d
R9 7, ∆t, ar& r,\7 v∆t y 
t ar, R tO (tO_ trace.R), ABCD , + >6,z
~ h
y A(0, 1), B(1, 1), C(1, 0), D(0, 0).
#### xa A, B, C, D w O 9gf8\UeV~
plot(c(0,1,1,0), c(0,0,1,1), xlab =" ", ylab = " ")
text(0, 1, labels="A", adj=c( 0.3, 1.3))
text(1, 1, labels="B", adj=c( 1.5, 0.5))
text(1, 0, labels="C", adj=c( 0.3, -0.8))
text(0, 0, labels="D", adj=c(-0.5, 0.1))
points(0.5,0.5); text(0.5,0.5,labels="O",adj=c(-1.0,0.3))
#### }/afog8\bX X, Y ℄
#### X & ABCD -gf x [ Y & ABCD -gf y [
delta_t<-0.01; n=110
x<-matrix(0, nrow=5, ncol=n); x[,1]<-c(0,1,1,0,0)
y<-matrix(0, nrow=5, ncol=n); y[,1]<-c(1,1,0,0,1)
d<-c(0,0,0,0)
for (j in 1:(n-1)){
for (i in 1:4){
d[i]<-sqrt((x[i+1, j]-x[i,j])^2+(y[i+1, j]-y[i,j])^2)
x[i,j+1]<-x[i,j]+delta_t*(x[i+1,j]-x[i,j])/d[i]
y[i,j+1]<-y[i,j]+delta_t*(y[i+1,j]-y[i,j])/d[i]
}
578 4wC  8 rar
x[5,j+1]<-x[1, j+1]; y[5, j+1]<-y[1, j+1]
}
#### xa?Of>
for (i in 1:4) lines(x[i,], y[i,])
0 + E6yq, ~ hS*&  5,.t e FN e 10.3  

1.0
B
A
0.8
0.6

O
0.4
0.2

C
0.0

0.0 0.2 0.4 0.6 0.8 1.0

e 10.3: z P
P_,Yee&es k tm s k tV58 [;Lh5
8 s k t, # ` [N Runge–Kutta [.'P _ ,ar,BlL
I otR'  yMSJ  !
10.3.2 Z5(0

V_ b_ E d6),y6m)o #,y6_Yo>

[, _ ÆhV _  E ,>[ 6ly6_ &  n p,
 10.11 P~$OL:tB 10.1.
`h
T — kiÆ A B{Y,yq
1

T — kiÆ A B& B B,1Gy

2

T — dE& B B,yq
3
 10.3 oD~ 579

Eq_ki,xk6h W T + T > T . 1 2 3

Æh T , T , T a :r>* T ∼ N(30, 2 ), T , T ,kK<C 10.3

1 2 3 2
2
1 3

C 10.4  
h r , r (0,1) 7_a/kK, : r # ; T  T ,kK<,ar
1 2 1 3

y 
  28, 0 < r2 ≤ 0.3,



 0, 0 < r1 ≤ 0.7, 

  30, 0.3 < r2 ≤ 0.7,
t1 = 5, 0.7 < r1 ≤ 0.9, t3 =

 
 32, 0.7 < r2 ≤ 0.9,
 

10, 0.9 < r1 ≤ 1. 

34, 0.9 < r2 ≤ 1.
; t  t otgp T , T ,l(℄`
1 3 1 3

/ t tÆVEkK N(30, 2 ) ,:r#;% t gpki1Gy T ,

2
2
2 2

l(℄`
6O  doao U(0, 1) , : r # t , t , l N(30, 2 ) , : r # 1 3
2

t , ! t + t > t , H y dp (q _ki). R6 n   do k p

2 1 2 3

;= k/n  y E_ki,
=! n Ey=`
=`C

, +.
t 583t, R tO (tO_ MC2.R).
MC2<-function(n){
r1<-runif(n); r2<-runif(n); t2<-rnorm(n,30,2)
t1<-array(0,dim=c(1,n)); t3<-t1;
for(i in 1:n){
if (r1[i]<=0.7){
t1[i]<-0
}else if (r1[i]<=0.9){
t1[i]<-5
}else
t1[i]<-10
}
for(i in 1:n){
if (r2[i]<=0.3){
t3[i]<-28
580 4wC  8 rar
}else if (r2[i]<=0.7){
t3[i]<-30
}else if (r2[i]<=0.9){
t3[i]<-32
}else
t3[i]<-34
}
k<-0
for(i in 1:n)
if (t1[i]+t2[i]>t3[i]) k<-k+1
k/n
}
l o   d*&
> source("MC2.R"); MC2(10000)
[1] 0.6306
E_ki,
=+ 0.63.
 10.12 NKA# Zt hR℄8
`?℄P5Z l?JK,! (Pb), ℄P+ u& u t
"mS℄PY{,re*6re*ooRE Q℄6w~
5h{h !8o
5,k3 (m
=), MR℄P,=1G
f'sh, j:loBO5ZM1B, 3tÆ?5Z
/,a/!otz 5 v  3+ α eO5Zp ( e 10.4), 1Bl
0

N\M6 x !?[Mol*?, 5 K{ 3 (v , θ ), 41B

0 1 1

lN\M!?4XFl*?, E (v , θ ) ..IR 2 2

MYot1[lVq 1B3t
(1) d℄P (2)
5Z (3) 4 i Mo05Z  
XR P R[Æh
(1) Æ?5ZG!,JK y D = 3d, o d y [o,a
B\OMo~ = ulMkqV 5 K)Æh64 10 
Mo 5 K)&dlE7, # `Vq 1B (0 ). R
5Z,
oD:# (x , θ ) Y4 i Mo,1B E o x yo6
i i i
 10.3  _ ar 581

α — oOe+ D — 5ZJK
θ1 — o4l e+

e 10.4: o!
O5Z,1B
xw_, ~ h θ o1B, 3 x w, +
i

(2) Æ?o65Zp+[B,\tÆb # kKo

IM, e+tÆ (0, 2π) _,a/kKÆV*&4 i Mo6
5Z, ~ h
xi = xi−1 + Ri cos θi , i = 1, 2, · · · , 10. (10.30)

o θ o4 i M, e+K R oÆ4 i − 1 &4 i 

i i

y  B,\Æhoq*&

Ri = d · (− ln ri ), θi = 2πui , i = 1, 2, · · · , 10.

o d y [o,aB\ r , u (0,1) 7_a/kK, i i

: r #  (10.30) C℄!o65Zp1B,
=aEoo1B, ~

h 3F : r,
(3) 64 i Mo, ~ h x Ur1Yo i

i) x < 0, o^d℄P
i

ii) x > D, o
{5Z

i
582 (q R#F~
R i < 10, ;o65ZpP1BR i = 10, ;o0
iii) 0 < xi < D,
5Z  
o1B,Ura  N e 10.5  y[PÆ?oOe+ α = 0(|o

e 10.5: o65Zp1B,Ura 
t℄ 3
O5Z), 5Z,JK y D = 3d.
X  R Q :>,artO (tO_ MC3.R).
MC3<-function(n){
D<-3; pi<-3.1416; back<-0; absorb<-0; pierce<-0
for (k in 1:n){
x<- -log(runif(1))
for (i in 1:10){
index <- 1
r <- runif(2); R <- -log(r[1]); t <- 2*pi*r[2]
x <- x + R * cos(t)
if (x<0) {
back<-back+1; index<-0; break
}else if (x>D){
pierce<-pierce+1; index<-0; break
}else
next
}
 10.3  _ ar 583

if (index==1)
absorb<-absorb+1
}
data.frame(Pierce=pierce/n*100, Absorb=absorb/n*100,
Back=back/n*100)
}
C 10.6 #{, _  tO 8 ,72
6 10.6: : $3 ~f(0_.
o # ()
(%)   (%) ^d (%)
100 35.0 11.0 54.0
1000 34.0 10.6 55.4
3000 33.1 10.5 56.4
5000 32.1 10.9 57.0

C 10.6 C℄95ZJK D = 3d JB
,~ y yo
5Z
,k36 1/3 V6|oh5o
5Z,
=w7l
# } y 10 ∼ 10 , |
O5Z,oR y ~ o idq~o
−6 −10


35Z P TJ,5ZOq~ B 0
,
= W < 10 ? D

−6

`*w, Aar 5000 o,1BS
5Z,=!


5Z,
=6W'[$~ y My,arHKd 1%, O
a
rHK
!=ar # 4X P LharTao,1BO
q=!
=
d4X P  10.1 5'arHKar #, I   (10.9)
ot*&R~arHK&"k[l;ar # h6 10 t_o 6

=6 10 t tHKfa&M # }iLar # S

−6

6 10 t_Mlh56 [ e,1%B GJ [ ,
12

QQN,8_$[%a/G!k y JK+ ℄ , m Zd9lZ

arho6MlZo   d,
=[ y W , ;
3lZ,
=
(1 − W ), ~V
m Z,
= (1 − W ) . o
3lZ,a 5 K 
m

)~V

=3 (1 − W ) h7 m

584 4wC  8 rar
 Monte Carlo [ ar 10000 o,1Byot'W (1 − W ) ,
HKh7 1%. I m ZM (1 − W ) < (0.01) , R9 m = 3, Sol*

m m

= (1 − W ) < (0.01) = 10 . Mf MJ6

 10 ,|ddL
3 3 −6 12

10   dSo& 10 ,HKMl B3℄0 [z!   5 K

4 −6

a!ary
 R tO (MC3.R),  10000 ar*&! D = 3d y

= y
W ≤ 1/3,  P TJ,5ZOq~ W < 0.01?
3d D

hLh,5JK y x, ; (W ) < 0.01, m 3 > 100, |

3d
x x

lg 100 2
x> = = 4.1918.
lg 3 0.47712

|5Z,JK6& 4.1918D ≈ 13d, Oq~o

=J 0.01.

Myotd4l P !R~ W < 10 , ;JK y D
−6

T D = 3x = 39d.

iS ( 5ZJK y 39d yo~o
5Z,
= W D < 10−6 .

10.4 )1 8z % gux

~Q (Queueing Theory) m:rtÆ _  [ 3^PrtÆ _ .
&4o,
= K TÆV8_tÆ _ hvi,lr 
~Q:r3t,lMkMt~QaEy ( ℄ P , :
rar [6< aE [[# < ~Q,q1
v
10.4.1 7y/5fD13

7yf 3
1.
 10.13 V$ u*
 A 8|ezU%7|ae3V$%
(T=U%Æur aex2B%TB$HE} [
<v
%P i<M~ } x $TVHeE<yYV$ $
O . I$ow#oD GQ
 10.4 ar [6~Qo, 585

 10.13 l7E,~Q,'~Q,ETN_

*i.*i,~Q$r&^9 Fp,~QEE&m*gEF
p,~Q# 

Fp,~Q..lr~Q ,~QN .
mY / 7wI-X,i Gi [ 3wÆ7w
~Q&4  Xpl h5*&tÆ.l h[tÆ
Qh5*&tÆ,Em
h._ m y $rtÆ,tÆE%mtÆr
_mytÆ%mtÆ C $rtÆ C Spl~Q _ mm y: rtÆ
 _ %B>a$rmtÆ C FAl FJgFp~Q _ 
RFAl~QtÆ _Ol_$r [ 3~QtÆ_ hI3N3
t$r&~Q.0  tÆ;3tN e 10.6  
tÆ _
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{
-

e 10.6: tÆ _ ,Y 

2. 7y/5fD13
(1)  O3t
 O3t Y  $r'{$r <f,,<0~Q _  a) $r'
Q$r,'oq ),ioq ),NgpYo#GJ,
r ),&w
,$r Q otgp ), b) &,E
$r &m p&NgpYo#GJ,r &
6x P oBogp$r&S p&, c) +$r&,
y[eÆ? +TG℄ kK,, .\y, tÆ
Poisson kK, tÆ k 2 Erlang kK
(2) ~Q,;
~Q,; btÆ0NJ0N~Q$r p)w~Qe,~Q,;
N~r1 a) =ui~Q_ $r&yRtÆ C a0tÆr
J0N$r.y$rS B;N [ e~, = ui8\ _ 
b) .i~Q _ $r&yR  tÆ C a0A QS~Q.tÆ
586 4wC  8 rar
6.i_ otÆ ' Ok y  & tÆ|$r&, M ' O0 
tÆM& tÆN1) _ S !)
" M&,B,shh
 :rtÆ|6.,$ro : r2 V Rl$rBGtÆN8\%
0*S Mr   <,tÆ|6~Q.,$rod:E
,$r[v  H6tÆ ' O_h K DC A Q *&tÆNE
t E m74,$r BB. c) iBi~Q _ = ui.i,
iBky Qf
L),iBi _ .y),iBi _ t{
E0y)i,iB _ 
(3) tÆr
tÆr{h&t~ X a) tÆ C , # g6TtÆ C ,1F
 m F b) $r  L,tÆytÆzLf,
=kKO$
rL,tÆy p+TG ptÆm tÆ.e$r,tÆ
ykK?fkKb #kKhb # kK k 2 Erlang kK~AkK
l kK.
3. 46r
~QaE,= 20  50 uz D. G. Kendall (tW) O,
[ e 3 ∼ 5 ÆfpF y
A/B/C/n

o A C  O3t B C  tÆy C C  tÆ C# g n C   _ u
 # N
(1) M/M/S/∞ C  O3t Poisson 2tÆytÆb # kK _
 S tÆ C GtÆ _ L y 4,.i~Q _ 
(2) M/G/1/∞ C  O3t Poisson 2$r  L,tÆy y G
tÆl
=kK _ odltÆ C L y 4,.i _ 
(3) GI/M/1/∞ C  O3t y $rG&*+&,ytÆ
l
=kKtÆy +TGtÆb # kK _ odltÆ C 
L y 4,.i _ 
(4) E /G/1/K C  +&,yGtÆ k 2 Erlang kKt
k

Æy y GtÆl
=kK _ odltÆ C L y K ,iB

i _ 
 10.4 ar [6~Qo, 587

(5) D/M/S/K C  +&,yGtÆ?fkKtÆy+

TGtÆb # kK _ o S tÆ C GtÆL y K ,iBi
_
4. $|7y5f + e~  5

(1) Qf (L )
s

Qf b6 _ o,$r,a #
&V60  tÆ,$r
(2) $r,a.yaE0y (W ) s

$r,a.y bÆ$rBO _ ,yq℄&f
0  tÆ ,

ayaE0y b$r6 _ o,a.yatÆy[
a.yatÆy $r'A, # bA
(3)  _ ,H"
Æ$r&u", _ tÆ|f
℄& _ 4> y u"MNy
 _ P\H,yQm y  _ ,HB ℄ ! _ otÆr,
'K GtÆr9=,bA
10.4.2 7y(L(0f&V

1. &V4
aEar,'>  t{O  Yo,y~QaEo,
O  yYo,N6dyq$r&dyq$rf (tÆ
n p) .~BGarU'>
(1) y>8 _ Yodl  ,yN$r&m$rf
(2)  # >!#6tÆ _ o$r, # 
(3)  _  E > _ , E N _ u"`\H _ o$r, # k
D6htÆN C 0  tÆ.
!MU'> A >S< !
2. Poisson /Nf(0

6~QtÆ _ o[ eÆh$r,&y0  ,ytÆ Poisson 3

t~R Poisson 3t,ar wksh,
588 4wC  8 rar

=Y}oY! : r3t 'K y λ , Poisson 3ty6\
+TG, : r>*tÆR #y λ ,b # kK|
(
λe−λt , t > 0,
fTi (t) = i = 2, 3, · · · ,
0, t ≤ 0,

+,kK9 #y
(
1 − λe−λt , t > 0,
FTi (t) = i = 2, 3, · · · .
0, t ≤ 0,

~ 1
t = − ln(1 − FTi (t)).
λ
 F (t) ∼ U(0, 1), ; 1 − F
Ti Ti (t) ∼ U(0, 1), ~ar Poisson 3t&
,y y 1
ti = − ln ui , i = 1, 2, · · · , (10.31)
λ
o u i ∼ U(0, 1).

10.4.3 h[  7y(Lf(0
.i~QaEoe,aE M/M/S/∞, |$r& _ ,+&
yG*tÆR #y λ ,b # kK
|  O3t y Poisson 3t
tÆ C ,tÆyiG ℄ kK*tÆR #y µ ,b # kKV* _ u
)0N
(~Q
1. S = 1 fJ} (M/M/1/∞)

54
l>
t — y> N — 6 t yq& _ ,$r # A

t — $r,&y n
A — 6 t yq!# _ ,$r #
t — $r,fy T
D — tÆy
# > (t k y >)
w — 8Yo  ,y w — 8 _ o,$r #
t n

w — 8_l  &l  ,y

s
 10.4 ~OLuBd$$KP 589

(0 I
(1) z
Lh t = N = 0, ao$r& _ ,z
y T , h t = T ,
A 0 A 0

tD = ∞(y _ o$r). h k = 0.
(2) 8 _  E h k = k + 1, w (k) = t, w (k) = n. N2 t < T , ;h
t n A

ws (k) = min(tA , tD ) − t,

BM
(3); p;h (

0, tD = ∞,
ws (k) =
tD − t, tD < ∞,
BM
(8).
(3) N2 t < t , ;h t = t , N = N + 1($r& # +1), n = n + 1(
A D A A A

_ o$r # +1), aol$r& _ ,y t . A

(4) N2 n = 1, aotÆ C _$r,fy t . D

(5) N2 t ≥ t , ;h t = t , n = n − 1( _ o$r # −1).

A D D

(6) N2 n = 0( _ o$r), h t = ∞; p;aotÆ C _$r,f D

y T . D

(7)
(2).
(8) (y t ≥ T , J40  ?$rd n p _ o$r,tÆ). N2 n >
A

0( _ o`$r), Fh t = t , n = n − 1( _ o$r # −1). N2 n > 0, a

D

otÆ C _$r,fy T , BM
(2); p;
(9).

D

(9)  8 Qf (L ) aE0y (W ) $r.,
= (P ).

s s wait

1X
Ls = ws (k) · wn (k),
t k
1 X
Ws = ws (k) · wn (k),
NA k
1 X
Pwait = ws (k),
t
wn (k)≥1

Y  8  { Ls  Ws  Pwait.
R NS(tO_ queue1.R)
590 (q R#F~
queue1<-function(lambda, mu, T){
k<-0; wt<-0; wn<-0; ws<-0;
tp<-0; nA<-0; n<-0; t<-0
r<-runif(1); tA<--1/lambda*log(r); tD<-Inf

repeat{
k<-k+1; wt[k]<-t; wn[k]<-n
if (tA < T){
ws[k]<-min(tA, tD)-t
if (tA < tD){
t<-tA; n<-n+1; nA<-nA+1
r<-runif(1); tA<-t-1/lambda*log(r)
if (n==1){
r<-runif(1); tD<-t-1/mu*log(r)
}
}else{
t<-tD; n<-n-1
if (n==0){
tD<-Inf
}else{
r<-runif(1); tD<-t-1/mu*log(r)
}
}
}else{
ws[k]<-if(tD==Inf) 0 else tD-t
if (n>0){
t<-tD; n<-n-1
if (n>0){
r<-runif(1); tD<-t-1/mu*log(r)
}
}else
tp<-1
 10.4 (0  7y $ ftw 591

}
if (tp==1) break
}
data.frame(Ls=sum(ws*wn)/t, Ws=sum(ws*wn)/nA,
Pwait=sum(ws[wn>=1])/t)
}
 10.14 V$ u*
x A 8|ezU%7|ae3V$
% (T=U%Æur aex2B%[h3V$% 
U Poisson Y! 4 H / rVr℄a\ g !2 6 \
%P~$OL:eoD$$B { (L ) !9Wr℄ (W ) %% s s

$fa (oDMkfa)(P ). wait

`;:<,tO queue1.R,  O+,R # bAar 1000 7y,~

QtÆ _ ,1G1
> source("queue1.R")
> queue1(lambda=4, mu=10, T=1000)
Ls Ws Pwait
1 0.6938313 0.1685005 0.4118629
 ` y L = 0.6666667(E), W = 0.1666667(7y). P = 0.4.
s s wait

 10.15 ub5$
h8. ATM F[h3=1$%!o\% 0.6
uGou%$!=1$r℄U 1.25 \%P~$OL:e ATM F
$B { (L ) !9Wr℄ (W ) %%$fa (P ).
s s wait

`ar 10000 kp,~QtÆ _ ,1G1

> queue1(lambda=0.6, mu=0.8, T=10000)
Ls Ws Pwait
1 2.949336 4.895917 0.7577775
 ` y L = 5(E), W = 5(kp). P = 0.75.
s s wait

Æ_Xotg{ar` `` E0C,

2. S > 1 fJ} (M/M/S/∞)

54
592 4wC  8 rar
R S > 1 ,1>wzq1_ S = 1 ,1+ ℄ d y, t D

y# =l E > SS, 8 _ , E 1

(0 II
(1) z
Lh t = N = 0, ao$r& _ ,z
y T , h t =
A 0 A

T , t (i) = ∞, i = 1, 2, · · · , S(y _ o$r). SS(i) = 0, i = 1, 2, · · · , S +

0 D

1(SS(1) 8 _ !# E ,$r #  SS(2 ∼ S + 1) 8 S tÆ C ,

E  0 y u" 1 y ), h k = 0.
(2) N2 SS(1) = 0, ;h t = ∞, i = 1; p;h t = min(t ), i =
1 1 1 D 1

argmin(tD ).
(3) 8 _  E h k = k + 1, w (k) = t, w (k) = n. N2 tt n A < T, ;h
ws (k) = min(tA , t1 ) − t,

BM
(4); p;h (

0, t1 = ∞,
ws (k) =
t1 − t, t1 < ∞,

BM
(11).
(4) N2 t < t , ;h t = t , N = N + 1($r& # +1), aol$
A 1 A A A

r& _ ,y T . h n = SS(1), SS(1) = n + 1( _ o$r # +1).

A

(5) R i = 1, 2, · · · , S, N2 SS(1 + i) = 0(4 i tÆ C u"), ;h

SS(1 + i) = 1(% _ o,$rk4 i tÆ C f
tÆ), ao4 i t
Æ C _$rf,y T (i), BMo W_ D

(6) N2 t ≥ t , ;h t = t , n = SS(1), SS(1) = n − 1( _ o$r # −1).

A 1 1

(7) N2 n = 1( _ o$r), h SS(1 + i) = 0, t (i) = ∞, i = 1, 2, · · · , S. D

(8) N2 n ≤ S, h SS(1 + i ) = 0, t (i ) = ∞(4 i tÆ C u").

1 D 1 1

(9) N2 n > S, ao$rf4 i tÆ C ,y T (i ). 1 D 1

(10)
(2).
(11) (y t ≥ T , J40  ?$rd n p _ o$r,tÆ). h n =
A

SS(1). N2 n > 0, ;h t = t , SS(1) = n − 1( _ o$r # −1), BM
(7);

D

p;
(12).
 10.4 ~OLuBd$$KP 593

(12)  8 Qf (L ) aE0y (W ) $r.,
= (P

s s wait ).

1X
Ls = ws (k) · wn (k),
t k
1 X
Ws = ws (k) · wn (k),
NA
k
1 X
Pwait = ws (k),
t
wn (k)≥S

Y  8  { Ls  Ws  Pwait.
R NS(tO_ queue2.R)
queue2<-function(lambda, mu, T, S=2){
k<-0; wt<-0; wn<-0; ws<-0
tp<-0; nA<-0; t<-0
r<-runif(1); tA<--1/lambda*log(r)
tD<-rep(Inf, S); SS<-rep(0, S+1)

repeat{
t1<-if(SS[1]==0) Inf else min(tD)
i1<-if(SS[1]==0) 1 else which.min(tD)
k<-k+1; wt[k]<-t; wn[k]<-SS[1]
if (tA < T){
ws[k]<-min(tA, t1)-t
if (tA < t1){
t<-tA; nA<-nA+1
r<-runif(1); tA<-t-1/lambda*log(r)
n<-SS[1]; SS[1]<-n+1
for (i in 1:S){
if (SS[1+i]==0){
SS[1+i]<-1
r<-runif(1); tD[i]<-t-1/mu*log(r)
break
}
594 (q R#F~
}
}else{
t<-t1; n<-SS[1]; SS[1]<-n-1
if (n==1){
SS[2:(S+1)]<-0; tD[1:S]<-Inf
}else if (n<=S){
SS[1+i1]<-0; tD[i1]<-Inf
}else{
r<-runif(1); tD[i1]<-t-1/mu*log(r)
}
}
}else{
ws[k]<- if( t1==Inf) 0 else t1-t
n<-SS[1]
if (n>0){
t<-t1; SS[1]<-n-1;
if (n==1){
SS[2:(S+1)]<-0; tD[1:S]<-Inf
}else if (n<=S){
SS[1+i1]<-0; tD[i1]<-Inf
}else{
r<-runif(1); tD[i1]<-t-1/mu*log(r)
}
}else
tp<-1
}
if (tp==1) break
}
data.frame(Ls=sum(ws*wn)/t, Ws=sum(ws*wn)/nA,
Pwait=sum(ws[wn>=S])/t)
}
 10.16 hIU 3 |e!ou\f$Ir℄U 10 \%G\f
 10.4 ar [6~Qo, 595

$ aUor 15 fP~$OL:eI\f$B { (L ) \f$ s

!9Wr℄ (W ) \f%$fa (P ).
s wait

`;:<,tO queue2.R,  O+,R # bAar 1000 7y,~

QtÆ _ ,1G1
> source("queue2.R")
> queue2(lambda=15, mu=6, T=1000, S=3)
Ls Ws Pwait
1 5.980315 0.4010408 0.7002678
 ` y L = 6.011236( ), W = 0.4007491(7y). P = 0.7022472.
s s wait

10.4.4 h  7  7y(L

= ui~QaE [ e y M/M/S/S, ! S tÆ0M$r B

;
iBi~QaE [ e y M/M/S/K, | S tÆ C mtÆ% _ u
Ly K(K ≥ S), ! K ~hq0$ry?&,$r B;!
_ ou ~ hy?&,$rBO _ ~Q.! K = S yiBi~Qa
ES j [p = ui~QaE
Md{iBi~QaE,ar1~ y ! K = S yS = ui~
QaE,16#X{.iaE,arMiBi~QaE,arS
T!dLR#X,tO7,J 6!# _ $r # & K y;?&,
$r Bf A tOJ>
X{+, 8 [tOwR = uiiBi~QaE|'A
Qf (L ) a.y (W ) m `h'A _ ,$r = u= (P ).
s s lost

1. S = 1 fJ} (M/M/1/K)

(0 III
(1) z
Lh t = N = 0, ao$r& _ ,z
y T , h t = T ,
A 0 A 0

t = ∞(y _ o$r). h k = 0.
D

(2) 8 _  E h k = k + 1, w (k) = t, w (k) = n. N2 t ≤ T , ;h

t n A

ws (k) = min(tA , tD ) − t,
596 (q R#F~
BM
(3); p;h (
0, tD = ∞,
ws (k) =
tD − t, tD < ∞,
BM
(9).
(3) N2 t < t , ;h t = t , N = N + 1($r& # +1), n = n + 1(
A D A A A

_ o$r # +1), aol$r& _ ,y t . A

(4) N2 n = 1, aotÆ C _$r,fy t . D

(5) N2 n = K(!#$r& _ L), N

R t < t (?$r6q0tÆ,$rf#&), ;aol$r&
A D

 _ ,y t (~ y M?$rLhf), ℄f t ≥ t y 

A A D

(6) N2 t ≥ t , ;h t = t , n = n − 1( _ o$r # −1).

A D D

(7) N2 n = 0( _ o$r), h t = ∞; p;aotÆ C _$r,f D

y T . D

(8)
(2).
(9) (y t ≥ T , J40  ?$rd n p _ o$r,tÆ). N2 n >
A

0( _ o`$r), Fh t = t , n = n − 1( _ o$r # −1). N2 n > 0, a

D

otÆ C _$r,fy T , BM
(2); p;
(10). D

(10)  8 Qf (L ) aE0y (W )  _ ,$r = u= (P ).

s s lost

1X
Ls = ws (k) · wn (k),
t k
1 X
Ws = ws (k) · wn (k),
NA k
1 X
Plost = ws (k),
t
wn (k)≥K

Y  8  { Ls  Ws  Plost.
R NS(tO_ queue3.R)
queue3<-function(lambda, mu, T, K=1){
k<-0; wt<-0; wn<-0; ws<-0
tp<-0; nA<-0; n<-0; t<-0
r<-runif(1); tA<--1/lambda*log(r); tD<-Inf
 10.4 ~OLuBd$$KP 597

repeat{
k<-k+1; wt[k]<-t; wn[k]<-n
if (tA < T){
ws[k]<-min(tA, tD)-t
if (tA<=tD){
t<-tA; n<-n+1; nA<-nA+1
r<-runif(1); tA<-tA-1/lambda*log(r)
if (n==1){
r<-runif(1); tD<-t-1/mu*log(r)
}
if (n==K){
while (tA < tD){
r<-runif(1); tA<-tA-1/lambda*log(r)
}
}
}else{
t<-tD; n<-n-1
if (n==0){
tD<-Inf
}else{
r<-runif(1); tD<-t-1/mu*log(r)
}
}
}else{
ws[k]<-if(tD==Inf) 0 else tD-t
if (n>0){
t<-tD; n<-n-1
if (n>0){
r<-runif(1); tD<-t-1/mu*log(r)
}
}else
598 4wC  8 rar
tp<-1
}
if (tp==1) break
}
data.frame(Ls=sum(ws*wn)/t, Ws=sum(ws*wn)/nA,
Plost=sum(ws[wn>=K])/t)
}
 10.17 h;+2{!o\%U 0.6 )7ToA2r℄!U 1.25
\%P~$OL:eoD$B { (L ) !9Wr℄ (W ) oD$' s s

na (P ). lost

`;:<,tO queue3.R, O+,R # bAar 10000 kp,~

QtÆ _ ,1G1
> source("queue3.R")
> queue3(lambda=0.6, mu=0.8, T=10000)
Ls Ws Plost
1 0.4289211 1.259454 0.4289211
 ` y L = 0.4285714(), W = 1.25(kp). P = 0.4285714.
 10.18 >K,U 1 |>KeE y )Uz,?GE"N 4 |%
s s lost

[h3>K$% B Poisson  ! aUor 6 H>Kr℄a

\g ! 12 \%"U 1 |%>KP~$OL:eoD$B {
(L ) !9Wr℄ (W ) oD$'na (P ).
s s lost

`ar 1000 7y,~QtÆ _ ,1G1

> queue3(lambda=6, mu=5, T=1000, K=4)
Ls Ws Plost
1 2.364356 0.5412132 0.2718579
 ` y L s E
= 2.359493( ), Ws = 0.5451565( 7y). P lost = 0.2786498.

2. S > 1 fJ} (M/M/S/K)

(0 IV
(1) z
Lh t = N Aao$r& _ ,z
y T , h t =
= 0, 0 A

T0 , tD (i) = ∞, i = 1, 2, · · · , S(y _ o$r). SS(i) = 0, i = 1, 2, · · · , S +

 10.4 ar [6~Qo, 599

1(SS(1)8_!# E ,$r #  SS(2 ∼ S + 1) 8 S tÆC,

E  0 y u" 1 y ), h k = 0.
(2) N2 SS(1) = 0, ;h t = ∞, i = 1; p;h t = min(t ), i =
1 1 1 D 1

argmin(tD ).
(3) 8 _  E h k = k + 1, w (k) = t, w (k) = n. N2 t t n A < T, ;h
ws (k) = min(tA , t1 ) − t,

BM
(4); p;h (

0, t1 = ∞,
ws (k) =
t1 − t, t1 < ∞,

BM
(12).
(4) N2 t < t , ;h t = t , N = N + 1($r& # +1), aol$
A 1 A A A

r& _ ,y T . h n = SS(1), SS(1) = n + 1( _ o$r # +1).

A

(5) R i = 1, 2, · · · , S, N2 SS(1 + i) = 0(4 i tÆ C u"), ;h

SS(1 + i) = 1(% _ o,$rk4 i tÆ C f
tÆ), ao4 i t
Æ C _$rf,y T (i), BMo W_ D

(6) N2 SS(1) = K(!#$r& _ L), N

h t = min(t ). R t < t (?$r6q0tÆ,$rf#&), ;a
1 D A 1

ol$r& _ ,y t (~ y M?$rLhf), ℄f t ≥ t y 

A A 1

(7) N2 t ≥ t , ;h t = t , n = SS(1), SS(1) = n − 1( _ o$r # −1).

A 1 1

(8) N2 n = 1( _ o$r), h SS(1 + i) = 0, t (i) = ∞, i = 1, 2, · · · , S. D

(9) N2 n ≤ S, h SS(1 + i ) = 0, t (i ) = ∞(4 i tÆ C u").

1 D 1 1

(10) N2 n > S, ao$rf4 i tÆ C ,y T (i ). 1 D 1

(11)
(2).
(12) (y t ≥ T , J40  ?$rd n p _ o$r,tÆ). h n =
A

SS(1). N2 n > 0, ;h t = t , SS(1) = n − 1( _ o$r # −1), BM
(8);

D

p;
(13).
600 (q R#F~
(13)  8 Qf (L ) aE0y (W ) $r.,
= (P
s s lost ).

1X
Ls = ws (k) · wn (k),
t k
1 X
Ws = ws (k) · wn (k),
NA
k
1 X
Plost = ws (k),
t
wn (k)≥K

Y  8  { Ls  Ws  Plost.
R NS(tO_ queue4.R)
queue4<-function(lambda, mu, T, S=1, K=1){
if (K<S) K<-S
k<-0; wt<-0; wn<-0; ws<-0
tp<-0; nA<-0; t<-0
r<-runif(1); tA<--1/lambda*log(r)
tD<-rep(Inf, S); SS<-rep(0, S+1)

repeat{
t1<-if(SS[1]==0) Inf else min(tD)
i1<-if(SS[1]==0) 1 else which.min(tD)
k<-k+1; wt[k]<-t; wn[k]<-SS[1]
if (tA < T){
ws[k]<-min(tA, t1)-t
if (tA < t1){
t<-tA; nA<-nA+1
r<-runif(1); tA<-t-1/lambda*log(r)
n<-SS[1]; SS[1]<-n+1
for (i in 1:S){
if (SS[1+i]==0){
SS[1+i]<-1
r<-runif(1); tD[i]<-t-1/mu*log(r)
break
 10.4 ~OLuBd$$KP 601

}
}
if (SS[1]==K){
t1 <- min(tD)
while (tA < t1){
r<-runif(1); tA<-tA-1/lambda*log(r)
}
}
}else{
t<-t1; n<-SS[1]; SS[1]<-n-1
if (n==1){
SS[2:(S+1)]<-0; tD[1:S]<-Inf
}else if (n<=S){
SS[1+i1]<-0; tD[i1]<-Inf
}else{
r<-runif(1); tD[i1]<-t-1/mu*log(r)
}
}
}else{
ws[k]<- if( t1==Inf) 0 else t1-t
n<-SS[1]
if (n>0){
t<-t1; SS[1]<-n-1;
if (n==1){
SS[2:(S+1)]<-0; tD[1:S]<-Inf
}else if (n<=S){
SS[1+i1]<-0; tD[i1]<-Inf
}else{
r<-runif(1); tD[i1]<-t-1/mu*log(r)
}
}else
tp<-1
602 (q R#F~
}
if (tp==1) break
}
data.frame(Ls=sum(ws*wn)/t, Ws=sum(ws*wn)/nA,
Plost=sum(ws[wn>=K])/t)
}
 10.19 z | $F-V$ U 9 |VzEU y 'z $ GE"
?N 12 .2V$h V [h$h VB Poisson  !o:
4 .Vh V a\ g o.h V !2 2 :r℄P~$OL:
eoD$B { (L ) !9Wr℄ (W ) oD$'na (P ).
s s lost

`;:<,tO queue4.R,  O+,R # bAar 1000 S ,~Q

tÆ _ ,1G1
> source("queue4.R")
> queue4(lambda=4, mu=1/2, T=1000, S=9, K=12)
Ls Ws Plost
1 7.736918 2.148876 0.08801383
 ` y L s C
= 7.872193( ), Ws = 2.153466( kp). P lost = 0.08610186.

4k
P Monte Carlo OLR#3G\ I = √1 + x dx, \ ` ^%FF)
Z 1
10.1 2

L!Ld R#uÆ<U α = 0.05, <2:U ε = 0.01 ;frI'

0

OL)$,
10.2 8J>u O )
+$8"uÆ S 20 s$ B )
86YWJ>
$Æ5 33 s$ A )
~Or:-℄86?8 U WJ>$ <y0<J>
:D/6:J>$:-<{℄J> 8*2~_ W 6N3
10.3 8uaee$C?%$! r℄aU 20 x^ ; w 10
x$Æ/\ g %g 1 ∼ 4 fb$faU
1 f 0.5, 2 f 0.2, 3 f 0.2, 4 f 0.1.
 Pw 603

gofb2$r℄aU 15 x^;wU 5 x$Æ/\ g TC

?`%x $%r ae_xB%O
~% BoD
~C?qL 12 ur(C?$%B { (L ), %$!9Wr℄
s

(W ) C?Mk$fa
s

10.4 +6q℄8T% n +o- U\ g !$ ℄tU

3 \%urwB%'+6+6NJ 8 HdU 3 H+6r k 7+
6qr℄U z u-2T%>Wr℄aU 5 \%^ ; w U 3 \
%$Æ/\ g C(r-ur-H$U 20% $Hhr-U 80% $H
+6T-2$T%A i 2r-$ f D 3 H+647G5G( 1 Hr-
B~+6~ 10 r T% r-$!%r℄
10.5 B rO;f~>K,oDzJ8/80
(1) >K, b 10:00 ppr`%%
(2) v%~_3Æ,>KM r3Æ,>K\*H`5IBIu%
$r℄℄taU 4 \%$\ g 
(3) %$U 60% $H{bK 40% $2nKbKK
(4) aeeZU8Y%bK$r℄a 6 \\%$\ g nKbK
K)-r℄a 9 \%$\ g aee>$aerr℄4a\
g\`U 5 \% 7.5 \%
(5) % rOKx=U 6 Y%ÆuB%aexS/%
=
?
(6) oYaee f ℄'U 4 Y%ae(:2k 1 \%
(7) >K,O 8:00 (%|PuN
, $%ae(p
~u8:$qL$3,%$B { (L ) !9Wr℄ (W ) >K,
s s

$'na (P ).
lost
604 4wC  8 rar
  r
6  o9 # l K :,9 # .l R Q O ,
9#y<HK\HX{9 # , > > UMkp4lMk
9#_4XMk 9 # ,wz4UMk q 8  9 # wzmq Q &
9~ [,C5=:9 # 6=  oJO;~6 A~ h{&,
C5=SJ4#{!

 1 63Ig2 (OT)
A

anova.tab —  8 _kC 7.1.3 5 7.1.6 5 7.2.1 5 7.2.2 5

area —  8 ?sk 2.9.4 5

beta.int —d-R # β ,7! 6.1.4 5 6.3.4 5 6.3.7 5

buffon — ar Buffon , a P  d 10.1.2 5

corcoef.test — 7E+' # d9 #  9.3.4 5

D

data_outline —  8 f1,rY  H _  3.1.3 5

discriminiant.bayes — Bayes
D9 # (), 8.1.2 5
distinguish.bayes — Bayes
D9 # (T), 8.1.2 5
discriminiant.distance — \
D9 # (), 8.1.1 5
distinguish.distance — \
D9 # (T), 8.1.1 5
discriminiant.fisher — Fisher
D9 # (), 8.1.3 5

factor.analy — ~k (B), 9.2.3 5

605
606 |8 >
factor.analy1 — ~k ({pk[), 9.2.3 5
factor.analy2 — ~k ({~[), 9.2.3 5
factor.analy3 — ~k (w , B[), 9.2.3 5
fzero — Xk[5g*H t, 2.9.1 5

interval_estimate1 — 7! (V E  Q a`$ W), 4.3.1 5

interval_estimate2 — 7! (V E  Q a`$ W), 4.3.2 5
interval_estimate3 — 7! (gV E  Q a`$ W), 4.3.3 5
interval_estimate4 — 7! (V E  Q a`W), 4.3.4 5
interval_estimate5 — 7! (V E  Q a`W), 4.3.4 5
interval_var1 — 7! (V E  Q _$ W), 4.3.1 5
interval_var2 — 7! (V E  Q _3$ W), 4.3.2 5
interval_var3 — 7! (V E  Q _W), 4.3.4 5
interval_var4 — 7! (V E  Q _3W), 4.3.4 5

MC1 —  Monte Carlo [ (: r a 6[) 5 π ,!` 10.1.2 5

MC1_2 —  Monte Carlo [ (a`[) 5 π ,!` 10.1.3 5
MC2 —  Monte Carlo [58ki P  10.3.2 5
MC3 —  Monte Carlo [58?℄P5Zh P  10.3.2 5
mean.test1 — V E  Q ,a`d 5.2.1 5
mean.test2 — V E  Q ,a`_d 5.2.1 5
moment_fun — U!,8 t9 #  4.1.1 5

[5 t, 2.9.3 5 4.1.1 5

Newtons — Newton
nP — ~ e <g,9 #  8.2.2 5

outline — h # Z,? e  3.5.1 5

 |8 2 R Q o,9 # (tO) 607

paramet.int —g*HrBR # ,7! 6.7.2 5

P_value —  8 P– ` 5.2.1 5

queue1 — ar.i (tÆ C) ~QaE 10.4.3 5

queue2 — ar.i (TtÆ C) ~QaE 10.4.3 5
queue3 — ariBi (tÆ C) ~QaE 10.4.4 5
queue4 — ariBi (TtÆ C) ~QaE 10.4.4 5

Reg_Diag — d-QO 6.5.4 5

Rosenbrock — Rosenbrock 9 #  4.1.2 5
ruben.test — [ 3f1,+' # ! Q ,+' #  3.4.2 5

trace — arz P  10.3.1 5

twosam —  8 f1, t _  2.9.1 5

unison — h # Z,;8* 3.5.3 5

V

var.test1 — _d (V E  Q), 5.2.2 5

var.test2 — _3d (V E  Q), 5.2.2 5

 2 R XX % g2 (OT)
A

abline — / %  e 9 # ℄* 3.3.3 5 6.1.7 5

add — e o,Ax`/ p e  3.3.2 5
608 |8 >
add1 — zLd-=l> 6.4.2 5
all —
D=M y O 2.2.3 5
anova — op _kC 6.2.2 5
any —
D[l y O 2.2.3 5
aov —  8 _kC 7.1.3 5 7.2.1 5 7.2.2 5 7.3.2 5 7.3.3 5
apply — 9 #  8# ,r1 8  2.5.5 5 3.1.1 5
assign — x`9 #  2.2.1 5
as.data.frame —
a y# Z| 2.6.2 5
as.dendrogram — % _ W,R4
a y  e R4 8.2.2 5
as.character —
a y ÆsE> 2.3.1 5
as.numeric —
a y# `E> 2.3.1 5
as.vector —
a y 3 2.5.5 5
array — 9T z#  2.5.1 5
attach — 0 # Z|m#C9 #  2.6.2 5
attr — 9R4,  H 2.3.3 5
attributes — ^dR4,  H 2.3.3 5
axes — e o,Ax`/ pXAw 3.3.2 5
axis — / %  e 9 # 9_A 3.3.3 5

d9 #  7.1.5 5
bartlett.test — Bartlett
binom.test — X1 Q kK,d9 #  5.2.3 5 5.3.4 5 5.3.7 5
biplot — {pkX # ZV6 e  9.1.3 5
break — o ^ 2.8.2 5
boxplot — ,* e  3.2.3 5

c— 3#9 #  2.2.1 5
cancor — 7E+'k 8 9 #  9.3.3 5
cbind — US#BF 2.5.5 5
chisq.test — χ d9 #  5.3.1 5 5.3.2 5 5.3.3 5
2

coef — O 9d- #  6.2.2 5

 |8 2 R Q o,9 # (tO) 609

coefficients — O 9d- #  6.2.2 5

complex — oay #  2.2.6 5
contour — hU ze F,.`* 3.3.1 5
cooks.distance —  8 Cook \ 6.5.4 5
coplot — hf1,V6 e (J ℄% ), 3.3.1 5
cor —  8 +'US 3.4.1 5 3.4.3 5 5.3.6 5
cor.test — +'Hd 3.4.2 5 3.4.3 5
cov —  8 < _S 3.4.1 5 3.4.3 5
covratio —  8 COVRATIO ` 6.5.4 5
crossprod — US,[s1 8  2.5.4 5
cut — %>kpR7 5.3.1 5

data — ; R o, # Zx 2.7.3 5

data.frame — op # Z| 2.6.2 5
density — ?TK!9 #  3.2.2 5
det —  8 US,G#   2.5.4 5
deviance — O 9T_  6.2.2 5
dffits —  8 DFFITS \ 6.5.4 5
dim — ?z #  z#  2.5.1 59US, z#  2.5.5 5
dimnames — # `_ 2.5.5 5
dist — opWko,\7 8.2.1 5
dnorm —
=TK9 # (V E kK), 3.2.1 5
dotchart — h # Z,6 e  3.3.1 5
dpois —
=TK9 # (Poisson kK), 3.2.1 5
drop1 — zLd-al> 6.4.2 5

ecdf — IdkK 3.2.2 5

edit — :x9 #  2.6.3 5
eigen — 5US, K T` K T3 2.5.4 5 6.5.5 5
exp — b # 9 #  2.2.1 5
610 |8 >
F

factanal — ~k 8 9 #  9.3.5 5

factor — op~ 2.4.1 5
fisher.test — Fisher d9 #  5.3.3 5
fix — # Z:x 2.1.3 5
friedman.test — Friedman d 7.1.7 5
fivenum —  #  3.2.3 5
for — W_^ 2.8.3 5
formula — O 9aE   6.2.2 5

gl — op~ 2.4.3 5
glm —  8 +z*HaE,9 #  6.6.1 5 6.6.2 5

hat —  8 JUS 6.5.4 5

hatvalues —  8 JUS 6.5.4 5
hclust —  8  _ W 8.2.2 5
hist — hf1℄ e  2.1.2 5 3.2.2 5 3.3.1 5

5
I(X^2) — X 2 , 6.3.6
if / else — kX^ 2.8.1 5
image — hU ze F 3.3.1 5
Inf — ) # Z 2.2.4 5
influence.measures — d-QO9 #  6.5.4 5
is.character —
O p y ÆsE> 2.3.1 5
is.data.frame —
O p y# Z| 2.7.1 5
is.finite —
O p y ) # Z 2.2.4 5
is.infinite —
O p y ) # Z 2.2.4 5
is.list —
O p y #C 2.7.1 5
is.na —
O p y Zu # Z 2.2.4 5
 |8 2 R Q o,9 # (tO) 611

is.nan —
O p y J? # Z 2.2.4 5

is.numeric —
O p y# `E> 2.3.1 5

kappa —  8 US W #  6.5.5 5
kmeans — K− a`W9 #  8.2.3 5
ks.test — Kolmogorov-Smirnov d 3.2.4 5 5.3.2 5
kruskal.test — Kruskal-Wallis d 7.1.6 5

length —  8 3 z#  2.2.1 5 2.3.1 5 4.1.1 5

library — % # Zx;Op 2.7.2 5 2.7.3 5
lines — X℄* 2.2.6 5 3.2.2 5
— / %  e 9 # * 3.3.3 5
list — op#C 2.6.1 5
lm — *Hd- 6.1.3 5 6.2.1 5 6.3.3 5 6.3.7 5 6.4.2 5
load — 3Ou 2.1.3 5
loadings — O 93>~9 #  9.1.3 5
log — R # 9 #  2.8.1 5
lsfit — 7XsrB 2.5.4 5

mahalanobis —  8 Mahalanobis \ 8.1.1 5

matrix — 9US 2.5.1 5
max —  8 f1,` 2.2.1 5
mcnemar.test — McNemar d9 #  5.3.3 5
mean —  8 f1a` 2.1.2 5 3.1.1 5 4.1.1 5
median —  8 f1o ~#  2.2.1 5 3.1.1 5
min —  8 f1,7` 2.2.1 5
mode —  H9 #  2.3.1 5
612 |8 >
N

NA — Zu # Z 2.2.4 5
NAN — J? # Z 2.2.4 5
ncol — 9US,# #  2.5.5 5
next — u^ 2.8.2 5
nlm — 5T#9 # w76 4.1.2 5 6.7.2 5
nls —  8 g*HrB9 #  6.7.2 5
numeric — ao # `E> 2.2.7 5
nrow — 9US,G #  2.5.5 5

optimise — 5l#9 # w76 4.1.2 5

optimize — 5l#9 # w76 4.1.2 5
order —  8' O _ ,A 2.2.1 5 3.1.1 5
outer — [s1 8  2.5.4 5

p.adjust — p– `;U9 #  7.1.4 5

pairs — hf1VK e  3.3.1 5
pairwise.t.test — a`,Ts3. 7.1.4 5
par — e FR # hh9 #  6.5.4 5
paste — 0Æs 2.2.5 5
persp — hU ze F,CX8* 3.3.1 5
plclust — h{ e  8.2.2 5
plot — hf1,V6 e  2.1.2 5 3.3.1 5
— h{IdkK e  3.2.2 5 6.3.7 5
— h8*f1℄ e ,* e VK e . 3.3.1 5 7.1.3 5
— hd-QO e  6.2.2 5 6.5.3 5
— h{ e  8.2.2 5
pnorm — kK9 # (V E kK), 3.2.1 5
points — / %  e 9 # 6 3.3.3 5
poly —  8 V*T1   6.7.1 5
 |8 2 R Q o,9 # (tO) 613

ppois — kK9 # (Poisson kK), 3.2.1 5

prcomp —  8 {pkk 9.2.3 5
princomp —  8 {pkk 9.2.3 5
prod — ss9 #  2.2.1 5
predict — aE!Y{7! 6.1.5 5 6.2.2 5 6.3.5 5
— !Y{pk` 9.1.3 5
print — %  72 6.2.2 5

q() — j { R  _  2.1.3 5
qnorm —  8 k ~ 6 (V E kK), 3.2.1 5
qpois —  8 k ~ 6 (Poisson kK), 3.2.1 5
qqline — hf QQ V6 e R,℄* 3.2.2 5 3.3.1 5
qqnorm — hf QQ V6 e  3.2.2 5 3.3.1 5
qqplot — hf QQ V6 e  3.2.2 5 3.3.1 5
qr — QR k8 2.5.4 5
qr.coef —  8 7Xs, #  2.5.4 5
qr.fitted — 7Xs,rB` 2.5.4 5
qr.resid — 7Xs,rBT_` 2.5.4 5
quantile —  8 f1k ~#  3.1.1 5

range —  8 f1,7 2.2.1 5

rank —  8 k _  5.3.5 5
rcauchy — ao Cauchy kK, : r #  4.1.2 5
rbind — USGBF 2.5.5 5
rbinom — aoX1kK, : r #  4.1.1 5
read.csv — H Excel C, CSV   2.7.2 5
read.delim — H Excel C,1  2.7.2 5
read.dta — H Stata   2.7.2 5
read.S — H S-Plus   2.7.2 5
read.spss — H SPSS   2.7.2 5
614 |8 >
read.table — H # Z  2.1.2 5 2.7.1 5
read.xport — H SAS   2.7.2 5
rect.hclust — ?W9 #  8.2.2 5
resid —  8 d-T_ 6.5.2 5
residuals —  8 d-T_ 6.1.7 5 6.2.2 5 6.5.2 5
rep — aosy, # # 2.2.2 5
repeat — W_^ 2.8.3 5
rnorm — op : r # (V E kK), 3.2.1 5
rpois — op : r # (Poisson kK), 3.2.1 5
rstandard — A[ (pTo[) T_ 6.5.2 5
rstudent — (m) To[T_ 6.5.2 5

save.image — 'u 2.1.3 5

scale —  # ZoA[mA[,9 #  8.2.1 5
scan — H1  2.7.1 5
screeplot — X{{pk, < x e 9 #  9.1.3 5
sd —  8 f1A_ 2.1.2 5 3.1.2 5
seq — ao. # # 2.2.2 5
shapiro.test — V E H W d 3.2.4 5 6.5.2 5 7.1.5 5
solve — 8 tUS5t 2.5.4 5
source — _G :,9 # (tO), 2.1.3 5
sort —  8' O _  2.2.1 5 3.1.1 5
sort.list —  8' O _ ,A 2.2.1 5
stars — C e  3.5.2 5
stem — Ek e  3.2.3 5
step — zLd- 6.2.2 5 6.4.2 5
sqrt — f 9 #  2.2.1 5
sum — 59 #  2.2.1 5 3.1.1 5
summary — O 9aEB 6.1.3 5 6.2.2 5 6.3.3 5 6.4.2 5
— O 9{pkB 9.2.3 5
svd — US,|`k8 2.5.4 5
 |8 2 R Q o,9 # (tO) 615

sweep — R # mUSBGdr1 8  8.2.1 5

switch — TkX^ 2.8.1 5

t— US,
h 2.5.4 5
t.test — t d9 #  4.3.1 5 4.3.2 5 4.3.4 5 5.2.1 5
table — ~BF9 #  5.3.1 5
tapply — 9 # 6~ 8  A ` 2.4.2 5
text — / %  e 9 # Æ 3.3.3 5
title — / %  e 9 # A 3.3.3 5
type — e o,%  `/C  h{rF  , e F 3.3.2 5

uniroot — 5g*H t, 2.9.1 5 4.1.2 5

updata — aEJV 6.3.6 5 6.3.7 5

var —  8 f1 _ 2.2.1 5 3.1.2 5 4.1.1 5

var.test — _3d9 #  4.3.2 5 5.2.2 5
varimax —  8  _~3> 9.2.4 5

weighted.mean —  8 <f1a` 3.1.1 5

which.max — {`,A 2.2.1 5
which.min — {7`,A 2.2.1 5
whicoxon — Wilcoxon kd9 #  5.3.7 5
while — W_^ 2.8.3 5
write — >1  2.7.4 5
write.table — % # Z|m#C>p1  2.7.4 5
write.csv — % # Z|m#C>p Excel , CSV   2.7.4 5
616 |8 >
C
% %— |[5 #, 2.2.15
%*% — 6s1 8, 2.5.45
%/% — U|1 8, 2.2.15
%o% — [s1 8, 2.5.45
: — ao._ # # 2.2.2 5
 v+<
[1]
f#T# _ k+F+FT{"g 2005.1
[2] p T[T# _ k_5_5PIT{"g (4X"), 2004.1
[3] _=nMf&# Zk+FmT{"g 2002.7
[4] p. /j\j*H _ aE+F
.- {"g 1999.9
[5] Johnson, D. Applied Multivariate Methods for Data Analysts ("). +F

.- {"g 2005.6
[6] Weisberg, S. Applied Linear Regression (Second Edition). p L47$
Æ(e{`48*Hd- (4X"). +Fo1 _{"g
1998.3
[7] p ))ue _  [_5Vt_T{"g 1994.
[8]
1{ o u1J5| # Zk [+Fo1 _ {"g
1992.1
[9] Sx{:# T#aq}+F+FjT{"g 2004.4
[10] m  SAS _ k+F
.- {"g 2005.8
[11] http://www.r-project.org
3 R Q
[12] http://cran.r-project.org/bin/windows/base/( )

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