???? ((correlation - PowerPoint PPT Presentation

About This Presentation
Title:

???? ((correlation

Description:

Title: Author: rico Last modified by: ricardo Created Date: 2/26/2005 4:26:21 PM Document presentation format: On-screen Show Other titles – PowerPoint PPT presentation

Number of Views:12
Avg rating:3.0/5.0
Slides: 18
Provided by: rico92
Category:

less

Transcript and Presenter's Notes

Title: ???? ((correlation


1
???? ((correlation
?????/??????? ???? 2 ?????? ???? ?? ????? ???
??????? ??????/?????? ??? ????. ?? ??? ???????
????? ??? ?????, ???? "?????" ?? ???? ???? 2
??????? ??????? ??????? ????? (scatterplot)
2
????? ????? ????? "????", ???? ????? ???? ?-y. ??
????? ?????? ????.
?"? ????? ??? ??? 2 ??????, ?????? ????? ?? 2
??????? ???? ???? ???????.
????? ????? ??? (?????? ?? ????????) ??? ???????,
???? ??????? ??????? ?? x ?????? ?????? ?????? ??
y, ??????? ??????? (??? ?????) ?? ?????? ?? x
??????? ?? y (??? ?????).
???? ???? ?? ????? ????? ???? ?????. ??? ????
???? ??? ?????.
3
???? ????? ???? ?? ???? ???? ????? ???? -1 ?-1.
???? 0 ????? ???? ???, 1 ??? ????? ????? ? 1-???
????? ?????. ???? ????? ?????, ??? ????? ?????
????? ?? ??? ?????? ??? ??? ?????? ????? ????
?????, ???? ???? ?????? (Pearson).
Karl Pearson (1857-1936)
?????? ?? ?????????? ????? ? ????? ??????? ?????
r. ???? 1 ????? ??? ?????? ????? ?????, ??
??????? ?????? ?? ?? ???.
4
???? -1 ????? ??? ?????? ????? ?????, ?? ???????
?????? ?? ?? ???.
???? 0 ????? ???? ??? ?????? ??? ???????.
5
????? ???? ???????, ??? ????? ????? ??? 0 ?-1 (??
1-).
r0.7
r0.5
r-0.4
6
???? ???? ?? r? ?? ???? ?? ??????x ?-y, ??? ????
?? ???? ??????? ?-4 ??????????...
?? ???? ??? ??? ???????, ??? ???? ??? ???????
????? ??????????? I ?-III (?? ???? ?????) ?? II
?-IV (?? ???? ?????). ?????? ???? ??? ?????, ????
??????? ??? ????? x ???? ??? ????? y ??????. ????
??? ???? ???? ???? x ?????? ????, ?? ??? ?-y ??
?????? ????.
?????? ???? ??? (z) ???? ?? ???? ????????? ??
????? ?????? ?????? ??? ???????.
?? ???? ?? ????? ?? zx ?-zy ????? ???? ???????
?
(,)
(-,)
(,-)
(-,-)
7
?? ???? ?????, ?? ??????? ????? ??????????? I
?-III. ?????? ?? ????? ?-zx ??????? ??????
??????zy ???????, ??? ???? ????
??????.
?? ???? ?????, ?? ??????? ????? ??????????? II
?-IV. ?????? ?? ????? ?-zx ???????? ??????
??????zy ???????, ??? ???? ????
??????.
?? ???? ???? ?-0, ??????? ?????? ??? ?????
???????????. ??? ??? ??????? ?-zxzy ???? ??????
????? ???????, ???? ?????? ? ????
???? ?-0.
?? ???? ???? 0, ??? ????? ???? ?????? ??
???? ???? ????. ??? ?"? ????? ?? ????? ????
????? ???? ???? ?-n ????? ???? ?? ????? ?????
????? ????
???? ??????? ???? ???? ????????? ?? x ???? ??? ??
?? y (????? ???? ???? ?? ???? zxzy ?? zx-zy.
8
?? ???? ?? ???? zxzy ???
?????? ?????? ?' ???? 9 ??? 21 ?????? ?
??? ???? ???????? ??
???? ?????? ???? ??? "??????" ??? ???? ????? ??
??????.
??? ????? ??? ????
9
?????? ?? r ?? ???? ??????. ?? ???? ???? ???? ?
cov(x,y)
???? ?????? ???? ?????? ??????? ????? ??????
????? ????. ?????? ?????? ?????? ????? ???"?
??????, ?? ??? ?????? ??????? ????? ???? ??????
?? ??????? ????.
10
?? ???? ?? ?????? ?????? ????? ???? ?
???????????
???????? r ??? ????? ???? ?-? ??? ?????? ?????
????? (????? ?????).
11
?????
???? ?????? ?? ???? ???? ???????? ?? 6 ??????.
STDEVP(array)
???? ??? ???? ??? ???? ???? ????????.
EXCEL PEARSON(array1,array2)
12
????! ???? ???? ?? ??? ??? ?? ???????.
????? ????? ???? ??? 2 ?????? ???? ???? ?? ??? ??
?? ?? ???????. ????? ??? ???? ???? ??? 2 ??????,
????? ??? ???? ??? ???? ?? ????? ????? ??? ??
??????.
???? ????? ????? ??? ?????. ???? ????? ???
???????.
?? ???? ???? ??????? ??? ?????, ????? ???? ?????.
?? ?????? ??? ????, ?????? ????? ???? ???? ????
???.
13
?? ??? ?????? ?? ?????...
???? ??? ??????? ????? (?????? ??????) ??????
????? ???? ????? ?????? ???????, ?????? ???? ??
?????? ?? ????? ??? ??? ????? ??????? ?????
?????? ????.
14
????? ????
??? ??? ??? "??????" ?? ??????? ?"? ????? ???
???? ???????. ???? ???, ??? ???? ???? ???????
????? ???? ???? ?? ??? ??? ??????????, ????
?????? ?????? ????? ??? ????????.
???? ?????? ??? ??? ???
?????? ???? ???????? ?????? ?? ???? ??? ???
????? ?????? ????????? ???? ??? ?????? ???????
??????. ???? ???? ???? ????? ?? ???? ???? ??
???????
15
???????????? ????????
???????????? ???????? ???? ??????? ?? ?????!
?? ???? ?????? ??? x ?-y ??? rxy ?????
? waxb ??? rwyrxy. ??? ?? ???? ???? ?? w
???? ??? ????? ???? ?? x.
16
??????? ????
???? ?????? ????? ????? ????? ???? ???? (???'
???????) ?? ??? ?????? ????' ?????. ???? ?????
??? ????? ???? ?????????? ??? ???? ??? ??? x
?-y. ?? ?? ??? ?????? (??????), ????? ?????? ????
???? ????, ????? ?? ?????????? ?? ???? ???.
??? ?????? ???, ?? ?????? ???? ???? ???? ?????,
???? ?????????? ?? ???? ??? (?0), ???? ????.
?????? ???? ????? ?? ?? ????? ?? ??? ??????????
????? ?? ????? ??????.
17
??????? ????? ?? ?????? ???????? ?? ?????? ?????
n.
?? ?????0 !
????? ????? ????? 20 ???? r0.8. ???? ????? ??
95 ??? ???? ??? ???????????
n20 r0.4 t(18)1.85, p0.08
TDIST(5.66,18,2)0.00002
n50 r0.4 t(48)3.02, p0.004
??? ???? ????? ?? 95 ???? ???? ?????? ????
?????????? ??? ???? ??? ???...
Write a Comment
User Comments (0)
About PowerShow.com