multivariate statistics analysis: 多元统计分析jun/msl/msl2.pdfmultivariate statistics...
TRANSCRIPT
Multivariate Statistics Analysis:
多元统计分析
Lecture 1: Basic Concept
Jun Li (李军)School of Geography and Planning
Sun Yat-Sen University, Guangzhou, ChinaMobile: 13922375250; Office: D307
E-mail: [email protected]; Webpage: http://www.lx.it.pt/~jun/
2
Data Partitioning Strategies
3.12International Geoscience and Remote Sensing Symposium (IGARSS 2013), Melbourne, Australia – Sunday, July 21st, 2013 3.12School of Geography and Planning, Sun Yat-Sen University, Guangzhou, P. R. China
Multivariate Statistics Analysis: 多元统计分析
Discussion
B CA
其中一张后面有‘Good Luck’,请随机选一张,去掉一张空白的,请问是否更换选择?
Good LuckA
3
Data Partitioning Strategies
3.13International Geoscience and Remote Sensing Symposium (IGARSS 2013), Melbourne, Australia – Sunday, July 21st, 2013 3.13School of Geography and Planning, Sun Yat-Sen University, Guangzhou, P. R. China
Multivariate Statistics Analysis: 多元统计分析
Discussion
C DA
其中一张后面有‘Good Luck’,请随机选一张,去掉两张空白的,请问是否更换选择?
Good LuckBA
4
Data Partitioning Strategies
3.14International Geoscience and Remote Sensing Symposium (IGARSS 2013), Melbourne, Australia – Sunday, July 21st, 2013 3.14School of Geography and Planning, Sun Yat-Sen University, Guangzhou, P. R. China
Multivariate Statistics Analysis: 多元统计分析
5
Data Partitioning Strategies
3.15International Geoscience and Remote Sensing Symposium (IGARSS 2013), Melbourne, Australia – Sunday, July 21st, 2013 3.15School of Geography and Planning, Sun Yat-Sen University, Guangzhou, P. R. China
Multivariate Statistics Analysis: 多元统计分析
6
Data Partitioning Strategies
3.16International Geoscience and Remote Sensing Symposium (IGARSS 2013), Melbourne, Australia – Sunday, July 21st, 2013 3.16School of Geography and Planning, Sun Yat-Sen University, Guangzhou, P. R. China
Multivariate Statistics Analysis: 多元统计分析
Discussion: More cards?
7
Data Partitioning Strategies
3.17International Geoscience and Remote Sensing Symposium (IGARSS 2013), Melbourne, Australia – Sunday, July 21st, 2013 3.17School of Geography and Planning, Sun Yat-Sen University, Guangzhou, P. R. China
Multivariate Statistics Analysis: 多元统计分析
8
Discusssion!
Jun Li (李军)School of Geography and Planning
Sun Yat-Sen University, Guangzhou, ChinaMobile: 13922375250; Office: D307
E-mail: [email protected]; Webpage: http://www.lx.it.pt/~jun/
Multivariate Statistics Analysis:
多元统计分析
Lecture 1: Basic Concept
Jun Li (李军)School of Geography and Planning
Sun Yat-Sen University, Guangzhou, ChinaMobile: 13922375250; Office: D307
E-mail: [email protected]; Webpage: http://www.lx.it.pt/~jun/
1)总体(母体,matrix):研究的全部元素的集合
2)个体(样本点,sample):组成总体的每个元素
3)样本集(子样,set,vector):从总体中取出的一部分个体的集合
Data Partitioning Strategies
3.110International Geoscience and Remote Sensing Symposium (IGARSS 2013), Melbourne, Australia – Sunday, July 21st, 2013 3.110School of Geography and Planning, Sun Yat-Sen University, Guangzhou, P. R. China
Multivariate Statistics Analysis: 多元统计分析
Basics
例如研究某花岗岩体中钾的含量(通常研究某一指标,即某一变量),若从该岩体中合理选取n个样品(n=3000),分析其中钾的含量为Ki(i=1,2,…,n),则
1)K1,K2,…或Kn等称为个体;
2)n个元素(个体)组成的集合(K1, K2,…,Kn)称为样本(子样);
3)样本中包含的个体数目(n)称为样本的容量。一般样本容量n≥30称为大样本,n<30称为小样本;
4)所有可能的个体的集合称为总体,通常地质体皆可无限取样,这时总体包含无限多个体。这样的总体称为无限总体。
Data Partitioning Strategies
3.111International Geoscience and Remote Sensing Symposium (IGARSS 2013), Melbourne, Australia – Sunday, July 21st, 2013 3.111School of Geography and Planning, Sun Yat-Sen University, Guangzhou, P. R. China
Multivariate Statistics Analysis: 多元统计分析
Example 1
12
1)多元总体:多个指标(变量,variable)
2)代表性(representative):要求使总体的每一个个体都有相同的抽取机会。
3)独立性(independent):要求每个观测结果既不影响其它观察结果。也不受其它观察结果的影响,也就是说抽样是独立的随机抽样。
Data Partitioning Strategies
3.112International Geoscience and Remote Sensing Symposium (IGARSS 2013), Melbourne, Australia – Sunday, July 21st, 2013 3.112School of Geography and Planning, Sun Yat-Sen University, Guangzhou, P. R. China
Multivariate Statistics Analysis: 多元统计分析
Basics
13
抛硬币,正、反面
Data Partitioning Strategies
3.113International Geoscience and Remote Sensing Symposium (IGARSS 2013), Melbourne, Australia – Sunday, July 21st, 2013 3.113School of Geography and Planning, Sun Yat-Sen University, Guangzhou, P. R. China
Multivariate Statistics Analysis: 多元统计分析
Example 2
14
1)数字特征(特征数):反映数据分布的集中位置,从而可以代表数据整体的特征数(表征数),称为整个代表性特征数(又叫集中性参数);另一类是反映数据分布离散程度的参数,称为离散性特征数。
(1)样本算术平均数
Data Partitioning Strategies
3.114International Geoscience and Remote Sensing Symposium (IGARSS 2013), Melbourne, Australia – Sunday, July 21st, 2013 3.114School of Geography and Planning, Sun Yat-Sen University, Guangzhou, P. R. China
Multivariate Statistics Analysis: 多元统计分析
Basics
n
ii
n xnn
xxxx
1
21 1
15
(1)加权平均数
= =
Data Partitioning Strategies
3.115International Geoscience and Remote Sensing Symposium (IGARSS 2013), Melbourne, Australia – Sunday, July 21st, 2013 3.115School of Geography and Planning, Sun Yat-Sen University, Guangzhou, P. R. China
Multivariate Statistics Analysis: 多元统计分析
Basics
m
mm
fff
fcfcfcx
21
2211
j
jj
f
j
m
cf
j
m
1
1
jjcf
j
m
n1
1
16
测绘有10名学生,地信有12名学生,在一次测验中的成绩分别为:
测绘 = 70,72,74,76,78,82,84,86,88,90
地信 = 81,83,85,87,89,90,90,91,93,95,97,99
Data Partitioning Strategies
3.116International Geoscience and Remote Sensing Symposium (IGARSS 2013), Melbourne, Australia – Sunday, July 21st, 2013 3.116School of Geography and Planning, Sun Yat-Sen University, Guangzhou, P. R. China
Multivariate Statistics Analysis: 多元统计分析
Example 3
17
(1)几何平均数(Geometric mean),是求一组数值的平均数的方法中的一种。适用于对比率数据的平均,并主要用于计算数据平均增长(变化)率。
Data Partitioning Strategies
3.117International Geoscience and Remote Sensing Symposium (IGARSS 2013), Melbourne, Australia – Sunday, July 21st, 2013 3.117School of Geography and Planning, Sun Yat-Sen University, Guangzhou, P. R. China
Multivariate Statistics Analysis: 多元统计分析
Basics
nn
iixn
nxxxx
12
·1
)(1
21 ngxgxgxn
xg n
1 igx
i
n
1
18
Data Partitioning Strategies
3.118International Geoscience and Remote Sensing Symposium (IGARSS 2013), Melbourne, Australia – Sunday, July 21st, 2013 3.118School of Geography and Planning, Sun Yat-Sen University, Guangzhou, P. R. China
Multivariate Statistics Analysis: 多元统计分析
19
Data Partitioning Strategies
3.119International Geoscience and Remote Sensing Symposium (IGARSS 2013), Melbourne, Australia – Sunday, July 21st, 2013 3.119School of Geography and Planning, Sun Yat-Sen University, Guangzhou, P. R. China
Multivariate Statistics Analysis: 多元统计分析
20
Data Partitioning Strategies
3.120International Geoscience and Remote Sensing Symposium (IGARSS 2013), Melbourne, Australia – Sunday, July 21st, 2013 3.120School of Geography and Planning, Sun Yat-Sen University, Guangzhou, P. R. China
Multivariate Statistics Analysis: 多元统计分析
21
方差
均方差(标准差)
Data Partitioning Strategies
3.121International Geoscience and Remote Sensing Symposium (IGARSS 2013), Melbourne, Australia – Sunday, July 21st, 2013 3.121School of Geography and Planning, Sun Yat-Sen University, Guangzhou, P. R. China
Multivariate Statistics Analysis: 多元统计分析
Basics
22 )(
1
1xx
i
n
nS i
2)(
1
1xx
i
n
nS i
22
协方差(Covariance)
Data Partitioning Strategies
3.122International Geoscience and Remote Sensing Symposium (IGARSS 2013), Melbourne, Australia – Sunday, July 21st, 2013 3.122School of Geography and Planning, Sun Yat-Sen University, Guangzhou, P. R. China
Multivariate Statistics Analysis: 多元统计分析
Basics
23
Data Partitioning Strategies
3.123International Geoscience and Remote Sensing Symposium (IGARSS 2013), Melbourne, Australia – Sunday, July 21st, 2013 3.123School of Geography and Planning, Sun Yat-Sen University, Guangzhou, P. R. China
Multivariate Statistics Analysis: 多元统计分析
Basics
24
极差
Data Partitioning Strategies
3.124International Geoscience and Remote Sensing Symposium (IGARSS 2013), Melbourne, Australia – Sunday, July 21st, 2013 3.124School of Geography and Planning, Sun Yat-Sen University, Guangzhou, P. R. China
Multivariate Statistics Analysis: 多元统计分析
Basics
25
Discusssion!
Jun Li (李军)School of Geography and Planning
Sun Yat-Sen University, Guangzhou, ChinaMobile: 13922375250; Office: D307
E-mail: [email protected]; Webpage: http://www.lx.it.pt/~jun/