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CH2 統計基礎 - Coggle Diagram
CH2 統計基礎
肆、Σ
二、運算規則
:one:Σ(Xᵢ±Yᵢ)= ΣXᵢ±ΣYᵢ
:two:Σc=nc
:three:Σ(Xᵢ+c)=ΣXᵢ+nc
:arrow_right:E(Xᵢ+c)=Σ(Xᵢ+c)/n=ΣXᵢ/n+nc/n =x̄+c
:four:ΣcXᵢ=cΣXᵢ
:arrow_right:E(cXᵢ)=ΣcXᵢ/n=cΣXᵢ/n=cx̄
:five:Σ(Xᵢ±Yᵢ)²=ΣXᵢ²±2ΣXY+ΣYᵢ²
:six:Σ(Xᵢ±c)²=ΣXᵢ²±2cΣXᵢ+nc²
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三、公式推導
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(二)離均差平方和
SSₓ=Σ(x-x̄)²
=Σ(x²-2xx̄+x̄²)
=Σx²-2x̄Σx+nx̄²
=Σx²-2(Σx/n)Σx+n(Σx/n)²
=Σx²-2(Σx)²/n+n(Σx)²/n²
=Σx²-2(Σx)²/n+(Σx)²/n
=Σx²-(Σx)²/n
(三)離均差交乘積和
CP=Σ(x-x̄)(y-ȳ)
=Σ(xy-x̄y-xȳ+x̄ȳ)
=Σxy-x̄Σy-ȳΣx+nx̄ȳ
=Σxy-(Σx/n)Σy-(Σy/n)Σx+n(Σx/n)(Σy/n)
=Σxy-(ΣxΣy/n)-(ΣxΣy/n)+(ΣxΣy/n)
=Σxy-(ΣxΣy/n)
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伍、積差相關
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三、
(一)和的變異數
Sᵪ₊ᵧ²
=Σ[(x+y)-(x̄+ȳ)]²/n
=Σ[(x-x̄)+(y-ȳ)]²/n
=Σ[(x-x̄)²+2(x-x̄)(y-ȳ)+(y-ȳ)²]/n
=Σ(x-x̄)²/n+2Σ(x-x̄)(y-ȳ)/n+Σ(y-ȳ)²/n
=Sᵪ²+2CP/n+Sᵧ²
=Sᵪ²+2Cᵪᵧ+Sᵧ²
=Sᵪ²+2rᵪᵧSᵪSᵧ+Sᵧ²
(二)差的變異數
Sᵪ₋ᵧ²
=Σ[(x-y)-(x̄-ȳ)]²/n
=Σ[(x-x̄)-(y-ȳ)]²/n
=Σ[(x-x̄)²-2(x-x̄)(y-ȳ)+(y-ȳ)²]/n
=Σ(x-x̄)²/n-2Σ(x-x̄)(y-ȳ)/n+Σ(y-ȳ)²/n
=Sᵪ²-2CP/n+Sᵧ²
=Sᵪ²-2Cᵪᵧ+Sᵧ²
=Sᵪ²-2rᵪᵧSᵪSᵧ+Sᵧ²
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