components-主成分分析.ppt

文档介绍：Multivariate Analysis
914008
劉芳儀
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OUTLINE（大綱）
Introduction to random vectors
Principal Components-主成分分析
Factor Analysis-因素分析
Example-本國銀行經營績效評比
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1 Random Vectors and Matrices
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Definitions
A Random Vector is a vector whose elements are random variables.
A Random Matrix is a matrix whose elements are random variables
Ex:
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Expected Value of X
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Covariance of X
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2 Principal Components 主成分分析
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Principal Components
Objectives:
Data reduction
Interpretation
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Principal Components
A principal component analysis is concerned with explaining the variance-covariance structure of a set of variables through a few linear combination of these variables.
Depend solely on the variance-covariance matrix.
Multivariate normal assumption is not necessary.
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