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