.

2013-2014

( )
v.koutras@fme.aegean.gr
: 2271035468


..
( )
.. X Y



..
.. Y
X.
Y X.


(
), Y X
E(Y |X)

,
E(Y |X) .. X.

.. X Y .
,

.. X Y

.. X Y X2 Y2

XY Cov(X, Y ) = E(X, Y ) E(X)E(Y ).

..,
( ) ..

..

.. X Y .
..
(correlation coefficient)

XY
X Y

[1, 1]:
= 1: X Y ,
= 0: () X Y ,
= 1: X Y

.. X Y {(x1, y1), (x2, y2), . . . ,

(xn, yn)},
, , (
- ) :






CD
.

(
)
( )

(
)

.. X Y {(x1, y1), (x2, y2), . . . ,

(xn, yn)},
(scatter diagram), (xi, yi), i = 1, . . . ,
n, .
.. X

n X Y
::

r =

s XY

s XY
s X sY

1 n
1 n
(xi x )( yi y ) =
(xi yi nx y )
=

n 1 i =1
n 1 i =1

1 n
1 n 2
2
2
(
)
s =
x

x
=
x

n
x
i
i
n 1 i =1
n 1 i =1
2
X

r
(rr2
)

)
(x y
i

r=

nx y )

i =1

n
n 2

2
xi nx yi2 ny 2
i =1
i =1




.. X Y
..
Y , (dependent variable)
X (independent
variable)
X Y ,
Y X.

.. Y .
Y X
Y x X

FY (y|X = x) x X

.
E(Y|X = x).

E (Y | X = x ) = a + x

Y X (linear
regression)

Y X.
(, )

y x = 0
(intercept) x, , (slope)
(regression coefficient)
{(x1, y1), . . . , (xn, yn)}
,

E(Y |X = x) X

xi X yi Y ,
FY (yi|X = xi),
yi ..
.. yi xi X

yi = a + xi + ei

ei .., (regression error)

yi

ei = yi E (Y | X = xi )

I.

X ,

II.

E (Y | X = x ) = a + x

, Y X

III. E(ei) = 0 Var(ei) = e2

xi X,

X
X

Var (Y|X = x ) Y2| X =

Y X

2
Y |X

2
e

2.

Y ( e)
X

, ,

Y X : FY

( yi | X

= xi )

Y

.

Y

Y|X = x ~ N a + x ,






:
1.

2.

3.

2

.. Y X.
2

(method of least squares)

a b



n

min
a ,

i =1

i2

min
a ,

2
(
)
y

x
i
i
i =1

n
( yi
i =1

n
(y
i =1 i

xi )

xi )

n
n
= 0 yi = n + xi
i =1
i =1
n
n
x y = x +
i i
i

i
=
1
i
=
1

=0

y = a + bx

2
i

i =1

s XY
b = 2 , a = y bx
sX

(
X X )(Y Y ) (X X )(Y Y )

1 S
n
n

b =
=

a = = y

i =1

1 n n
2
2
(
)
X

X
( yi i xi )

n
1i =1i =1
=0

n
( y x )2
i
i =1 i

(X
n

n X )
i

n
yi =i =n1 + xi
i =1
i =1
n
n
x y = x +
i i
i

i
=
1
i
=
1

=0

XY
2
X

2
i

i =1

s XY
1b = 2 2 , a = y bx
S =S =
Ysi nY

X
n1

n

2
2
2
x
XX
i
Y
YY
1
i=

1
S =S =
X n X

n1

i =1

1 n
y = a + bx
SXY =
X
Y

X
Y

i i
1
n

i=1

i=1




xi

y i

yi.

ei = yi yi = yi a bxi


(residual)

ei

i = yi a bxi




xi

y i

yi.

ei = yi yi = yi a bxi


(residual)

ei

i = yi a bxi




2 (
Y X) s2 ei

1
2
2
s e =
n2

(
)
y

y
i i
i =1

n 2 n

y = a + bx

a b,

:
2

s
1
n

sY2 XY
s2 =
n 2
s X2

n 1 2
2 2
=
s

b
sX
n2 Y


1:
()
.
,
. 10
.
(i)

(ii)
(iii)
(iv) 53

30

73

20

50

60

128

80

170

40

87

50

108

60

135

30

69

70

148

10

60

132

X
Y ,
X Y . X Y ,
X ..

r ( )
b :

sX
r =b
sY

sY
b=r
sX

, r b,
X Y , b X Y
r,
X Y ,
[1, 1]
r b :

(r > 0) b
.

(r < 0)
b

X Y (r = 0)
(b = 0).

r2
s2

n 1 2
2
s =
sY 1 r 2
n2

2
n

2
s
r2 =1
n 1 sY2

r2 ( |r|)
|r|)
,

r 2 100%

2
S
r 2 = 2 XY 2
S X SY

r2

b :

b
= 0 = a