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ÇDI DERSyeni
ÇDI DERSyeni
Country GDP/capita
X=HA
Sıra No X1
1 Austria 39.8
2 Belgium 36.3
3 Bulgaria 12.9
4 Cyprus 29.0
5 Czech Republic 25.0
6 Denmark 36.4
7 Estonia 18.5
8 Finland 34.9
9 France 33.9
10 Germany 36.1
11 Greece 28.5
12 Hungary 18.8
13 Ireland 39.5
14 X= Italy 29.5
15 Latvia 14.5
16 Lithuania 17.2
17 Luxembourg 81.5
18 Malta 24.8
19 Netherlands 41.0
20 Poland 19.0
21 Portugal 23.3
22 Romania 11.9
23 Slovakia 22.2
24 Slovenia 28.1
25 Spain 29.8
26 Sweden 38.2
27 United Kingdom 35.1
N= 27
Ortalamalar= 29.84
varyanslar= 183.45
std sapmalar= 13.54
1-) ÇAPRAZ ÇARPIM KARELER TOPLAMI =ÇÇKT=SSCP(Sum of Square and Cross Prod
a-) Değişken(xi,xj) vektörlerinden hareketle ÇÇKT HESAPLANMASI
1
x2 11.1
x3 1.7
x4 -0.4
x5 -5.7
x1
x1 4769.59
ÇÇKT=SSCP=Xs'*Xs= x2 757.85
x3 31.90
x4 -70.13
x5 -584.52
ÇÇKT=X's*Xs= X1
X1 4769.59
X2 757.85
ÇÇKT=SSCP=Xs'*Xs= X3 31.90
X4 -70.13
X5 -584.52
ÇÇKT=SSCP=ÇÇKT1+ÇÇKT2+ÇÇKT3+….+ÇÇKT26+ÇÇKT27= X3 17.20
X4 -3.57
X5 -57.05
X1
X1 4769.59
ÇÇKT=SSCP=ÇÇKT1+ÇÇKT2+ÇÇKT3+….+ÇÇKT26+ÇÇKT27= X2 757.85
X3 31.90
X4 -70.13
X5 -584.52
x1 0.08
x2 0
R=D-1/2.Σ.D-1/2= x3 0
x4 0
x5 0
x1
x1 1.00
x2 0.07
R=D-1/2.Σ.D-1/2= x3 0.02
x4 -0.13
x5 -0.39
b-) Örnek kütle Var-Kov matrisi(S) yardımıyla R nin elde edilişi
x1
x1 0.07
x2 0
R=D-1/2.S.D-1/2= x3 0
x4 0
x5 0
x1
x1 1.00
x2 0.07
R=D-1/2.S.D-1/2= x3 0.02
x4 -0.13
x5 -0.39
c-) Standardize veri matrisi(Xz) yardımıyla R nin elde edilişi
d-) Standardize birim uzunlukta veri matrisi(Xzbr) yardımıyla R nin elde edilişi
x1
x1 1.00
x2 0.07
R=Xzbr'*Xzbr= x3 0.02
x4 -0.13
x5 -0.39
i=indis X1
1 Austria 39.761 1
2 Belgium 36.274 2
3 Bulgaria 12.934 3
4 Cyprus 28.96 4
5 Czech Republic 24.95 5
6 Denmark 36.443 6
7 Estonia 18.527 7
8 Finland 34.918 8
9 France 33.91 9
10 Germany 36.081 10
11 Greece 28.496 11
12 Hungary 18.841 12
13 Ireland 39.492 13
14 Italy 29.48 14
15 Latvia 14.504 15
16 Lithuania 17.235 16
17 Luxembourg 81.466 17
18 Malta 24.833 18
19 Netherlands 40.973 19
20 Poland 18.981 20
21 Portugal 23.262 21
22 Romania 11.895 22
23 Slovakia 22.195 23
24 Slovenia 28.073 24
25 Spain 29.83 25
26 Sweden 38.204 26
27 United Kingdom 35.059 27
ÇOK DEĞİŞKENLİ NORMAL DAĞILIM
x1
x1 183.45
S=(1/(N-1))*ÇÇKT= x2 29.15
x3 1.23
x4 -2.70
x5 -22.48
1 n
n= 27
ˆ 1,p 2
p= 5 n i=1
n.¡ 1p/6=
Çok değişkenli çarpıklık test istatistiği
hesaplanan= n.¡ 1p/6=
n
1
ˆ 2,p m
n i=1
x2 x3 x4 x5
757.85 31.90 -70.13 -584.52
26516.96 -2007.69 -17.46 456.50
-2007.69 915.10 96.25 -279.71
-17.46 96.25 64.93 -23.92
456.50 -279.71 -23.92 476.03
x2 x3 x4 x5
757.85 31.90 -70.13 -584.52
26516.96 -2007.69 -17.46 456.50
-2007.69 915.10 96.25 -279.71
-17.46 96.25 64.93 -23.92
456.50 -279.71 -23.92 476.03
X2 X3 X4 X5
757.85 31.90 -70.13 -584.52
26516.96 -2007.69 -17.46 456.50
-2007.69 915.10 96.25 -279.71
-17.46 96.25 64.93 -23.92
456.50 -279.71 -23.92 476.03
ÇÇKT1=X1's*X1s = Austria
X2 X3 X4 X5
110.50 17.20 -3.57 -57.05
123.95 19.30 -4.00 -64.00
19.30 3.00 -0.62 -9.96 +
-4.00 -0.62 0.13 2.07
-64.00 -9.96 2.07 33.04
X2 X3 X4 X5
757.85 31.90 -70.13 -584.52
26516.96 -2007.69 -17.46 456.50
-2007.69 915.10 96.25 -279.71
-17.46 96.25 64.93 -23.92
456.50 -279.71 -23.92 476.03
x2 x3 x4 x5
28.07 1.18 -2.60 -21.65
982.11 -74.36 -0.65 16.91
-74.36 33.89 3.56 -10.36 =
-0.65 3.56 2.40 -0.89
16.91 -10.36 -0.89 17.63
x2 x3 x4 x5
29.15 1.23 -2.70 -22.48
1019.88 -77.22 -0.67 17.56
-77.22 35.20 3.70 -10.76 =
-0.67 3.70 2.50 -0.92
17.56 -10.76 -0.92 18.31
D =Köşegen elemanları Var(xi,xi) değerlerini alan diğer elemanları 0 olan matris
x2 x3 x4 x5
0 0 0 0 D1/2=Diag(Σ
982.11 0 0 0
0 33.89 0 0
0 0 2.40 0
0 0 0 17.63
i
x2 x3 x4 x5 x1
D-1/2
0 0 0 0 176.65
0.03 0 0 0 28.07
0 0.17 0 0 1.18
0 0 0.64 0 -2.60
0 0 0 0.24 -21.65
x2 x3 x4 x5
0.07 0.02 -0.13 -0.39
1.00 -0.41 -0.01 0.13
-0.41 1.00 0.39 -0.42
-0.01 0.39 1.00 -0.14
0.13 -0.42 -0.14 1.00
lişi
x2 x3 x4 x5 x1
D-1/2
0 0 0 0 183.45
0.03 0 0 0 29.15
0 0.17 0 0 1.23
0 0 0.63 0 -2.70
0 0 0 0.23 -22.48
x2 x3 x4 x5
0.07 0.02 -0.13 -0.39
1.00 -0.41 -0.01 0.13
-0.41 1.00 0.39 -0.42
-0.01 0.39 1.00 -0.14
0.13 -0.42 -0.14 1.00
nıldığı için 1/(N-1) ile çarpılır vars kullanılsaydı 1/N ile çarpılması gerekirdi
x2 x3 x4 x5
0.07 0.02 -0.13 -0.39
1.00 -0.41 -0.01 0.13
-0.41 1.00 0.39 -0.42
-0.01 0.39 1.00 -0.14
0.13 -0.42 -0.14 1.00
x2 x3 x4 x5
0.07 0.02 -0.13 -0.39
1.00 -0.41 -0.01 0.13
-0.41 1.00 0.39 -0.42
-0.01 0.39 1.00 -0.14
0.13 -0.42 -0.14 1.00
x2 x3 x4 x5
29.15 1.23 -2.70 -22.48
1019.88 -77.22 -0.67 17.56
-77.22 35.20 3.70 -10.76 S-1=
-0.67 3.70 2.50 -0.92
17.56 -10.76 -0.92 18.31
4 5 6 7 8
1 n n 3
ˆ 1,p 2 mij 29.101
n i=1 j=1
n.¡ 1p/6= 130.954 değeri'@ c 2a;p(p+1)(p+2)/6 dağılımına uyar
k test istatistiği
n.¡ 1p/6= 130.954 Tablo=
n
1
ˆ 2,p m4 53.674 s 2=var=8p(p+2)
n i=1 i
ORMALLİK TESTİ
Xs=ORTALAMADAN SAPMALAR MATRİSİ
x1s x2s x3s
Austria 9.9 11.1 1.7
Belgium 6.4 35.6 2.2
Bulgaria -16.9 -45.0 3.1
Cyprus -0.9 -0.4 1.0
Czech Republic -4.9 -22.7 1.6
Denmark 6.6 -17.6 3.6
Estonia -11.3 -54.6 6.4
Finland 5.1 -12.8 3.8
France 4.1 20.5 -0.7
Germany 6.2 22.0 3.0
Greece -1.3 81.6 -4.2
Hungary -11.0 19.0 2.1
Ireland 9.7 35.0 -26.1
Italy -0.4 57.8 1.7
Latvia -15.3 -16.5 -1.4
Lithuania -12.6 -27.5 -0.8
Luxembourg 51.6 -42.8 4.6
Malta -5.0 6.8 2.7
Netherlands 11.1 1.5 0.9
Poland -10.9 -6.2 -1.6
Portugal -6.6 31.8 -2.8
Romania -17.9 -30.4 -0.1
Slovakia -7.6 -20.2 -1.6
Slovenia -1.8 -23.2 0.7
Spain 0.0 -1.1 -2.9
Sweden 8.4 -21.4 6.3
United Kingdom 5.2 18.8 -4.1
x1 x2 x3
x1 Var(X1) Kov(X1,X2) Kov(X1,X3)
x2 Kov(X2,X1) Var(X2) Kov(X2,X3)
x3 Kov(X3,X1) Kov(X3,X2) Var(X3)
x4 Kov(X4,X1) Kov(X4,X2) Kov(X4,X3)
x1 x2 x3
x1 Var(X1) Kov(X1,X2) Kov(X1,X3)
x2 Kov(X2,X1) Var(X2) Kov(X2,X3)
x3 Kov(X3,X1) Kov(X3,X2) Var(X3)
x4 Kov(X4,X1) Kov(X4,X2) Kov(X4,X3)
x2 x3 x4 x5
Σ=(1/N)*ÇÇKT
28.07 1.18 -2.60 -21.65
982.11 -74.36 -0.65 16.91
-74.36 33.89 3.56 -10.36
-0.65 3.56 2.40 -0.89
16.91 -10.36 -0.89 17.63
x2 x3 x4 x5
S=(1/(N-1))*ÇÇKT=
29.15 1.23 -2.70 -22.48
1019.88 -77.22 -0.67 17.56
-77.22 35.20 3.70 -10.76
-0.67 3.70 2.50 -0.92
17.56 -10.76 -0.92 18.31
s=ORTALAMADAN SAPMALAR MATRİSİ
x3s x4s x5s
1.7 -0.4 -5.7
2.2 0.2 -2.9
3.1 0.9 2.3
1.0 0.5 -1.8
x1 x2 x3
x1 0.0068 -0.0003 0.0012
x2 -0.0003 0.0012 0.0033
x3 0.0012 0.0033 0.0495
x4 0.0091 -0.0047 -0.0622
x5 0.0098 0.0002 0.0243
9 10 11 12
ğılımına uyar
c 20.05;5(5+1)(5+2)/6 P değeri
c 2Tabloc 2(0.05;35)= 49.802 0.000
x4 x5
Kov(X1,X4) Kov(X1,X5) x1
Kov(X2,X4) Kov(X2,X5) x2
Kov(X3,X4) Kov(X3,X5) = x3
Var(X4) Kov(X4,X5) x4
Kov(X5,X4) Var(X5) x5
x4 x5
Kov(X1,X4) Kov(X1,X5) x1
Kov(X2,X4) Kov(X2,X5) x2
Kov(X3,X4) Kov(X3,X5) = x3
Var(X4) Kov(X4,X5) x4
Kov(X5,X4) Var(X5) x5
n diğer elemanları 0 olan matris
x3 x4 x5
0 0 0 D-1/2=Diag(Σ)-1/2=
0 0 0
5.82 0 0
0 1.55 0
0 0 4.20
x1 x2 x3 x4
D-1/2
0.08 0 0 0
0 0.03 0 0
0 0 0.17 0
0 0 0 0.64
0 0 0 0
x1 x2 x3 x4
D-1/2
0.07 0 0 0
0 0.03 0 0
0 0 0.17 0
0 0 0 0.63
0 0 0 0
x1 x2 x3
x1 183.45 29.15 1.23
x2 29.15 1019.88 -77.22
x3 1.23 -77.22 35.20
x4 -2.70 -0.67 3.70
x5 -22.48 17.56 -10.76
x1 x2 x3
x1 0.0068 -0.0003 0.0012
x2 -0.0003 0.0012 0.0033
x3 0.0012 0.0033 0.0495
x4 0.0091 -0.0047 -0.0622
x5 0.0098 0.0002 0.0243
29.8361851852
28.96
13.2910323709
183.4458315413
7.375
2.029
69.571
81.466
11.895
805.577
27
x4 x5
0.0091 0.0098
-0.0047 0.0002
-0.0622 0.0243
0.5029 0.0044
0.0044 0.0810
13 14 15 16
-0.226 1.598 -1.656 -0.557
-2.081 3.228 -1.439 -1.509
-2.683 -2.862 1.269 1.866
-0.690 0.059 -1.178 -0.012
-0.141 -0.458 1.143 1.540
-1.878 -0.550 -0.629 -0.099
-5.034 -2.784 2.439 1.469
-2.213 0.198 0.523 -0.013
0.212 1.509 0.146 -0.764
-1.925 3.119 0.257 -0.670
-0.757 3.266 -3.036 -3.589
-3.433 0.781 -2.972 -0.805
21.140 -2.593 0.721 1.019
-2.593 5.400 0.455 -1.459
0.721 0.455 8.131 2.370
1.019 -1.459 2.370 2.117
-0.166 -3.981 -5.044 -3.092
-2.049 1.667 0.004 0.329
0.842 1.046 -0.408 -0.086
0.932 -0.930 -0.691 0.961
0.877 2.208 1.684 -0.216
-0.521 -4.188 -5.804 1.059
1.226 -1.154 3.677 1.435
0.226 -1.489 -0.232 0.901
0.068 -1.631 3.736 -1.004
-3.880 -0.001 0.377 -0.231
3.008 -0.452 -3.846 -0.960
Normalliğe İlişkin ÇARPIKLIK Sağlanmaktadır
Normalliğe İlişkin ÇARPIKLIK Sağlanmamaktadır
KARAR
Ho RED Yani ele alınan veriler için 5 DEĞİŞKENLİ ÇARPIKLIK SAĞLANMAMAKT
p ye göre Ho RED Yani ele alınan veriler için 5 DEĞİŞKENLİ ÇARPIKLIK SAĞLANMAMAKT
taraflı)
KARAR
p ye göre Ho KABUL Yani ele alınan veriler için 5 DEĞİŞKENLİ ÇARPIKLIK SAĞLANMAKTA
ortogonal(dik) vektörler
0 0 0 0
1 1 1 1
1 1 1 1
26 26 26 26
5.10 5.10 5.10 5.10
15 16 17 18
x1 x2 x3 x4
s 11 s 12 s 13 s 14
s 21 s 22 s 23 s 24
s 31 s 32 s 33 s 34
s 41 s 42 s 43 s 44
s 51 s 52 s 53 s 54
x1 x2 x3 x4
s11 s12 s13 s14
s21 s22 s23 s24
s31 s32 s33 s34
s41 s42 s43 s44
s51 s52 s53 s54
D-1/2 =(D-1)1/2= 1/(D1/2) Köşegen elemanları 1/Karekök(xi,xi) değe
x1 x2
D-1/2=Diag(Σ)-1/2= x1 0.08 0
x2 0 0.03
x3 0 0
x4 0 0
x5 0 0
x5
0
0
0
0
0.24
x5
0
0
0
0
0.23
x4 x5
-2.70 -22.48
-0.67 17.56
3.70 -10.76
2.50 -0.92
-0.92 18.31
x4 x5
0.0091 0.0098
-0.0047 0.0002
-0.0622 0.0243
0.5029 0.0044
0.0044 0.0810
0,003
0,002
0,002
0,001
0,001
0,000
0,000 0,010 0,020 0,030 0,040 0,050 0,060 0,070 0,080
-0,001
-0,001
-0,002
-0,002
-0,003
sıralı mi2 c i2 Karşılaştırma
0.331 0.037 küçüktür
0.609 0.114 küçüktür
0.779 0.194 küçüktür
hesaplanan
%
(8/27)100= 29.62963
KARAR
17 18 19 20
1.082 1.138 2.120 -0.308
-0.365 1.033 1.078 -0.700
-1.898 -0.296 -1.712 1.247
-0.292 0.397 0.224 0.395
-1.673 0.970 1.167 0.578
2.642 0.096 0.689 -0.348
0.415 -0.676 -1.739 0.205
1.661 0.282 0.781 -0.621
-0.002 0.114 0.322 -0.615
-0.691 1.386 1.883 -0.874
-1.418 -1.133 -3.084 -0.528
-2.694 0.389 -1.600 1.081
-0.166 -2.049 0.842 0.932
-3.981 1.667 1.046 -0.930
-5.044 0.004 -0.408 -0.691
-3.092 0.329 -0.086 0.961
18.742 -2.772 1.567 -2.790
-2.772 1.376 0.916 0.314
1.567 0.916 2.349 -0.522
-2.790 0.314 -0.522 1.358
-3.745 0.315 -0.378 -0.204
-1.715 -0.117 -2.160 3.432
-1.516 -0.501 -0.613 -0.055
0.362 0.110 0.284 0.590
2.921 -3.194 -3.763 -1.667
3.203 0.198 0.865 -0.968
1.259 -0.297 -0.071 0.726
maktadır
amaktadır
nmaktadır
mamaktadır
Rİ MATRİSİ
x5z
-1.3 Austria
-0.7 Belgium
0.5 Bulgaria
-0.4 Cyprus
-0.7 Czech Republic
-0.6 Denmark
0.7 Estonia
-0.4 Finland
0.1 France
-0.9 Germany
1.6 Greece
0.1 Hungary
1.1 Ireland
-0.3 Xzbr= Italy
1.5 Latvia
0.2 Lithuania
-1.1 Luxembourg
-0.7 Malta
-1.2 Netherlands
-0.1 Poland
0.7 Portugal
-0.5 Romania
0.9 Slovakia
-0.4 Slovenia
3.0 Spain
-0.6 Sweden
-0.4 United Kingdom
0 Ortalamalar=
1 varyanslar=
1 std sapmalar=
26 kareler toplamı=1=
5.10 Vektör Uzunluğu=
19 20 21
x5
s 15 x1
s 25 x2
s 35 = x3
s 45 x4
s 55 x5
x5
s15 x1
s25 x2
s35 = x3
s45 x4
s55 x5
Köşegen elemanları 1/Karekök(xi,xi) değerlerini alan diğer elemanları 0 olan matris
x3 x4 x5
0 0 0
0 0 0
0.17 0 0
0 0.64 0
0 0 0.24
kriter
%
50
undan 5 Değişkenli NORMAL dağılım göstermektedir
21 22 23
-0.287 -1.074 -1.312
0.808 -1.967 -1.522
-0.897 3.799 1.324
-0.292 1.375 -0.590
-0.525 0.275 0.516
-0.911 -0.143 -0.255
-1.005 1.430 1.812
-0.424 -1.569 0.091
0.694 -1.994 -0.296
0.688 -3.483 -0.787
2.428 0.564 -1.871
0.287 4.393 -1.472
0.877 -0.521 1.226
2.208 -4.188 -1.154
1.684 -5.804 3.677
-0.216 1.059 1.435
-3.745 -1.715 -1.516
0.315 -0.117 -0.501
-0.378 -2.160 -0.613
-0.204 3.432 -0.055
1.691 -2.118 0.319
-2.118 12.219 -1.557
0.319 -1.557 2.025
-0.892 1.709 0.207
1.104 -3.226 2.436
-0.803 -1.909 0.035
-0.405 3.289 -1.605
ortonormal(hem dik hemde 1 birim uzunlukta) vektörler
0 0 0 0
0.04 0.04 0.04 0.04
0.20 0.20 0.20 0.20
1 1 1 1
1 1 1 1
22 23 24 25
x1 x2 x3 x4
s 12 s 12 s 13 s 14
s 21 s 22 s 23 s 24
s 31 s 32 s 32 s 34
s 41 s 42 s 43 s 42
s 51 s 52 s 53 s 54
x1 x2 x3 x4
s 12 s12 s13 s14
s21 s 22 s23 s24
s31 s32 s3 2 s34
s41 s42 s43 s 42
s51 s52 s53 s54
arı 0 olan matris
0
0 5 10 15 20
24 25 26 27
0.122 -4.271 0.636 0.493
-0.832 -1.945 0.305 0.367
1.010 1.231 0.004 -0.855
0.227 -1.621 -0.054 0.489
0.920 -3.299 0.447 -0.751
0.373 -0.878 1.044 -0.260
0.726 3.388 1.126 -1.993
0.137 -0.490 1.158 -0.865
-0.620 0.390 0.011 -0.040
-0.485 -2.832 0.871 -0.626
-2.555 5.907 -2.105 2.183
-0.321 -0.337 -1.007 1.426
0.226 0.068 -3.880 3.008
-1.489 -1.631 -0.001 -0.452
-0.232 3.736 0.377 -3.846
0.901 -1.004 -0.231 -0.960
0.362 2.921 3.203 1.259
0.110 -3.194 0.198 -0.297
0.284 -3.763 0.865 -0.071
0.590 -1.667 -0.968 0.726
-0.892 1.104 -0.803 -0.405
1.709 -3.226 -1.909 3.289
0.207 2.436 0.035 -1.605
0.807 -1.506 0.177 0.042
-1.506 12.178 -0.127 -1.568
0.177 -0.127 1.800 -1.176
0.042 -1.568 -1.176 2.486
TOPLAM=
n n
i=1 j=1
mij
3
n n
mij
3
i=1 j=1
ektörler
Rİ MATRİSİ
x5z
-0.3
-0.1
0.1
-0.1
-0.1
-0.1
0.1
-0.1
0.0
-0.2
0.3
0.0
0.2
-0.1
0.3
0.0
-0.2
-0.1
-0.2
0.0
0.1
-0.1
0.2
-0.1
0.6
-0.1
-0.1
0
0.04
0.20
1
1
26 27
1 2 3 4 5
8.4 5.2 9.9 11.1 1.7 -0.4 -5.7 1
-21.4 18.8 6.4 35.6 2.2 0.2 -2.9 2
6.3 -4.1 -16.9 -45.0 3.1 0.9 2.3 3
-0.2 1.2 -0.9 -0.4 1.0 0.5 -1.8 4
-2.4 -1.6 -4.9 -22.7 1.6 -0.9 -3.0 5
6.6 -17.6 3.6 0.1 -2.5 6
-11.3 -54.6 6.4 0.6 3.2 7
5.1 -12.8 3.8 -0.4 -1.8 8
4.1 20.5 -0.7 -0.4 0.3 9
6.2 22.0 3.0 -0.9 -3.8 10
-1.3 81.6 -4.2 2.6 7.1 11
-11.0 19.0 2.1 2.6 0.3 12
9.7 35.0 -26.1 -3.7 4.6 13
-0.4 57.8 1.7 -0.5 -1.3 14
-15.3 -16.5 -1.4 -3.3 6.6 15
-12.6 -27.5 -0.8 -0.9 0.7 16
51.6 -42.8 4.6 0.7 -4.8 17
-5.0 6.8 2.7 -0.1 -3.0 18
11.1 1.5 0.9 -1.2 -5.1 19
-10.9 -6.2 -1.6 0.6 -0.2 20
-6.6 31.8 -2.8 -0.7 2.9 21
-17.9 -30.4 -0.1 4.0 -2.1 22
-7.6 -20.2 -1.6 -1.4 3.9 23
-1.8 -23.2 0.7 0.0 -1.6 24
0.0 -1.1 -2.9 -0.1 13.0 25
8.4 -21.4 6.3 -0.2 -2.4 26
5.2 18.8 -4.1 1.2 -1.6 27
ÇÇKT5=X5's*X5s ÇÇKT6=X6's*X6s
X2 X3 X4 X5 X1 X2 X3
110.75 -7.98 4.20 14.89 43.65 -116.06 24.00
513.78 -37.02 19.48 69.09 -116.06 308.59 -63.83
-37.02 2.67 -1.40 -4.98 + 24.00 -63.83 13.20
19.48 -1.40 0.74 2.62 0.93 -2.47 0.51
69.09 -4.98 2.62 9.29 -16.84 44.76 -9.26
x5
s 15
s 25
s 35
s 45
s 52
x5
s15
s25
s35
s45
s 52
Q Grafiği)
Column S
20 25
mij3 toplamı
-65.80
17.12
75.03
-3.25
-111.27
6.90
20.56
-13.34
-3.86
-12.17
2036.40
119.26
9173.55
68.44
231.44
-42.71
6312.09
-50.04
-67.66
18.50
-28.19
1651.01
56.21
-16.27
1860.05
-34.19
16.69
21214.486
21214.486
T6=X6's*X6s ÇÇKT7=X7's*X7s
X4 X5 X1 X2 X3 X4 X5
0.93 -16.84 127.90 617.10 -72.76 -7.25 -35.64
-2.47 44.76 617.10 2977.52 -351.05 -34.96 -171.99
0.51 -9.26 + -72.76 -351.05 41.39 4.12 20.28 +
0.02 -0.36 -7.25 -34.96 4.12 0.41 2.02
-0.36 6.49 -35.64 -171.99 20.28 2.02 9.93
ÇÇKT8=X8's*X8s ÇÇKT9=X9's*X9s
X1 X2 X3 X4 X5 X1 X2 X3 X4
25.82 -64.88 19.48 -1.83 -9.39 16.60 83.65 -2.72 -1.46
-64.88 162.99 -48.94 4.59 23.59 83.65 421.62 -13.69 -7.38
19.48 -48.94 14.69 -1.38 -7.08 + -2.72 -13.69 0.44 0.24
-1.83 4.59 -1.38 0.13 0.66 -1.46 -7.38 0.24 0.13
-9.39 23.59 -7.08 0.66 3.42 1.03 5.17 -0.17 -0.09
*X9s ÇÇKT10=X10's*X10s ÇÇKT11=X11's*X
X5 X1 X2 X3 X4 X5 X1 X2
1.03 39.00 137.59 18.94 -5.37 -24.03 1.80 -109.40
5.17 137.59 485.47 66.83 -18.93 -84.79 -109.40 6664.00
-0.17 + 18.94 66.83 9.20 -2.61 -11.67 + 5.58 -340.14
-0.09 -5.37 -18.93 -2.61 0.74 3.31 -3.54 215.57
0.06 -24.03 -84.79 -11.67 3.31 14.81 -9.45 575.67
ÇÇKT11=X11's*X11s ÇÇKT12=X12's*X12s
X3 X4 X5 X1 X2 X3 X4 X5
5.58 -3.54 -9.45 120.89 -209.28 -23.46 -29.04 -2.77
-340.14 215.57 575.67 -209.28 362.27 40.60 50.26 4.79
17.36 -11.00 -29.38 + -23.46 40.60 4.55 5.63 0.54
-11.00 6.97 18.62 -29.04 50.26 5.63 6.97 0.67
-29.38 18.62 49.73 -2.77 4.79 0.54 0.67 0.06
ÇÇKT13=X13's*X13s ÇÇKT14=X14's*X14
X1 X2 X3 X4 X5 X1 X2
93.23 338.28 -251.69 -35.33 43.95 0.13 -20.60
338.28 1227.33 -913.20 -128.20 159.47 -20.60 3344.69
+ -251.69 -913.20 679.47 95.38 -118.65 + -0.62 100.24
-35.33 -128.20 95.38 13.39 -16.66 0.16 -26.56
43.95 159.47 -118.65 -16.66 20.72 0.48 -77.97
ÇÇKT14=X14's*X14s ÇÇKT15=X15's*X15s
X3 X4 X5 X1 X2 X3 X4 X5
-0.62 0.16 0.48 235.08 252.47 20.95 49.97 -100.45
100.24 -26.56 -77.97 252.47 271.15 22.50 53.67 -107.89
3.00 -0.80 -2.34 + 20.95 22.50 1.87 4.45 -8.95
-0.80 0.21 0.62 49.97 53.67 4.45 10.62 -21.35
-2.34 0.62 1.82 -100.45 -107.89 -8.95 -21.35 42.93
ÇÇKT16=X16's*X16s ÇÇKT17=X17's*X17s
X1 X2 X3 X4 X5 X1 X2
158.79 346.11 9.66 10.83 -8.21 2665.64 -2208.04
346.11 754.42 21.06 23.60 -17.90 -2208.04 1828.99
+ 9.66 21.06 0.59 0.66 -0.50 + 239.22 -198.15
10.83 23.60 0.66 0.74 -0.56 38.24 -31.68
-8.21 -17.90 -0.50 -0.56 0.42 -250.31 207.34
ÇÇKT17=X17's*X17s ÇÇKT18=X18's*X18s
X3 X4 X5 X1 X2 X3 X4 X5
239.22 38.24 -250.31 25.03 -34.19 -13.68 0.30 15.25
-198.15 -31.68 207.34 -34.19 46.69 18.68 -0.40 -20.83
21.47 3.43 -22.46 + -13.68 18.68 7.47 -0.16 -8.33 +
3.43 0.55 -3.59 0.30 -0.40 -0.16 0.00 0.18
-22.46 -3.59 23.50 15.25 -20.83 -8.33 0.18 9.29
ÇÇKT19=X19's*X19s ÇÇKT20=X20's*X20s
X1 X2 X3 X4 X5 X1 X2 X3 X4
124.03 17.08 10.39 -12.91 -57.33 117.84 66.94 17.01 -6.96
17.08 2.35 1.43 -1.78 -7.89 66.94 38.03 9.66 -3.95
10.39 1.43 0.87 -1.08 -4.80 + 17.01 9.66 2.45 -1.00
-12.91 -1.78 -1.08 1.34 5.97 -6.96 -3.95 -1.00 0.41
-57.33 -7.89 -4.80 5.97 26.50 2.69 1.53 0.39 -0.16
*X20s ÇÇKT21=X21's*X21s ÇÇKT22=X2
X5 X1 X2 X3 X4 X5 X1
2.69 43.22 -209.28 18.19 4.33 -18.75 321.89
1.53 -209.28 1013.36 -88.07 -20.99 90.78 544.81
0.39 + 18.19 -88.07 7.65 1.82 -7.89 + 1.20
-0.16 4.33 -20.99 1.82 0.43 -1.88 -72.50
0.06 -18.75 90.78 -7.89 -1.88 8.13 38.54
ÇÇKT22=X22's*X22s ÇÇKT23=X23's*X23s
X2 X3 X4 X5 X1 X2 X3 X4
544.81 1.20 -72.50 38.54 58.39 154.10 11.97 10.39
922.13 2.02 -122.70 65.23 154.10 406.69 31.59 27.41
2.02 0.00 -0.27 0.14 + 11.97 31.59 2.45 2.13
-122.70 -0.27 16.33 -8.68 10.39 27.41 2.13 1.85
65.23 0.14 -8.68 4.61 -29.43 -77.68 -6.03 -5.24
*X23s ÇÇKT24=X24's*X24s ÇÇKT25=X25's*X25s
X5 X1 X2 X3 X4 X5 X1 X2
-29.43 3.11 40.85 -1.29 -0.07 2.91 0.00 0.01
-77.68 40.85 536.69 -16.99 -0.94 38.18 0.01 1.14
-6.03 + -1.29 -16.99 0.54 0.03 -1.21 + 0.02 3.06
-5.24 -0.07 -0.94 0.03 0.00 -0.07 0.00 0.06
14.84 2.91 38.18 -1.21 -0.07 2.72 -0.08 -13.82
ÇÇKT25=X25's*X25s ÇÇKT26=X26's*X26s = Sweden
X3 X4 X5 X1 X2 X3 X4 X5
0.02 0.00 -0.08 70.02 -178.79 53.00 -1.33 -20.49
3.06 0.06 -13.82 -178.79 456.53 -135.32 3.40 52.31
8.22 0.17 -37.13 + 53.00 -135.32 40.11 -1.01 -15.50
0.17 0.00 -0.77 -1.33 3.40 -1.01 0.03 0.39
-37.13 -0.77 167.75 -20.49 52.31 -15.50 0.39 5.99
ÇÇKT27=X27's*X27s = United Kingdom
X1 X2 X3 X4 X5
27.28 98.36 -21.24 6.48 -8.61
98.36 354.69 -76.59 23.37 -31.04
+ -21.24 -76.59 16.54 -5.05 6.70
6.48 23.37 -5.05 1.54 -2.04
-8.61 -31.04 6.70 -2.04 2.72
SIRA NO x1 x2
1 Austria 1 4
2 Belgium 2 2
3 Bulgaria 7 3
4 Cyprus 6 3
5 Czech Republic 10 13
6 Denmark X = HAM VERİ 9 9
MATRİSİ
7 Estonia 8 8
8 Finland 9 14
9 France 10 12
10 Germany 11 18
11 Greece 11 10
12 Hungary 12 12
eleman sayısı ORTALAMA= 8.00 9.00
N= 12 VARYANS= 11.17 24.00
STD.SAPMA= 3.34 4.90
KARELER TOPLAMI= 902.00 1260.00
1-) ÇAPRAZ ÇARPIM KARELER TOPLAMI =ÇÇKT=SSCP(Sum of Square and Cross Prod
a-) Değişken(x1,x2) vektörlerinden hareketle ÇÇKT HESAPLANMASI
ÇÇKT=SSCP=Xs'*Xs= x1 -7 -6
x2 -5 -7
x1
x2
ÇÇKT=SSCP=ÇÇKT1+ÇÇKT2+ÇÇKT3+….+ÇÇKT11+ÇÇKT12= x1
x2
x1
ÇÇKT=SSCP=ÇÇKT1+ÇÇKT2+ÇÇKT3+….+ÇÇKT11+ÇÇKT12= x2
x1 x2
S=(1/(N-1))*ÇÇKT= x1 12.18 14.18
x2 14.18 26.18
x1 x2
R=D-1/2.Σ.D-1/2= D-1/2=Diag(Σ)-1/2
x1 0.30 0.00
x2 0.00 0.20
x1 x2
R=D-1/2.Σ.D-1/2= x1 1.00 0.79
x2 0.79 1.00
b-) Örnek kütle Var-Kov matrisi(S) yardımıyla R nin elde edilişi
x1 x2
R=D-1/2.S.D-1/2= D-1/2=Diag(S)-1/2
x1 0.29 0.00
x2 0.00 0.20
x1 x2
R=D-1/2.S.D-1/2= x1 1.00 0.79
x2 0.79 1.00
d-) Standardize birim uzunlukta veri matrisi(Xzbr) yardımıyla R nin elde edilişi
x1 x2
R=Xzbr'*Xzbr= x1 1.00 0.79
x2 0.79 1.00
x1 ile x2
x1 x2 x1 için sıralı
1 1 4 1 1
2 2 2 2 2
3 7 3 3 6
4 6 3 4 7
5 10 13 5 8
6 9 9 6 9
7 8 8 7 9
8 9 14 8 10
9 10 12 9 10
10 11 18 10 11
11 11 10 11 11
12 12 12 12 12
ort= 8 9
x2 için sıralı
1 2
2 3
3 3
4 4
5 8
6 9
7 10
8 12
9 12
10 13
11 14
12 18
1 1 4 -7 -5
2
2 2 -6 -7
3 7 3 -1 -6
4 6 3 -2 -6
5 10 13 2 4
6 9 9 1 0
7 8 8 0 -1
8 9 14 1 5
9 10 12 2 3
10 11 18 3 9
11 11 10 3 1
12 12 12 4 3
ort= 8 9 kareler toplamı=
n
i=1
m4
i
S=(1/n-1)*(Xs'*Xs)= x1
x2
S-1= x1
x2
n= 12
p= 2
n.¡ 1p/6=
Çok değişkenli çarpıklık test istatistiği
hesaplanan= n.¡ 1p/6=
-7 -5
-6 -7
-1 -6
-2 -6
2 4
XS = ORTALAMALARDAN 1 0 XZ = STANDARDİZE VERİ
SAPMA MATRİSİ MATRİSİ
0 -1
1 5
2 3
3 9
3 1
4 3
ORTALAMA= 0.00 0.00 ORTALAMA=
Xs' =sapmala
-1 -2 2 1
-6 -6 4 0
x2
156.00
288.00
x2
156.00
288.00
SAPLANMASI
ÇÇKT1=X1's*X1s = Austria ÇÇKT2=X2's*X2s = Belgium
x1 x2
-7 -7 -5 -6
-5 -7
134.00 156.00
156.00 288.00
x1 x2
x1 Var(X1) Kov(X1,X2)
=
x2 Kov(X2,X1) Var(X2)
x1 x2
x1 Var(X1) Kov(X1,X2)
=
x2 Kov(X2,X1) Var(X2)
karekök
x1
D1/2=Diag(Σ)1/2= x1 3.34
x2 0.00
karekök
x1
D1/2=Diag(S)1/2= x1 3.49
x2 0.00
edilişi
x1 x2 x1 x2
Ana kütle için (Σ) D-1/2=Diag(Σ)-1/2
11.17 13.00 0.30 0.00
13.00 24.00 0.00 0.20
de edilişi
x1 x2 x1 x2
Örnek kütle için (S) D-1/2=Diag(S)-1/2
12.18 14.18 0.29 0.00
14.18 26.18 0.00 0.20
edilişi
n 1/N ile çarpılır vars kullanılsaydı 1/N-1 ile çarpılması gerekirdi
66.057
var-kov matris
x1 x2
12.18 14.18
14.18 26.18
4 5 6 7
1 n n 3
ˆ 1,p 2 mij 1.083
n i=1 j=1
n
1
ˆ 2,p m4 5.505
n i=1 i
LLİK TESTİ
X1z x2z X1zbr
-1 5 3 9
2's*X2s = Belgium
x1 x2
-6 -7 ………………………………….
x1 x2
x1 s 11 s 12
=
x2 s 21 s 22
x1 x2
x1 s11 s12
=
x2 s21 s22
x2
0.00 D-1/2=Diag(Σ)-1/2= x1
4.90 x2
x2
0.00 D-1/2=Diag(S)-1/2= x1
5.12 x2
QQ grafiği
00,002
x1 için sıralı ağırlıklı zi
1 -1.7317 00,002
2 -1.1503
00,001
6 -0.8122
7 -0.5485 00,001
8 -0.3186 00,000
9 0.0000 0 2 4 6
-00,001
9 0.0000
10 0.4336 -00,001
10 0.4336
11 0.9813 -00,002
11 0.9813
-00,002
12 1.7317
x1 değişkeni normal dağılmıyor
x2 için sıralı ağırlıklı zi QQ grafiği
2 -1.7317 00,002
3 -0.9813
00,002
3 -0.9813
00,001
4 -0.5485
8 -0.3186 00,001
9 -0.1046
00,000
10 0.1046 0 2 4 6 8
12 0.4336 -00,001
12 0.4336 -00,001
13 0.8122
-00,002
14 1.1503
18 1.7317 -00,002
grafik
sıralı mi2 c i2 Karşılaştırma
1 0.103 0.085 küçüktür
KARAR
8 9 10 11
STİ
Xs matrisi
3 4 -7 -5
1 3 -6 -7
-1 -6
-2 -6
2 4
1 0
0 -1
1 5
2 3
3 9
3 1
4 3
ÇÇKT4=X4's*X4s = Cyprus
x1 x2
4.00 12.00
+ +
12.00 36.00
x1 x2
x1 s 12 s 12
=
x2 s 21 s 22
x1 x2
x1 s12 s12
=
x2 s21 s22
1/karekök
x1 x2
0.30 0.00
0.00 0.20
1/karekök
x1 x2
0.29 0.00
0.00 0.20
Column K
4 6 8 10 12 14
p=değişken sayısı= 2
Eleman sayısı=n= 12
hesaplanan kriter
% %
58.3333333333 50
12 mij3 toplamı
-2.838 127.65
-1.968 51.45 çarpıklık
0.500 -12.00
-0.028 -8.34
0.87
0.370
0.528 -0.64
basıklık ˆ2
0.171 -0.08
-0.329 6.49 mi2 ( xi x
0.542 -1.01
0.042 28.13 m 2i , j ( xi
1.412 -13.47
1.597 -23.13
TOPLAM= 155.936
n n
mij
3
155.936
i=1 j=1
P değeri KARAR
0.705 Ho KABUL Yani ele alınan ve
p ye göre Ho KABUL Yani ele alınan ve
ma uyar(çift taraflı)
P değeri KARAR
0.2799 p ye göre Ho KABUL Yani ele alınan ve
ÇÇKT5=X5's*X5s = Czech ÇÇKT6=X6's*X6s = Denmark ÇÇKT7=X7's*X7s = Estonia
x1 x2 x1 x2 x1 x2
4.00 8.00 1.00 0.00 0.00 0.00
+ + +
8.00 16.00 0.00 0.00 0.00 1.00
x1 değişkeni tanımlayıcı istatistikler
tek değişkenli
Ortalama 8
Standart Hata 1.0075472769
Ortanca 9
Kip 10
Standart Sapma 3.4902461492
Örnek Varyans 12.181818182
Basıklık 0.390 x1 değişkeni normal dağılmıyor
Çarpıklık -1.108
Aralık 11
En Büyük 1
En Küçük 12
Toplam 96
Say 12
Ortalama 9
Standart Hata 1.4770978918
Ortanca 9.5
Kip 3
Standart Sapma 5.1168171925
Column K
0 Örnek Varyans 26.181818182
Basıklık -0.993 x2 değişkeni normal dağılmıyor
Çarpıklık 0.059
Aralık 16
En Büyük 2
En Küçük 18
Toplam 108
Say 12
0,007
0,006
0,005
0,004
0,003
0,002
0,001
0,000
0,000 0,001 0,002 0,003 0,004 0,005 0,006
0,001
0,000
0,000 0,001 0,002 0,003 0,004 0,005 0,006
n n
1
arpıklık ˆ1 p 2
n
ij
m 3
i 1 j 1
1 n
asıklık ˆ2 p mi 4
n i 1
mi2 ( xi xi ) ' S 1 ( xi xi )
m 2i , j ( xi x )' S 1 ( x j x )
aktadır
maktadır
UL Yani ele alınan veriler için 2 DEĞİŞKENLİ ÇARPIKLIK SAĞLANMAKTADIR
UL Yani ele alınan veriler için 2 DEĞİŞKENLİ ÇARPIKLIK SAĞLANMAKTADIR
1. grup 2 2
7 3 1.grup ortalamaları
6 3 4 3
10 13
9 9
2. grup
8 8 2.grup ortalamaları
tüm. Grup = X=
9 14 9 11
10 12
11 18
3. grup
11 10 3.grup ortalamaları
12 12 11 13
genel ortalama= 8.00 9.00
genel ortalama=
ÇÇKT8=X8's*X8s = Finland ÇÇKT9=X9's*X9s = France ÇÇKT10=X10's*X10s = Germany
x1 x2 x1 x2 x1
1.00 5.00 4.00 6.00 9.00
+ +
5.00 25.00 6.00 9.00 27.00
STİ(2.Yöntem Q-Q Grafiği)
Column L
04 0,005 0,006
04 0,005 0,006
KTT HESAPLAMASI W=Within=ÇÇKTw HESA
x1 x2 x1s x2s x1 x2
1 4 -7 -5 1 4
2 2 -6 -7 2 2
1. grup
7 3 -1 -6 7 3
6 3 -2 -6 6 3
10 13 2 4 10 13
9 9 1 0 9 9
Xs= 2. grup
8 8 0 -1 8 8
9 14 1 5 9 14
10 12 2 3 10 12
11 18 3 9 11 18
3. grup
11 10 3 1 11 10
12 12 4 3 12 12
8.00 9.00
1.yöntem
W1=ÇÇKTw1=Xs1'*Xs1
T=ÇÇKTT=ÇÇKT= 134.00 156.00
156.00 288.00 W2=ÇÇKTw2=Xs2'*Xs2
W3=ÇÇKTw3=Xs3'*Xs3
W=ÇÇKTw=W1+W2+W
2.yöntem
10s = Germany ÇÇKT11=X11's*X11s = Greece ÇÇKT12=X12's*X12s = Hungary
x2 x1 x2 x1 x2
27.00 9.00 3.00 ###12.00
+ +
81.00 3.00 1.00 ### 9.00
in=ÇÇKTw HESAPLAMASI B=Between=ÇÇKTB HESAPLAMASI
2.grup ortalamaları=
bir defada W nin bulunması 3.grup ortalamaları=
W=ÇÇKTw= 30.00 4.00
4.00 64.00 genel ortalamalar=
B=ÇÇKTB= F'*F*ni=
B=ÇÇKTB= F'*F*ni=
ÇKTB HESAPLAMASI
x1 x2 ni=eleeman say
4 3 4
9 11 4
11 13 4
x1 x2
8.00 9.00
alamadan farklar
F=farklar Matrisi
x1 x2 ni=eleeman say
-4.00 -6.00 4
1 2 4
3 4 4
2 1 0 0
2 1 0 0
2 1 0 0
2 1 0 0
12 0 1 0
12 0 1 0
12
H= 0 1 0
12 topla.çarpım fon ile 0 1 0
152 152 0 0 1
0 0 1
0 0 1
0 0 1
1' = 1 1 1
1 1
2 1
2 2
3 2
5 4
1 1 5 6
x'center = 1'X 111111111111
N 12 6 5
genel ortalamaları
veren vektör 1'
7 4
5 4
1 1 5 6
x ' = 1'X 111111111111
center N 12 6 5
genel ortalamaları
veren vektör 1'
7 4
10 8
11 7
11 9
12 10
grupalar içi
grup
farklılıklarını
n matrisi=P
x1s x2s
152.00 P = X-HXc -3.00 1.00
224.00 -2.00 -1.00
3.00 0.00
2.00 0.00
1.00 2.00
0.00 -2.00
-1.00 -3.00
0.00 3.00
-1.00 -1.00
0.00 5.00
0.00 -3.00
1.00 -1.00
X veri matrisi
x1 x2
1 4 H'H=
2 2
7 3 N=n1+n2+n3= 12
6 3
10 13
9 9 H'H-1=
8 8
9 14
10 12
11 18
11 10 (H'H-1)H'X=
12 12
1 1 1 1 1 1
grup ortalamaları
-1
= Xc = (H'H) H'X = 4 3 1 grup ort
9 11 2 grup ort
lrını
11 13 3 grup ort
1 1
2 1
2 2
3 2
5 4
5 6
111111 genel ortalamalar
6 5
7 4
5 4
5 6
111111
6 5 8.00 9.00
7 4
10 8
11 7
11 9
12 10
Toplama
grupalar arası ait
grup farklılıkları
farklılıklarının nın
matrisi=Q matrisi=K
x1s x2s x1s
Q = HXc 1x ' -4.00 -6.00 K = X 1x ' -7.00
ÇÇKTB = Q'Q =
104.00 152.00 ÇÇKTT = K'K = 134.00
152.00 224.00 156.00
h1 h2 h3 x1 x2
h1 4 0 0 H'X= h1 16 12
h2 0 4 0 h2 36 44
h3 0 0 4 h3 44 52
h1 h2 h3 x1 x2
h1 0.25 0 0 H'X= h1 16 12
h2 0 0.25 0 h2 36 44
h3 0 0 0.25 h3 44 52
4 3 1 grup ort
9 11 2 grup ort
11 13 3 grup ort
1 1 1
x2s
-5.00
-7.00
-6.00
-6.00
4.00
0.00
-1.00
5.00
3.00
9.00
1.00
3.00
156.00
288.00
X= Ham veri matrisi x1 ile x3 alındı
gözlem no x1 x2 x3 x4 x1
1 13 1 20 40 1 13
2 14 1 25 50 2 14
3
3 12.5 1 40 40 12.5
4 12 2 22 60 4 12
5 12.5 2 33 60 5 12.5
6 12 3 35 55 6 12
7 11 4 21 50 7 11
8 10 5 25 70 8 10
9 10 6 42 50 9 10
10 12 4 30 75 10 12
11 10.5 3 35 60 11 10.5
12 10 4 28 70 12 10
13 11 5 25 65 13 11
14 9 6 40 45 14 9
15 11.5 2 33 65 15 11.5
ort= 11.40
x1 ile x3
var-kov matris
x1
S=(1/n-1)*(Xs'*Xs)= x1 1.8286
x3 -3.2929
x1
S = -1 x1 0.61651
x3 0.03867
1 n n
n= 15 ˆ 1,p 2 m
p= 2 n i=1 j=1
n
1
ˆ 2,p m4
n i=1 i
¡ 2p= 4.944
Çok değişkenli Basıklık test istatistiği
hesaplanan= ¡ 2p= 4.944
4-) Henze-Zirkler'in ÇOK DEĞİŞKENLİ NORMALLİK TESTİ
1 ile x3 alındı
x3 x1s x3s XS* S-1*XS'= mi2 sıralı mi2
0.038672
0.021475
6 7 8 9 10
1 n n 3
ˆ 1,p 2 mij 0.057
n i=1 j=1
ort=p(p+2)= 8
4.944 s 2=var=8p(p+2)/n= 4.27
Zhes(¡ 2p-ort)/s -1.48
11 12 13 14 15
n n
mij
3
i=1 j=1
LIK(ÇDB) TESTİ
P değeri KARAR
0.998 Ho KABUL Yani ele alınan veriler için 2 DEĞİŞKENLİ Ç
p ye göre Ho KABUL Yani ele alınan veriler için 2 DEĞİŞKENLİ
hesaplanan kriter
% %
(8/15)100= 53.3333333 50
KARAR
mij3 toplamı
-11.251
4.285 n n
1
5.614
-3.476
çarpıklık ˆ1 p 2
n
ij
m 3
i 1 j 1
2.172
1 n
mi 4
0.780
-2.410 basıklık ˆ2 p
-5.395 n i 1
13.889
mi2 ( xi xi )' S 1 ( xi xi )
m 2i , j ( xi x )' S 1 ( x j x )
basıklık ˆ2 p
n
m
i 1
i
0.180
mi2 ( xi xi )' S 1 ( xi xi )
1.243
-3.877
m 2i , j ( xi x )' S 1 ( x j x )
-0.559
11.514
0.061
12.770
12.770
aktadır
maktadır
BASIKLIK Sağlanmaktadır
BASIKLIK Sağlanmamaktadır
0,007
0,006
0,005
0,004
0,003
0,002
0,001
0,000
0,000 0,001 0,001 0,002 0,002 0,003 0,003 0,004
memektedir
IM TESTİ(2.Yöntem Q-Q Grafiği)
Column Q
ortalamalar 0.57 0.14 0.04 0.12 -0.15 -0.32 -0.51 -1.19 -0.69
n= 25
S=(1/n-1)*(Xs'*Xs)=
XS =SAPMALAR MATRİSİ
x10 x1s x2s x3s x4s x5s x6s x7s x8s x9s
5.62 1.56 2.61 1.15 2.88 0.43 -0.12 2.06 -0.38 1.34
7.67 1.42 2.86 3.51 6.82 6.66 10.23 13.21 9.76 9.96
-0.02 0.72 1.63 2.71 1.86 0.01 -1.78 -1.91 3.28 -0.32
-2.77 -1.05 -0.16 -3.14 -1.89 -0.37 -1.82 -3.54 -4.41 -2.81
-1.72 -0.16 1.14 -0.03 2.72 0.54 0.66 0.52 0.47 2.62
-0.74 0.94 0.06 1.60 0.40 1.96 0.01 2.14 3.82 5.47
-2.01 -0.46 0.31 1.93 -0.50 0.69 0.47 3.28 -0.66 0.85
0.89 -0.71 -0.94 -0.60 1.43 0.42 0.88 1.93 -1.27 0.02
0.07 -0.22 -1.73 -1.35 0.63 0.72 1.47 1.70 1.62 0.07
-2.46 -0.84 -1.04 1.11 0.77 -0.24 2.13 -1.40 -0.04 2.37
-5.11 0.95 1.34 1.77 -1.32 -2.73 -1.47 -4.05 -1.83 -4.12
-0.18 -0.88 -0.31 -0.36 -0.66 1.33 0.06 -2.51 -1.37 0.02
1.19 0.45 2.39 2.08 2.28 0.90 4.53 1.29 0.54 -0.82
-2.85 -0.73 -1.47 -2.62 -2.24 0.52 -2.13 -0.26 -2.60 -3.08
-2.31 0.36 0.03 -0.22 0.48 4.50 1.28 0.26 -0.13 2.05
-1.42 0.16 0.64 0.27 0.64 -1.00 3.93 1.29 -0.96 0.53
3.54 0.43 -0.38 -0.05 2.31 4.61 -0.50 5.22 3.60 5.36
-0.74 1.56 1.55 1.85 -0.90 -3.19 1.62 -0.84 -0.01 0.49
-0.59 -1.30 -1.89 -1.41 -0.86 -3.75 -4.94 -5.02 -1.36 -4.50
-1.76 1.55 0.69 -0.47 -0.64 0.49 -1.28 -2.74 -3.15 -4.48
-2.34 -1.11 -2.72 -2.72 -3.34 -3.17 -1.48 -2.44 -2.13 -3.41
-4.09 -0.32 -0.13 -1.06 -2.67 0.32 2.08 2.44 2.33 0.58
-4.06 -1.22 -2.26 -1.58 -3.42 -3.75 -4.35 -4.42 -2.07 -3.16
-3.40 -1.73 -1.90 -2.70 -1.82 -3.65 -6.47 -4.24 -0.26 -3.94
-2.63 0.73 -0.42 0.29 -2.96 -2.16 -3.11 -1.90 -2.77 -1.19
-0.89
S=var-kov matrisi
x1 x2 x3 x4 x5 x6 x7 x8
1/n-1)*(Xs'*Xs)= x1 0.963 1.181 1.255 1.103 0.992 1.484 1.603 1.082
x2 1.181 2.284 2.127 2.339 1.690 2.980 2.727 1.811
x3 1.255 2.127 3.166 2.666 1.773 3.457 3.411 2.983
x4 1.103 2.339 2.666 5.403 4.293 5.311 6.520 4.803
x5 0.992 1.690 1.773 4.293 6.781 5.667 7.871 4.780
x6 1.484 2.980 3.457 5.311 5.667 10.779 10.042 5.847
x7 1.603 2.727 3.411 6.520 7.871 10.042 14.359 8.629
x8 1.082 1.811 2.983 4.803 4.780 5.847 8.629 8.201
x9 1.417 2.352 3.563 5.963 7.016 8.146 11.211 8.116
x10 1.306 2.248 2.414 5.606 4.625 5.270 7.999 5.284
x9 x10
1.417 1.306
2.352 2.248
3.563 2.414
5.963 5.606
7.016 4.625 1 2
n= 25
p= 10
n.¡ 1p/6=
Çok değişkenli çarpıklık test istatisti
hesaplanan= n.¡ 1p/6=
1
n
ˆ 2,p
i
hesaplanan
%
(13/25)100= 52.00
KARAR
n n
1
ˆ 1,p 2
n
3
mij
i=1 j=1
ort=p(p+2)=
1 n
ˆ 2,p mi4
n i=1
109.128 s 2=var=8p(p+2)/n=
Zhes(¡ 2p-ort)/s
kriter
%
50
DB) TESTİ
e dağılımına uyar
c 20.05;10(10+1)(10+2)/6 P değeri KARAR
c 2Tabloc 2(0.05;220)= 255.602 0.955 Ho KABUL Yani ele alınan veriler iç
p ye göre Ho KABUL Yani ele alınan veriler iç
sıralı mi2 c i2
3.862 3.059
5.986 4.157
0,020
6.169 4.865
6.747 5.439
0,018
7.254 5.943
7.560 6.407
7.850 6.845 0,016
8.122 7.267
8.751 7.681 0,014
8.804 8.090
8.804 8.501 0,012
9.064 8.917
9.369 9.342 0,010
10.591 9.780
10.716 10.236
0,008
10.855 10.717
11.114 11.228
0,006
11.411 11.781
12.256 12.387
12.415 13.066 0,004
13.415 13.849
13.437 14.788 0,002
14.068 15.987
14.885 17.713 0,000
0,002 0,003 0,004 0,005 0,006 0,007 0,008 0,009 0,010 0,011 0,012 0,013
16.495 21.161
15 16 17 18 19 20 21
yar(çift taraflı)
basıklık ˆ2 p
mi2 ( xi xi
m 2i , j ( xi x
H 0 Çok Değişkenli
H1 Çok Değişkenli
H0 Çok Değişken
Column AN
H1 Çok Değişken
008 0,009 0,010 0,011 0,012 0,013 0,014 0,015 0,016 0,017 0,018
22 23 24 25 mij3 toplamı
-5.4589 -2.2176 -1.0603 2.5504 2056.938
3.4771 -4.0184 -2.3467 -4.5680 3096.742
-1.3799 -0.2646 3.2517 -2.3935 1215.951
2.5599 -0.5491 1.4571 -1.5918 1224.411
-1.6157 -2.0080 3.9853 -3.0911 2602.219
1.0842 0.8902 -0.8901 3.1742 532.719
0.3039 0.7466 -1.4832 3.6739 4286.105
-5.3356 -0.4699 -0.9383 -0.5674 87.358
-0.6026 -0.2266 -0.0856 -2.5037 374.015
-4.6337 1.3383 -3.2504 -1.0687 1127.255
0.3714 -0.3633 0.1447 1.1642 568.324
-0.8189 0.7677 -3.1645 -1.2426 1813.269
0.0902 -2.5582 -2.7104 -3.9617 405.495
2.4269 -0.1048 1.0566 0.4862 57.509
-0.2842 -2.3266 -3.9119 -1.0978 692.285
0.2792 -1.0213 -2.3701 -0.6676 113.081
-2.0977 -0.8544 0.3425 1.3175 529.553
1.4266 0.8661 -3.0540 4.1521 1042.224
-4.4525 2.7951 4.8512 -1.6375 462.216
-2.6998 -2.8509 -3.3440 0.9779 1786.115
1.9072 3.0026 0.2181 0.8847 202.430
13.4369 0.7278 2.2921 -1.0040 1982.900
0.7278 3.8619 2.8386 1.9987 3.935
2.2921 2.8386 10.7163 -2.5446 1221.347
-1.0040 1.9987 -2.5446 7.5604 368.186
TOPLAM= 27852.581
n n
mij3
27852.581
i=1 j=1
n n
1
çarpıklık ˆ1 p 2
n
ij
m 3
i 1 j 1
1 n
basıklık ˆ2 p mi 4
n i 1
mi2 ( xi xi )' S 1 ( xi xi )
m 2i , j ( xi x ) ' S 1 ( x j x )
Severe
(IQ)
99
102
100
101
95
102