\n
2\u3064\u3082\u516c\u5f0f\u899a\u3048\u3089\u308c\u308b\u304b\u306a<\/p>\n<\/span><\/span><\/span><\/div><\/div><\/div><\/div>\n\n
\u30b7\u30fc\u30bf<\/span><\/div>\n
\u305f\u304f\u3055\u3093\u554f\u984c\u3092\u89e3\u3044\u3066\u6163\u308c\u3066\u3044\u3053\u3046\uff01<\/p>\n<\/span><\/span><\/span><\/div><\/div><\/div><\/div>\n\n\n\u5171\u5206\u6563\u306e\u516c\u5f0f\u2460<\/h3>\n\n\n\n
\u5171\u5206\u6563\u306f\u300cx\u306e\u504f\u5dee\u00d7y\u306e\u504f\u5dee\u300d\u306e\u5e73\u5747<\/span>\u3067\u6c42\u3081\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u3002<\/p>\n\n\n\n\u504f\u5dee\u3068\u306f\u300c\u30c7\u30fc\u30bf\u5024\u3068\u5e73\u5747\u5024\u3068\u306e\u5dee<\/span>\u300d\u3092\u6307\u3057\u307e\u3059\u3002
\u21d2\u8a73\u3057\u304f\u306f\u300c\u504f\u5dee\u5024\u306e\u610f\u5473\u3068\u6c42\u3081\u65b9\u300d\u3067\u89e3\u8aac\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n\n\n\n\u5171\u5206\u6563\u306e\u516c\u5f0f\u2460<\/span><\/div>\n
\\(x\\)\u3068\\(y\\)\u306e\u5171\u5206\u6563\\(s_{xy}\\)\u306f\u6b21\u306e\u516c\u5f0f\u3067\u6c42\u3081\u308b<\/p>\n\n\n\n
\\[\\displaystyle s_{xy}=\\frac{1}{n} \\sum_{i=0}^n (x_i -\\overline{x})(y_i -\\overline{y})\\]<\/p>\n\n\n\n
n\u306f\u30c7\u30fc\u30bf\u306e\u7dcf\u6570
\\(x_i\\)\u3068\\(y_i\\)\u306f\u500b\u3005\u306e\u6570\u5024
\\(\\overline{x}\\)\u3068\\(\\overline{y}\\)\u306f\u305d\u308c\u305e\u308c\u306e\u5e73\u5747\u5024<\/p>\n<\/div><\/div>\n\n\n\n
\u6587\u5b57\u3067\u306f\u5206\u304b\u308a\u3065\u3089\u3044\u3068\u601d\u3046\u306e\u3067\u3001\u5177\u4f53\u4f8b\u3092\u898b\u3066\u307f\u307e\u3057\u3087\u3046\u3002<\/p>\n\n\n\n
\u5171\u5206\u6563\u306e\u4f8b\u984c<\/span><\/div>\n
\u9ad8\u6821\u751f5\u4eba\u304c\u6570\u5b66\u3068\u82f1\u8a9e\u306e\u30c6\u30b9\u30c8\u3092\u53d7\u3051\u307e\u3057\u305f\u3002<\/p>\n\n\n\n
\\(x\\) :\u6570\u5b66\u306e\u70b9\u6570 , \\(y\\) :\u82f1\u8a9e\u306e\u70b9\u6570<\/p>\n\n\n\n
5\u4eba\u306e\u7d50\u679c\u306f\u4ee5\u4e0b\u306e\u3088\u3046\u306b\u306a\u308a\u307e\u3057\u305f\u3002<\/p>\n\n\n\n
\\((x,y)=(40,50)(50,60)(60,80)\\)
\\((70,60)(80,100)\\)<\/p>\n\n\n\n
\u3053\u306e\u6642\u306e\u5171\u5206\u6563\u3092\u6c42\u3081\u307e\u3057\u3087\u3046\u3002<\/p>\n<\/div><\/div>\n\n\n\n
\u4e0e\u3048\u3089\u308c\u305f\u60c5\u5831\u3092\u8868\u306b\u307e\u3068\u3081\u307e\u3057\u305f\u3002<\/p>\n\n\n
\n
<\/figure>\n<\/div>\n\n\n\u5206\u6563\u3092\u6c42\u3081\u308b\u307e\u3067\u306b3\u3064\u306e\u30b9\u30c6\u30c3\u30d7\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n
\u5171\u5206\u6563\u306e\u6c42\u3081\u65b9\u2460<\/span><\/div>\n
\n- \\(x, y\\)\u306e\u5e73\u5747\u5024\u3092\u6c42\u3081\u308b<\/li>\n\n\n\n
- \u305d\u308c\u305e\u308c\u306e\u504f\u5dee\u3092\u6c42\u3081\u308b<\/li>\n\n\n\n
- \u504f\u5dee\u306e\u7a4d\u306e\u5e73\u5747\u5024\u3092\u6c42\u3081\u308b<\/li>\n<\/ul>\n<\/div><\/div>\n\n\n\n
Step1(x, y)\u306e\u5e73\u5747\u5024\u3092\u6c42\u3081\u308b<\/p>\n\n\n\n
\u307e\u305a\u306f\u305d\u308c\u305e\u308c\u306e\u5e73\u5747\u5024\u3092\u6c42\u3081\u307e\u3057\u3087\u3046\u3002<\/p>\n\n\n\n
\\(x, y\\)\u306e\u5e73\u5747\u5024\u3092\u6c42\u3081\u305f\u3082\u306e\u304c\u4ee5\u4e0b\u306e\u8868\u3067\u3059\u3002<\/p>\n\n\n
\n
<\/figure>\n<\/div>\n\n\n
<\/span><\/p>\n\n\n\nStep2\u305d\u308c\u305e\u308c\u306e\u504f\u5dee\u3092\u6c42\u3081\u308b
\u5e73\u5747\u5024\u304c\u6c42\u3081\u3089\u308c\u305f\u3089\u3001\u305d\u308c\u305e\u308c\u306e\u504f\u5dee\u3092\u6c42\u3081\u307e\u3059\u3002<\/p>\n\n\n\n
\u504f\u5dee\u306e\u8a08\u7b97<\/span><\/div>\n
\u504f\u5dee\uff1d\uff08\u30c7\u30fc\u30bf\u5024\uff09\u30fc\uff08\u5e73\u5747\u5024\uff09<\/p>\n<\/div><\/div>\n\n\n
\n
<\/figure>\n<\/div>\n\n\nStep3\u504f\u5dee\u306e\u7a4d\u306e\u5e73\u5747\u5024\u3092\u6c42\u3081\u308b<\/p>\n\n\n\n
\u6700\u5f8c\u306b\u305d\u308c\u305e\u308c\u306e\u504f\u5dee\u3092\u639b\u3051\u5408\u308f\u305b\u305f\u5e73\u5747\u3092\u6c42\u3081\u308b\u3068\u305d\u308c\u304c\u5171\u5206\u6563\u3067\u3059\u3002<\/p>\n\n\n
\n
<\/figure>\n<\/div>\n\n\n\u5171\u5206\u6563\u306e\u516c\u5f0f\u2461<\/h3>\n\n\n\n
\u5171\u5206\u6563\u3092\u6c42\u3081\u308b\u516c\u5f0f\u306f\u3082\u30461\u3064\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n
\u5171\u5206\u6563\u306e\u516c\u5f0f\u2461<\/span><\/div>\n
\\(x\\)\u3068\\(y\\)\u306e\u5171\u5206\u6563\\(s_{xy}\\)\u306f\u6b21\u306e\u516c\u5f0f\u3067\u6c42\u3081\u308b<\/p>\n\n\n\n
\\[\\displaystyle s_{xy}=\\frac{1}{n} \\sum_{i=0}^n x_i y_i – \\overline{x} \\overline{y}\\]<\/p>\n\n\n\n
\u3059\u306a\u308f\u3061<\/p>\n\n\n\n
\\[\\displaystyle s_{xy}=\\overline{xy}- \\overline{x} \\overline{y}\\]<\/p>\n\n\n\n
n\u306f\u30c7\u30fc\u30bf\u306e\u7dcf\u6570
\\(x_i\\)\u3068\\(y_i\\)\u306f\u500b\u3005\u306e\u6570\u5024
\\(\\overline{x}\\)\u3068\\(\\overline{y}\\)\u306f\u305d\u308c\u305e\u308c\u306e\u5e73\u5747\u5024<\/p>\n<\/div><\/div>\n\n\n\n
\u3053\u3061\u3089\u306e\u516c\u5f0f\u3067\u3082\u5206\u6563\u3092\u6c42\u3081\u3066\u307f\u307e\u3057\u3087\u3046\u3002<\/p>\n\n\n\n
\u5171\u5206\u6563\u306e\u4f8b\u984c<\/span><\/div>\n
\u9ad8\u6821\u751f5\u4eba\u304c\u6570\u5b66\u3068\u82f1\u8a9e\u306e\u30c6\u30b9\u30c8\u3092\u53d7\u3051\u307e\u3057\u305f\u3002<\/p>\n\n\n\n
\\(x\\) :\u6570\u5b66\u306e\u70b9\u6570 , \\(y\\) :\u82f1\u8a9e\u306e\u70b9\u6570<\/p>\n\n\n\n
5\u4eba\u306e\u7d50\u679c\u306f\u4ee5\u4e0b\u306e\u3088\u3046\u306b\u306a\u308a\u307e\u3057\u305f\u3002<\/p>\n\n\n\n
\\((x,y)=(40,50)(50,60)(60,80)\\)
\\((70,60)(80,100)\\)<\/p>\n\n\n\n
\u3053\u306e\u6642\u306e\u5171\u5206\u6563\u3092\u6c42\u3081\u307e\u3057\u3087\u3046\u3002<\/p>\n<\/div><\/div>\n\n\n\n
\u4e0e\u3048\u3089\u308c\u305f\u60c5\u5831\u304b\u3089\u8868\u3092\u4f5c\u308a\u307e\u3057\u305f\u3002<\/p>\n\n\n
\n
<\/figure>\n<\/div>\n\n\n\u3053\u3061\u3089\u306e\u516c\u5f0f\u3067\u30823\u3064\u306e\u30b9\u30c6\u30c3\u30d7\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n
\u5171\u5206\u6563\u306e\u6c42\u3081\u65b9\u2461<\/span><\/div>\n
\n- \\(x, y\\)\u306e\u5e73\u5747\u5024\\(\\overline{x}, \\overline{y}\\)\u3092\u6c42\u3081\u308b<\/li>\n\n\n\n
- \\(xy\\)\u306e\u5e73\u5747\u5024\\(\\overline{xy}\\)\u3068\\(\\overline{x} \\overline{y}\\)\u3092\u6c42\u3081\u308b<\/li>\n\n\n\n
- \\(\\overline{xy}\\)\u3068\\(\\overline{x} \\overline{y}\\)\u306e\u5dee\u3092\u6c42\u3081\u308b<\/li>\n<\/ul>\n<\/div><\/div>\n\n\n\n
Step1\\(x, y\\)\u306e\u5e73\u5747\u5024\\(\\overline{x}, \\overline{y}\\)\u3092\u6c42\u3081\u308b<\/p>\n\n\n\n
5\u4eba\u306e\u70b9\u6570\u3092\u5143\u306b\u6570\u5b66\u3068\u82f1\u8a9e\u306e\u5e73\u5747\u5024\u3092\u6c42\u3081\u307e\u3059\u3002<\/p>\n\n\n
\n
<\/figure>\n<\/div>\n\n\n\\(\\overline{x}=60 , \\overline{y}=70\\)\u3060\u3068\u5206\u304b\u308a\u307e\u3057\u305f\u3002<\/p>\n\n\n\n
\u5e73\u5747\u5024\u306e\u6c42\u3081\u65b9\u304c\u5206\u304b\u3089\u306a\u3044\u4eba\u306f\u300c\u5e73\u5747\u5024\u306e\u6c42\u3081\u65b9\u3092\u89e3\u8aac\uff01\u300d\u3092\u3054\u89a7\u304f\u3060\u3055\u3044\u3002<\/p>\n\n\n\n
Step2\\(xy\\)\u306e\u5e73\u5747\u5024\\(\\overline{xy}\\)\u3068\\(\\overline{x} \\overline{y}\\)\u3092\u6c42\u3081\u308b<\/p>\n\n\n\n
\\begin{eqnarray}
\\displaystyle \\overline{xy}&=&\\frac{2000+3000+4800+4200+8000}{5}\\\\
&=&4400
\\end{eqnarray}<\/p>\n\n\n
\n
<\/figure>\n<\/div>\n\n\n\u305d\u3057\u3066\\(\\overline{x} \\overline{y}\\)\u3082\u6c42\u3081\u307e\u3059\u3002<\/p>\n\n\n\n
\\[\\overline{x} \\overline{y}=60 \\cdot 70 =4200\\]<\/p>\n\n\n\n
Step3\\(\\overline{xy}\\)\u3068\\(\\overline{x} \\overline{y}\\)\u306e\u5dee\u3092\u6c42\u3081\u308b<\/p>\n\n\n\n
\u6700\u5f8c\u306b\\(\\overline{xy}\\)\u3068\\(\\overline{x} \\overline{y}\\)\u306e\u5dee\u3092\u6c42\u3081\u307e\u3059\u3002<\/p>\n\n\n\n
\\begin{eqnarray}
\\displaystyle s_{xy}&=&\\frac{1}{n} \\sum_{i=0}^n x_i y_i – \\overline{xy}\\\\
&=&\\overline{xy}-\\overline{x} \\overline{y}\\\\
&=&4400 -4200\\\\
&=&200
\\end{eqnarray}<\/p>\n\n\n\n
\u3068\u306a\u308a\u3001\u5171\u5206\u6563\u306f200\u3068\u6c42\u3081\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3057\u305f\u3002<\/p>\n\n\n
\u9ad8\u6821\u751f<\/span><\/div>\n
\u5171\u5206\u6563\u306e\u6c42\u3081\u65b9\u304c2\u3064\u3042\u308b\u306a\u3093\u3066\u77e5\u3089\u306a\u304b\u3063\u305f<\/p>\n<\/span><\/span><\/span><\/div><\/div><\/div><\/div>\n\n
\u30b7\u30fc\u30bf<\/span><\/div>\n
\u307c\u304f\u306f\u516c\u5f0f\u2461\u306e\u6c42\u3081\u65b9\u306e\u307b\u3046\u304c\u597d\u304d\u3060\u3088<\/p>\n<\/span><\/span><\/span><\/div><\/div><\/div><\/div>\n\n\n\u5171\u5206\u6563\u306e\u5024\u3068\u7b26\u53f7\u306e\u610f\u5473<\/h2>\n\n\n\n
\u5171\u5206\u6563\u306e\u5024\u304c\u4f55\u3092\u610f\u5473\u3059\u308b\u306e\u304b\u89e3\u8aac\u3057\u307e\u3059\u3002<\/span><\/p>\n\n\n\n\n
\u5171\u5206\u6563\u306e\u5024\u304c\u5927\u304d\u3044\u21d2x\u304c\u5927\u304d\u3044\u6642\u3001y\u3082\u5927\u304d\u3044
\u5171\u5206\u6563\u304c0\u21d2x\u3068y\u306e\u9593\u306b\u95a2\u4fc2\u304c\u898b\u3089\u308c\u306a\u3044
\u5171\u5206\u6563\u306e\u5024\u304c\u5c0f\u3055\u3044\u21d2x\u304c\u5927\u304d\u3044\u6642\u3001y\u306f\u5c0f\u3055\u3044<\/p>\n<\/div><\/div>\n\n\n\n
\u5171\u5206\u6563\u306e\u7b26\u53f7\u304c\u6b63\u306e\u6642\u306f\u76f8\u95a2\u306e\u95a2\u4fc2\u3067\u3001\u8ca0\u306e\u6642\u306f\u9006\u76f8\u95a2\u306e\u95a2\u4fc2\u304c\u898b\u3089\u308c\u308b\u3053\u3068\u3092\u610f\u5473\u3057\u307e\u3059\u3002<\/span><\/p>\n\n\n\n\u5171\u5206\u6563\u3092\u8868\u3059\u8a18\u53f7<\/h2>\n\n\n\n
\u5171\u5206\u6563\u306f\u82f1\u8a9e\u3067\u300cCovariance\u300d\u3068\u3044\u3046\u306e\u3067\u3001x\u3068y\u306e\u5171\u5206\u6563\u3092Cov(x,y)\u3068\u66f8\u304d\u307e\u3059\u3002<\/p>\n\n\n\n
\u307e\u305f\u3001\\(\u03c3_{xy}\\)\u3068\u66f8\u304f\u3053\u3068\u3082\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n
\u5171\u5206\u6563\u306f\u300cx\u306e\u504f\u5dee\u00d7y\u306e\u504f\u5dee\u300d\u306e\u5e73\u5747<\/span>\u3067\u3057\u305f\u3002<\/p>\n\n\n\n\u5e73\u5747\u5024\uff08\u671f\u5f85\u5024\uff09\u3092\u610f\u5473\u3059\u308bE\u3092\u7528\u3044\u3066\u3001<\/p>\n\n\n\n
\\(E[(x-\\overline{x})(y-\\overline{y})]\\)<\/span><\/p>\n\n\n\n\u3068\u8868\u3059\u3053\u3068\u3082\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n
\u5171\u5206\u6563\u306e\u6ce8\u610f\u70b9<\/h2>\n\n\n\n
\u5171\u5206\u6563\u306e\u6ce8\u610f\u70b9\u3068\u3057\u3066\u306f\u3001\u6271\u3063\u3066\u3044\u308b\u30c7\u30fc\u30bf\u306e\u5024\u304c\u5927\u304d\u3044\u3068\u5171\u5206\u6563\u306e\u5024\u3082\u5927\u304d\u304f\u306a\u308b\u70b9<\/span>\u3067\u3059\u3002<\/p>\n\n\n\n\u5171\u5206\u6563\u306e\u5024\u304c\u5927\u304d\u3044\u304b\u3089\u3068\u3044\u3063\u3066\uff12\u3064\u306e\u30c7\u30fc\u30bf\u9593\u306b\u5f37\u3044\u76f8\u95a2\u306e\u95a2\u4fc2\u304c\u3042\u308b\u3068\u306f\u9650\u308a\u307e\u305b\u3093\u3002<\/span><\/p>\n\n\n\n(x,y)=(40,50)(50,60)(60,80)(70,60)(80,100)
\u21d2\u5171\u5206\u6563\u3000200(x,y)=(400,500)(500,600)(600,800)(700,600)(800,1000)
\u21d2\u5171\u5206\u6563\u300020000<\/div>\n\n\n\n
\u3053\u306e\u6ce8\u610f\u70b9\u3092\u89e3\u6c7a\u3057\u3066\u304f\u308c\u308b\u306e\u304c\u76f8\u95a2\u4fc2\u6570<\/span>\u3067\u3059\u3002<\/p>\n\n\n\n