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삼원배치법_모수모형_반복있음 [2012/07/27 23:46] moonrepeat [분산분석표] |
삼원배치법_모수모형_반복있음 [2021/03/10 21:42] (현재) |
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====== 삼원배치법 (모수모형) (반복있음) ====== | ====== 삼원배치법 (모수모형) (반복있음) ====== | ||
===== 데이터 구조 ===== | ===== 데이터 구조 ===== | ||
- | [요인]   $$A$$ 는 [모수인자] | + | [[요인]] $A$는 [[모수인자]] |
- | [요인]   $$B$$ 는 [모수인자] | + | [[요인]] $B$는 [[모수인자]] |
- | [요인]   $$C$$ 는 [모수인자] | + | [[요인]] $C$는 [[모수인자]] |
+ | $$ y_{ijkp} = \mu + a_{i} + b_{j} + c_{k} + (ab)_{ij} + (ac)_{ik} + (bc)_{jk} + (abc)_{ijk} + e_{ijkp} $$ | ||
- | $$ y_{ijkp} = \mu + a_{i} + b_{j} + c_{k} + (ab)_{ij} + (ac)_{ik} + (bc)_{jk} + (abc)_{ijk} + e_{ijkp} $$ | + | * $y_{ijkp}$ : $A_{i}$ 와 $B_{j}$ 그리고 $C_{k}$ 에서 얻은 $p$ 번째 [[측정값]] |
+ | * $\mu$ : 실험전체의 [[모평균]] | ||
+ | * $a_{i}$ : $A_{i}$가 주는 효과 | ||
+ | * $b_{j}$ : $B_{j}$가 주는 효과 | ||
+ | * $c_{k}$ : $C_{k}$가 주는 효과 | ||
+ | * $(ab)_{ij}$ : $A_{i}$와 $B_{j}$의 [[교호작용]] 효과 | ||
+ | * $(ac)_{ik}$ : $A_{i}$와 $C_{k}$의 [[교호작용]] 효과 | ||
+ | * $(bc)_{jk}$ : $B_{j}$와 $C_{k}$의 [[교호작용]] 효과 | ||
+ | * $(abc)_{ijk}$ : $A_{i}$와 $B_{J}$ 그리고 $C_{k}$의 [[교호작용]] 효과 | ||
+ | * $e_{ijkp}$ : $A_{i}$와 $B_{j}$ 그리고 $C_{k}$에서 얻은 $p$번째 [[측정값]]의 [[오차]] ($e_{ijkp} \sim N(0, \sigma_{E}^{ \ 2})$이고 서로 [[독립]]) | ||
- | $$y_{ijkp}$$    :    $$A_{i}$$ 와   $$B_{j}$$   그리고   $$C_{k}$$ 에서 얻은   $$p$$ 번째 [측정값] | + | * $i$ : [[인자]] $A$의 [[수준]] 수 $( i = 1,2, \cdots ,l )$ |
- | + | * $j$ : [[인자]] $B$의 [[수준]] 수 $( j = 1,2, \cdots ,m )$ | |
- | $$\mu$$    : 실험전체의 [모평균] | + | * $k$ : [[인자]] $C$의 [[수준]] 수 $( k = 1,2, \cdots ,n )$ |
- | + | * $p$ : 실험의 [[반복]] 수 $( p = 1,2, \cdots ,r )$ | |
- | $$a_{i}$$    :    $$A_{i}$$ 가 주는 효과 | + | |
- | + | ||
- | $$b_{j}$$    :    $$B_{j}$$ 가 주는 효과 | + | |
- | + | ||
- | $$c_{k}$$    :    $$C_{k}$$ 가 주는 효과 | + | |
- | + | ||
- | $$(ab)_{ij}$$    :    $$A_{i}$$ 와   $$B_{j}$$ 의 [교호작용] 효과 | + | |
- | + | ||
- | $$(ac)_{ik}$$    :    $$A_{i}$$ 와   $$C_{k}$$ 의 [교호작용] 효과 | + | |
- | + | ||
- | $$(bc)_{jk}$$    :    $$B_{j}$$ 와   $$C_{k}$$ 의 [교호작용] 효과 | + | |
- | + | ||
- | $$(abc)_{ijk}$$    :    $$A_{i}$$ 와   $$B_{J}$$   그리고   $$C_{k}$$ 의 [교호작용] 효과 | + | |
- | + | ||
- | $$e_{ijkp}$$    :    $$A_{i}$$ 와   $$B_{j}$$   그리고   $$C_{k}$$ 에서 얻은   $$p$$ 번째 [측정값]의 [오차] ( $$e_{ijkp} \sim N(0, \sigma_{E}^{ \ 2})$$ 이고 서로 [독립]) | + | |
- | + | ||
- | + | ||
- | $$i$$    : 인자   $$A$$ 의 [수준] 수   $$( i = 1,2, \cdots ,l )$$ | + | |
- | + | ||
- | $$j$$    : 인자   $$B$$ 의 [수준] 수   $$( j = 1,2, \cdots ,m )$$ | + | |
- | + | ||
- | $$k$$    : 인자   $$C$$ 의 [수준] 수   $$( k = 1,2, \cdots ,n )$$ | + | |
- | + | ||
- | $$p$$    : 실험의 [반복] 수   $$( p = 1,2, \cdots ,r )$$ | + | |
- | ---- | + | |
===== 자료의 구조 ===== | ===== 자료의 구조 ===== | ||
- | ||<|2> [인자] $$B$$ ||<|2> [인자] $$C$$ |||||||| [인자] $$A$$ || | + | ^ [[인자]]\\ $B$ ^ [[인자]]\\ $C$ ^ [[인자]] $A$ |||| |
- | || $$A_{1}$$ || $$A_{2}$$ || $$\cdots$$ || $$A_{l}$$ || | + | ^:::^:::^ $$A_{1}$$ ^ $$A_{2}$$ ^ $$\cdots$$ ^ $$A_{l}$$ | |
- | |||||||||||| || | + | ^ $$B_{1}$$ ^ $$C_{1}$$ | $$y_{1111}$$ | $$y_{2111}$$ | $$\cdots$$ | $$y_{l111}$$ | |
- | ||<|10> $$B_{1}$$ ||<|3> $$C_{1}$$ || $$y_{1111}$$ || $$y_{2111}$$ || $$\cdots$$ || $$y_{l111}$$ || | + | ^:::^:::| $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | |
- | || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || | + | ^:::^:::| $$y_{111r}$$ | $$y_{211r}$$ | $$\cdots$$ | $$y_{l11r}$$ | |
- | || $$y_{111r}$$ || $$y_{211r}$$ || $$\cdots$$ || $$y_{l11r}$$ || | + | ^:::^ $$C_{2}$$ | $$y_{1121}$$ | $$y_{2121}$$ | $$\cdots$$ | $$y_{l121}$$ | |
- | ||<|3> $$C_{2}$$ || $$y_{1121}$$ || $$y_{2121}$$ || $$\cdots$$ || $$y_{l121}$$ || | + | ^:::^:::| $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | |
- | || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || | + | ^:::^:::| $$y_{112r}$$ | $$y_{212r}$$ | $$\cdots$$ | $$y_{l12r}$$ | |
- | || $$y_{112r}$$ || $$y_{212r}$$ || $$\cdots$$ || $$y_{l12r}$$ || | + | ^:::^ $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | | $$\vdots$$ | |
- | || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || || $$\vdots$$ || | + | ^:::^ $$C_{n}$$ | $$y_{11n1}$$ | $$y_{21n1}$$ | $$\cdots$$ | $$y_{l1n1}$$ | |
- | ||<|3> $$C_{n}$$ || $$y_{11n1}$$ || $$y_{21n1}$$ || $$\cdots$$ || $$y_{l1n1}$$ || | + | ^:::^:::| $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | |
- | || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || | + | ^:::^:::| $$y_{11nr}$$ | $$y_{21nr}$$ | $$\cdots$$ | $$y_{l1nr}$$ | |
- | || $$y_{11nr}$$ || $$y_{21nr}$$ || $$\cdots$$ || $$y_{l1nr}$$ || | + | ^ $$B_{2}$$ ^ $$C_{1}$$ | $$y_{1211}$$ | $$y_{2211}$$ | $$\cdots$$ | $$y_{l211}$$ | |
- | ||<|10> $$B_{2}$$ ||<|3> $$C_{1}$$ || $$y_{1211}$$ || $$y_{2211}$$ || $$\cdots$$ || $$y_{l211}$$ || | + | ^:::^:::| $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | |
- | || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || | + | ^:::^:::| $$y_{121r}$$ | $$y_{221r}$$ | $$\cdots$$ | $$y_{l21r}$$ | |
- | || $$y_{121r}$$ || $$y_{221r}$$ || $$\cdots$$ || $$y_{l21r}$$ || | + | ^:::^ $$C_{2}$$ | $$y_{1221}$$ | $$y_{2221}$$ | $$\cdots$$ | $$y_{l221}$$ | |
- | ||<|3> $$C_{2}$$ || $$y_{1221}$$ || $$y_{2221}$$ || $$\cdots$$ || $$y_{l221}$$ || | + | ^:::^:::| $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | |
- | || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || | + | ^:::^:::| $$y_{122r}$$ | $$y_{222r}$$ | $$\cdots$$ | $$y_{l22r}$$ | |
- | || $$y_{122r}$$ || $$y_{222r}$$ || $$\cdots$$ || $$y_{l22r}$$ || | + | ^:::^ $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | | $$\vdots$$ | |
- | || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || || $$\vdots$$ || | + | ^:::^ $$C_{n}$$ | $$y_{12n1}$$ | $$y_{22n1}$$ | $$\cdots$$ | $$y_{l2n1}$$ | |
- | ||<|3> $$C_{n}$$ || $$y_{12n1}$$ || $$y_{22n1}$$ || $$\cdots$$ || $$y_{l2n1}$$ || | + | ^:::^:::| $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | |
- | || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || | + | ^:::^:::| $$y_{12nr}$$ | $$y_{22nr}$$ | $$\cdots$$ | $$y_{l2nr}$$ | |
- | || $$y_{12nr}$$ || $$y_{22nr}$$ || $$\cdots$$ || $$y_{l2nr}$$ || | + | ^ $$\vdots$$ || $$\vdots$$ |||| |
- | |||| $$\vdots$$ |||||||| $$\vdots$$ || | + | ^ $$B_{m}$$ ^ $$C_{1}$$ | $$y_{1m11}$$ | $$y_{2m11}$$ | $$\cdots$$ | $$y_{lm11}$$ | |
- | ||<|10> $$B_{m}$$ ||<|3> $$C_{1}$$ || $$y_{1m11}$$ || $$y_{2m11}$$ || $$\cdots$$ || $$y_{lm11}$$ || | + | ^:::^:::| $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | |
- | || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || | + | ^:::^:::| $$y_{1m1r}$$ | $$y_{2m1r}$$ | $$\cdots$$ | $$y_{lm1r}$$ | |
- | || $$y_{1m1r}$$ || $$y_{2m1r}$$ || $$\cdots$$ || $$y_{lm1r}$$ || | + | ^:::^ $$C_{2}$$ | $$y_{1m21}$$ | $$y_{2m21}$$ | $$\cdots$$ | $$y_{lm21}$$ | |
- | ||<|3> $$C_{2}$$ || $$y_{1m21}$$ || $$y_{2m21}$$ || $$\cdots$$ || $$y_{lm21}$$ || | + | ^:::^:::| $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | |
- | || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || | + | ^:::^:::| $$y_{1m2r}$$ | $$y_{2m2r}$$ | $$\cdots$$ | $$y_{lm2r}$$ | |
- | || $$y_{1m2r}$$ || $$y_{2m2r}$$ || $$\cdots$$ || $$y_{lm2r}$$ || | + | ^:::^ $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | | $$\vdots$$ | |
- | || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || || $$\vdots$$ || | + | ^:::^ $$C_{n}$$ | $$y_{1mn1}$$ | $$y_{2mn1}$$ | $$\cdots$$ | $$y_{lmn1}$$ | |
- | ||<|3> $$C_{n}$$ || $$y_{1mn1}$$ || $$y_{2mn1}$$ || $$\cdots$$ || $$y_{lmn1}$$ || | + | ^:::^:::| $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | |
- | || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || | + | ^:::^:::| $$y_{1mnr}$$ | $$y_{2mnr}$$ | $$\cdots$$ | $$y_{lmnr}$$ | |
- | || $$y_{1mnr}$$ || $$y_{2mnr}$$ || $$\cdots$$ || $$y_{lmnr}$$ || | + | |
- | + | ||
- | $$AB$$ 2원표 | + | |
- | ||<|2> [인자] $$B$$ |||||||| [인자] $$A$$ ||<|2> 합계 || | + | |
- | || $$A_{1}$$ || $$A_{2}$$ || $$\cdots$$ || $$A_{l}$$ || | + | |
- | |||||||||||| || | + | |
- | || $$B_{1}$$ || $$T_{11..}$$ || $$T_{21..}$$ || $$\cdots$$ || $$T_{l1..}$$ || $$T_{.1..}$$ || | + | |
- | || $$B_{2}$$ || $$T_{12..}$$ || $$T_{22..}$$ || $$\cdots$$ || $$T_{l2..}$$ || $$T_{.2..}$$ || | + | |
- | || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || || $$\vdots$$ || $$\vdots$$ || | + | |
- | || $$B_{m}$$ || $$T_{1m..}$$ || $$T_{2m..}$$ || $$\cdots$$ || $$T_{lm..}$$ || $$T_{.m..}$$ || | + | |
- | |||||||||||| || | + | |
- | || 합계 || $$T_{1...}$$ || $$T_{2...}$$ || $$\cdots$$ || $$T_{l...}$$ || $$T$$ || | + | |
- | $$AC$$ 2원표 | + | $AB$ 2원표 |
- | ||<|2> [인자] $$C$$ |||||||| [인자] $$A$$ ||<|2> 합계 || | + | ^ [[인자]] $B$ ^ [[인자]] $A$ ^^^^ 합계 | |
- | || $$A_{1}$$ || $$A_{2}$$ || $$\cdots$$ || $$A_{l}$$ || | + | ^:::^ $$A_{1}$$ ^ $$A_{2}$$ ^ $$\cdots$$ ^ $$A_{l}$$ ^:::| |
- | |||||||||||| || | + | ^ $$B_{1}$$ | $$T_{11..}$$ | $$T_{21..}$$ | $$\cdots$$ | $$T_{l1..}$$ | $$T_{.1..}$$ | |
- | || $$C_{1}$$ || $$T_{1.1.}$$ || $$T_{2.1.}$$ || $$\cdots$$ || $$T_{l.1.}$$ || $$T_{..1.}$$ || | + | ^ $$B_{2}$$ | $$T_{12..}$$ | $$T_{22..}$$ | $$\cdots$$ | $$T_{l2..}$$ | $$T_{.2..}$$ | |
- | || $$C_{2}$$ || $$T_{1.2.}$$ || $$T_{2.2.}$$ || $$\cdots$$ || $$T_{l.2.}$$ || $$T_{..2.}$$ || | + | ^ $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | | $$\vdots$$ | $$\vdots$$ | |
- | || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || || $$\vdots$$ || $$\vdots$$ || | + | ^ $$B_{m}$$ | $$T_{1m..}$$ | $$T_{2m..}$$ | $$\cdots$$ | $$T_{lm..}$$ | $$T_{.m..}$$ | |
- | || $$C_{n}$$ || $$T_{1.n.}$$ || $$T_{2.n.}$$ || $$\cdots$$ || $$T_{l.n.}$$ || $$T_{..n.}$$ || | + | ^ 합계 ^ $$T_{1...}$$ ^ $$T_{2...}$$ ^ $$\cdots$$ ^ $$T_{l...}$$ ^ $$T$$ | |
- | |||||||||||| || | + | |
- | || 합계 || $$T_{1...}$$ || $$T_{2...}$$ || $$\cdots$$ || $$T_{l...}$$ || $$T$$ || | + | |
- | $$BC$$ 2원표 | + | $AC$ 2원표 |
- | ||<|2> [인자] $$C$$ |||||||| [인자] $$B$$ ||<|2> 합계 || | + | ^ [[인자]] $C$ ^ [[인자]] $A$ ^^^^ 합계 | |
- | || $$B_{1}$$ || $$B_{2}$$ || $$\cdots$$ || $$B_{m}$$ || | + | ^:::^ $$A_{1}$$ ^ $$A_{2}$$ ^ $$\cdots$$ ^ $$A_{l}$$ ^:::| |
- | |||||||||||| || | + | ^ $$C_{1}$$ | $$T_{1.1.}$$ | $$T_{2.1.}$$ | $$\cdots$$ | $$T_{l.1.}$$ | $$T_{..1.}$$ | |
- | || $$C_{1}$$ || $$T_{.11.}$$ || $$T_{.21.}$$ || $$\cdots$$ || $$T_{.m1.}$$ || $$T_{..1.}$$ || | + | ^ $$C_{2}$$ | $$T_{1.2.}$$ | $$T_{2.2.}$$ | $$\cdots$$ | $$T_{l.2.}$$ | $$T_{..2.}$$ | |
- | || $$C_{2}$$ || $$T_{.12.}$$ || $$T_{.22.}$$ || $$\cdots$$ || $$T_{.m2.}$$ || $$T_{..2.}$$ || | + | ^ $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | | $$\vdots$$ | $$\vdots$$ | |
- | || $$\vdots$$ || $$\vdots$$ || $$\vdots$$ || || $$\vdots$$ || $$\vdots$$ || | + | ^ $$C_{n}$$ | $$T_{1.n.}$$ | $$T_{2.n.}$$ | $$\cdots$$ | $$T_{l.n.}$$ | $$T_{..n.}$$ | |
- | || $$C_{n}$$ || $$T_{.1n.}$$ || $$T_{.2n.}$$ || $$\cdots$$ || $$T_{.mn.}$$ || $$T_{..n.}$$ || | + | ^ 합계 ^ $$T_{1...}$$ ^ $$T_{2...}$$ ^ $$\cdots$$ ^ $$T_{l...}$$ ^ $$T$$ | |
- | |||||||||||| || | + | |
- | || 합계 || $$T_{.1..}$$ || $$T_{.2..}$$ || $$\cdots$$ || $$T_{.m..}$$ || $$T$$ || | + | |
- | || $$T_{i...} = \sum_{j=1}^{m} \sum_{k=1}^{n} \sum_{p=1}^{r} y_{ijkp}$$ || $$\overline{y}_{i...} = \frac{T_{i...}}{mnr}$$ || | + | $BC$ 2원표 |
- | || $$T_{.j..} = \sum_{i=1}^{l} \sum_{k=1}^{n} \sum_{p=1}^{r} y_{ijkp}$$ || $$\overline{y}_{.j..} = \frac{T_{.j..}}{lnr}$$ || | + | ^ [[인자]] $C$ ^ [[인자]] $B$ ^^^^ 합계 | |
- | || $$T_{..k.} = \sum_{i=1}^{l} \sum_{j=1}^{m} \sum_{p=1}^{r} y_{ijkp}$$ || $$\overline{y}_{..k.} = \frac{T_{..k.}}{lmr}$$ || | + | ^:::^ $$B_{1}$$ ^ $$B_{2}$$ ^ $$\cdots$$ ^ $$B_{m}$$ ^:::| |
- | || $$T_{ij..} = \sum_{k=1}^{n} \sum_{p=1}^{r} y_{ijkp}$$ || $$\overline{y}_{ij..} = \frac{T_{ij..}}{nr}$$ || | + | ^ $$C_{1}$$ | $$T_{.11.}$$ | $$T_{.21.}$$ | $$\cdots$$ | $$T_{.m1.}$$ | $$T_{..1.}$$ | |
- | || $$T_{i.k.} = \sum_{j=1}^{m} \sum_{p=1}^{r} y_{ijkp}$$ || $$\overline{y}_{i.k.} = \frac{T_{i.k.}}{mr}$$ || | + | ^ $$C_{2}$$ | $$T_{.12.}$$ | $$T_{.22.}$$ | $$\cdots$$ | $$T_{.m2.}$$ | $$T_{..2.}$$ | |
- | || $$T_{.jk.} = \sum_{i=1}^{l} \sum_{p=1}^{r} y_{ijkp}$$ || $$\overline{y}_{.jk.} = \frac{T_{.jk.}}{lr}$$ || | + | ^ $$\vdots$$ | $$\vdots$$ | $$\vdots$$ | | $$\vdots$$ | $$\vdots$$ | |
- | || $$T_{ijk.} = \sum_{p=1}^{r} y_{ijkp}$$ || $$\overline{y}_{ijk.} = \frac{T_{ijk.}}{r}$$ || | + | ^ $$C_{n}$$ | $$T_{.1n.}$$ | $$T_{.2n.}$$ | $$\cdots$$ | $$T_{.mn.}$$ | $$T_{..n.}$$ | |
- | || $$T = \sum_{i=1}^{l} \sum_{j=1}^{m} \sum_{k=1}^{n} \sum_{p=1}^{r} y_{ijkp}$$ || $$\overline{\overline{y}} = \frac{T}{lmnr} = \frac{T}{N}$$ || | + | ^ 합계 ^ $$T_{.1..}$$ ^ $$T_{.2..}$$ ^ $$\cdots$$ ^ $$T_{.m..}$$ ^ $$T$$ | |
- | || $$N = lmnr$$ || $$CT = \frac{T^{2}}{lmnr} = \frac{T^{2}}{N}$$ || | + | |
- | ---- | + | |
- | ===== [제곱합] ===== | + | |
- | 개개의 데이터   $$y_{ijkp}$$ 와 총편균   $$\overline{\overline{y}}$$ 의 차이는 다음과 같이 8부분으로 나뉘어진다. | + | |
- | $$\begin{displaymath}\begin{split} (y_{ijkp}-\overline{\overline{y}}) &= (\overline{y}_{i...} - \overline{\overline{y}}) + (\overline{y}_{.j..} - \overline{\overline{y}}) + (\overline{y}_{..k.} - \overline{\overline{y}}) \\ &+ (\overline{y}_{ij..} - \overline{y}_{i...} - \overline{y}_{.j..} + \overline{\overline{y}}) + (\overline{y}_{i.k.} - \overline{y}_{i...} - \overline{y}_{..k.} + \overline{\overline{y}}) + (\overline{y}_{.jk.} - \overline{y}_{.j..} - \overline{y}_{..k.} + \overline{\overline{y}}) \\ &+ (y_{ijk.} - \overline{y}_{ij..} - \overline{y}_{i.k.} - \overline{y}_{.jk.} + \overline{y}_{i...} + \overline{y}_{.j..} + \overline{y}_{..k.} - \overline{\overline{y}}) \\ &+ (y_{ijkp}-\overline{y}_{ijk.}) \end{split}\end{displaymath}$$ | + | | $$T_{i...} = \sum_{j=1}^{m} \sum_{k=1}^{n} \sum_{p=1}^{r} y_{ijkp}$$ | $$\overline{y}_{i...} = \frac{T_{i...}}{mnr}$$ | |
+ | | $$T_{.j..} = \sum_{i=1}^{l} \sum_{k=1}^{n} \sum_{p=1}^{r} y_{ijkp}$$ | $$\overline{y}_{.j..} = \frac{T_{.j..}}{lnr}$$ | | ||
+ | | $$T_{..k.} = \sum_{i=1}^{l} \sum_{j=1}^{m} \sum_{p=1}^{r} y_{ijkp}$$ | $$\overline{y}_{..k.} = \frac{T_{..k.}}{lmr}$$ | | ||
+ | | $$T_{ij..} = \sum_{k=1}^{n} \sum_{p=1}^{r} y_{ijkp}$$ | $$\overline{y}_{ij..} = \frac{T_{ij..}}{nr}$$ | | ||
+ | | $$T_{i.k.} = \sum_{j=1}^{m} \sum_{p=1}^{r} y_{ijkp}$$ | $$\overline{y}_{i.k.} = \frac{T_{i.k.}}{mr}$$ | | ||
+ | | $$T_{.jk.} = \sum_{i=1}^{l} \sum_{p=1}^{r} y_{ijkp}$$ | $$\overline{y}_{.jk.} = \frac{T_{.jk.}}{lr}$$ | | ||
+ | | $$T_{ijk.} = \sum_{p=1}^{r} y_{ijkp}$$ | $$\overline{y}_{ijk.} = \frac{T_{ijk.}}{r}$$ | | ||
+ | | $$T = \sum_{i=1}^{l} \sum_{j=1}^{m} \sum_{k=1}^{n} \sum_{p=1}^{r} y_{ijkp}$$ | $$\overline{\overline{y}} = \frac{T}{lmnr} = \frac{T}{N}$$ | | ||
+ | | $$N = lmnr$$ | $$CT = \frac{T^{2}}{lmnr} = \frac{T^{2}}{N}$$ | | ||
+ | ===== 제곱합 ===== | ||
+ | 개개의 데이터 $y_{ijkp}$와 총평균 $\overline{\overline{y}}$의 차이는 다음과 같이 8부분으로 나뉘어진다. | ||
- | 양변을 제곱한 후에 모든   $$i, \ j, \ k, \ p$$ 에 대하여 합하면 아래의 등식을 얻을 수 있다. | + | $$\begin{displaymath}\begin{split} (y_{ijkp}-\overline{\overline{y}}) &= (\overline{y}_{i...} - \overline{\overline{y}}) + (\overline{y}_{.j..} - \overline{\overline{y}}) + (\overline{y}_{..k.} - \overline{\overline{y}}) \\ &+ (\overline{y}_{ij..} - \overline{y}_{i...} - \overline{y}_{.j..} + \overline{\overline{y}}) + (\overline{y}_{i.k.} - \overline{y}_{i...} - \overline{y}_{..k.} + \overline{\overline{y}}) + (\overline{y}_{.jk.} - \overline{y}_{.j..} - \overline{y}_{..k.} + \overline{\overline{y}}) \\ &+ (y_{ijk.} - \overline{y}_{ij..} - \overline{y}_{i.k.} - \overline{y}_{.jk.} + \overline{y}_{i...} + \overline{y}_{.j..} + \overline{y}_{..k.} - \overline{\overline{y}}) \\ &+ (y_{ijkp}-\overline{y}_{ijk.}) \end{split}\end{displaymath}$$ |
- | $$\begin{displaymath}\begin{split} \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(y_{ijkp}-\overline{\overline{y}})^{2} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{i...} - \overline{\overline{y}})^{2} + \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{.j..} - \overline{\overline{y}})^{2} \\ &+ \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{..k.} - \overline{\overline{y}})^{2} \\ &+ \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{ij..} - \overline{y}_{i...} - \overline{y}_{.j..} + \overline{\overline{y}})^{2} \\ &+ \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{i.k.} - \overline{y}_{i...} - \overline{y}_{..k.} + \overline{\overline{y}})^{2} \\ &+ \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{.jk.} - \overline{y}_{.j..} - \overline{y}_{..k.} + \overline{\overline{y}})^{2} \\ &+ \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(y_{ijk.} - \overline{y}_{ij..} - \overline{y}_{i.k.} - \overline{y}_{.jk.} + \overline{y}_{i...} + \overline{y}_{.j..} + \overline{y}_{..k.} - \overline{\overline{y}})^{2} \\ &+ \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(y_{ijkp}-\overline{y}_{ijk.})^{2} \end{split}\end{displaymath}$$ | + | 양변을 제곱한 후에 모든 $i, \ j, \ k, \ p$에 대하여 합하면 아래의 등식을 얻을 수 있다. |
- | 위 식에서 왼쪽 항은 총변동 $$S_{T}$$ 이고, 오른쪽 항은 차례대로   $$A$$ 의 [변동],   $$B$$ 의 [변동],   $$C$$ 의 [변동],   $$A, \ B$$ 의 [교호작용]의 변동,   $$A, \ C$$ 의 [교호작용]의 변동,   $$B, \ C$$ 의 [교호작용]의 변동,   $$A, \ B, \ C$$ 의 [교호작용]의 변동, [오차변동]인   $$S_{A}$$ , $$S_{B}$$ , $$S_{C}$$ , $$S_{A \times B}$$ , $$S_{A \times C}$$ , $$S_{B \times C}$$ , $$S_{A \times B \times C}$$ , $$S_{E}$$ 가 된다. | + | $$\begin{displaymath}\begin{split} \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(y_{ijkp}-\overline{\overline{y}})^{2} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{i...} - \overline{\overline{y}})^{2} + \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{.j..} - \overline{\overline{y}})^{2} \\ &+ \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{..k.} - \overline{\overline{y}})^{2} \\ &+ \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{ij..} - \overline{y}_{i...} - \overline{y}_{.j..} + \overline{\overline{y}})^{2} \\ &+ \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{i.k.} - \overline{y}_{i...} - \overline{y}_{..k.} + \overline{\overline{y}})^{2} \\ &+ \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{.jk.} - \overline{y}_{.j..} - \overline{y}_{..k.} + \overline{\overline{y}})^{2} \\ &+ \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(y_{ijk.} - \overline{y}_{ij..} - \overline{y}_{i.k.} - \overline{y}_{.jk.} + \overline{y}_{i...} + \overline{y}_{.j..} + \overline{y}_{..k.} - \overline{\overline{y}})^{2} \\ &+ \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(y_{ijkp}-\overline{y}_{ijk.})^{2} \end{split}\end{displaymath}$$ |
+ | 위 식에서 왼쪽 항은 총변동 $S_{T}$이고, 오른쪽 항은 차례대로 $A$의 [[변동]], $B$의 [[변동]], $C$의 [[변동]], $A, \ B$의 [[교호작용]]의 변동, $A, \ C$의 [[교호작용]]의 변동, $B, \ C$의 [[교호작용]]의 [[변동]], $A, \ B, \ C$의 [[교호작용]]의 변동, [[오차변동]]인 $S_{A}$, $S_{B}$, $S_{C}$, $S_{A \times B}$, $S_{A \times C}$, $S_{B \times C}$, $S_{A \times B \times C}$, $S_{E}$가 된다. | ||
- | $$\begin{displaymath}\begin{split} S_{T} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(y_{ijkp}-\overline{\overline{y}})^{2} \\ &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}y_{ijkp}^{ \ 2} - CT \end{split}\end{displaymath}$$ | + | $$\begin{displaymath}\begin{split} S_{T} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(y_{ijkp}-\overline{\overline{y}})^{2} \\ &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}y_{ijkp}^{ \ 2} - CT \end{split}\end{displaymath}$$ |
- | $$\begin{displaymath}\begin{split} S_{A} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(y_{i...}-\overline{\overline{y}})^{2} \\ &= \sum_{i=1}^{l}\frac{T_{i...}^{ \ 2}}{mnr}-CT \end{split}\end{displaymath}$$ | + | $$\begin{displaymath}\begin{split} S_{A} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(y_{i...}-\overline{\overline{y}})^{2} \\ &= \sum_{i=1}^{l}\frac{T_{i...}^{ \ 2}}{mnr}-CT \end{split}\end{displaymath}$$ |
- | $$\begin{displaymath}\begin{split} S_{B} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(y_{.j..}-\overline{\overline{y}})^{2} \\ &= \sum_{j=1}^{m}\frac{T_{.j..}^{ \ 2}}{lnr}-CT \end{split}\end{displaymath}$$ | + | $$\begin{displaymath}\begin{split} S_{B} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(y_{.j..}-\overline{\overline{y}})^{2} \\ &= \sum_{j=1}^{m}\frac{T_{.j..}^{ \ 2}}{lnr}-CT \end{split}\end{displaymath}$$ |
- | $$\begin{displaymath}\begin{split} S_{C} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(y_{..k.}-\overline{\overline{y}})^{2} \\ &= \sum_{k=1}^{n}\frac{T_{..k.}^{ \ 2}}{lmr}-CT \end{split}\end{displaymath}$$ | + | $$\begin{displaymath}\begin{split} S_{C} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(y_{..k.}-\overline{\overline{y}})^{2} \\ &= \sum_{k=1}^{n}\frac{T_{..k.}^{ \ 2}}{lmr}-CT \end{split}\end{displaymath}$$ |
- | $$\begin{displaymath}\begin{split} S_{A \times B} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{ij..}-\overline{y}_{i...}-\overline{y}_{.j..}+\overline{\overline{y}})^{2} \\ &= S_{AB} - S_{A} - S_{B} \end{split}\end{displaymath}$$ | + | $$\begin{displaymath}\begin{split} S_{A \times B} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{ij..}-\overline{y}_{i...}-\overline{y}_{.j..}+\overline{\overline{y}})^{2} \\ &= S_{AB} - S_{A} - S_{B} \end{split}\end{displaymath}$$ |
- | $$\begin{displaymath}\begin{split} S_{AB} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{ij..}-\overline{\overline{y}})^{2} \\ &= \sum_{i=1}^{l}\sum_{j=1}^{m} \frac{T_{ij..}^{ \ 2}}{nr} -CT \end{split}\end{displaymath}$$ | + | $$\begin{displaymath}\begin{split} S_{AB} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{ij..}-\overline{\overline{y}})^{2} \\ &= \sum_{i=1}^{l}\sum_{j=1}^{m} \frac{T_{ij..}^{ \ 2}}{nr} -CT \end{split}\end{displaymath}$$ |
- | $$\begin{displaymath}\begin{split} S_{A \times C} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{i.k.}-\overline{y}_{i...}-\overline{y}_{..k.}+\overline{\overline{y}})^{2} \\ &= S_{AC} - S_{A} - S_{C} \end{split}\end{displaymath}$$ | + | $$\begin{displaymath}\begin{split} S_{A \times C} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{i.k.}-\overline{y}_{i...}-\overline{y}_{..k.}+\overline{\overline{y}})^{2} \\ &= S_{AC} - S_{A} - S_{C} \end{split}\end{displaymath}$$ |
- | $$\begin{displaymath}\begin{split} S_{AC} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{i.k.}-\overline{\overline{y}})^{2} \\ &= \sum_{i=1}^{l}\sum_{k=1}^{n} \frac{T_{i.k.}^{ \ 2}}{mr} -CT \end{split}\end{displaymath}$$ | + | $$\begin{displaymath}\begin{split} S_{AC} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{i.k.}-\overline{\overline{y}})^{2} \\ &= \sum_{i=1}^{l}\sum_{k=1}^{n} \frac{T_{i.k.}^{ \ 2}}{mr} -CT \end{split}\end{displaymath}$$ |
- | $$\begin{displaymath}\begin{split} S_{B \times C} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{.jk.}-\overline{y}_{.j..}-\overline{y}_{..k.}+\overline{\overline{y}})^{2} \\ &= S_{BC} - S_{B} - S_{C} \end{split}\end{displaymath}$$ | + | $$\begin{displaymath}\begin{split} S_{B \times C} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{.jk.}-\overline{y}_{.j..}-\overline{y}_{..k.}+\overline{\overline{y}})^{2} \\ &= S_{BC} - S_{B} - S_{C} \end{split}\end{displaymath}$$ |
- | $$\begin{displaymath}\begin{split} S_{BC} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{.jk.}-\overline{\overline{y}})^{2} \\ &= \sum_{j=1}^{m}\sum_{k=1}^{n} \frac{T_{.jk.}^{ \ 2}}{lr} -CT \end{split}\end{displaymath}$$ | + | $$\begin{displaymath}\begin{split} S_{BC} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(\overline{y}_{.jk.}-\overline{\overline{y}})^{2} \\ &= \sum_{j=1}^{m}\sum_{k=1}^{n} \frac{T_{.jk.}^{ \ 2}}{lr} -CT \end{split}\end{displaymath}$$ |
- | $$\begin{displaymath}\begin{split} S_{A \times B \times C} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(y_{ijk.}-\overline{y}_{ij..}-\overline{y}_{i.k.}-\overline{y}_{.jk.}+\overline{y}_{i...}+\overline{y}_{.j..}+\overline{y}_{..k.}-\overline{\overline{y}})^{2} \\ &= S_{ABC}-(S_{A}+S_{B}+S_{C}+S_{A \times B}+S_{A \times C}+S_{B \times C}) \end{split}\end{displaymath}$$ | + | $$\begin{displaymath}\begin{split} S_{A \times B \times C} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(y_{ijk.}-\overline{y}_{ij..}-\overline{y}_{i.k.}-\overline{y}_{.jk.}+\overline{y}_{i...}+\overline{y}_{.j..}+\overline{y}_{..k.}-\overline{\overline{y}})^{2} \\ &= S_{ABC}-(S_{A}+S_{B}+S_{C}+S_{A \times B}+S_{A \times C}+S_{B \times C}) \end{split}\end{displaymath}$$ |
- | $$\begin{displaymath}\begin{split} S_{ABC} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(y_{ijk.}-\overline{\overline{y}})^{2} \\ &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\frac{T_{ijk.}^{ \ 2}}{r} -CT \end{split}\end{displaymath}$$ | + | $$\begin{displaymath}\begin{split} S_{ABC} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(y_{ijk.}-\overline{\overline{y}})^{2} \\ &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\frac{T_{ijk.}^{ \ 2}}{r} -CT \end{split}\end{displaymath}$$ |
- | $$\begin{displaymath}\begin{split} S_{E} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(y_{ijkp}-\overline{\overline{y}})^{2} \\ &= S_{T} - S_{ABC} \end{split}\end{displaymath}$$ | + | $$\begin{displaymath}\begin{split} S_{E} &= \sum_{i=1}^{l}\sum_{j=1}^{m}\sum_{k=1}^{n}\sum_{p=1}^{r}(y_{ijkp}-\overline{\overline{y}})^{2} \\ &= S_{T} - S_{ABC} \end{split}\end{displaymath}$$ |
- | ---- | + | ===== 자유도 ===== |
- | ===== [자유도] ===== | + | |
$$\nu_{A}=l-1$$ | $$\nu_{A}=l-1$$ | ||
줄 175: | 줄 150: | ||
$$\nu_{T}=lmnr-1=N-1$$ | $$\nu_{T}=lmnr-1=N-1$$ | ||
- | ---- | + | ===== 평균제곱 ===== |
- | ===== [평균제곱] ===== | + | |
$$V_{A}=\frac{S_{A}}{\nu_{A}}$$ | $$V_{A}=\frac{S_{A}}{\nu_{A}}$$ | ||
줄 192: | 줄 166: | ||
$$V_{E}=\frac{S_{E}}{\nu_{E}}$$ | $$V_{E}=\frac{S_{E}}{\nu_{E}}$$ | ||
- | ---- | + | ===== 평균제곱의 기대값 ===== |
- | ===== [평균제곱의 기대값] ===== | + | |
$$E(V_{A})=\sigma_{E}^{ \ 2} +mnr \sigma_{A}^{ \ 2}$$ | $$E(V_{A})=\sigma_{E}^{ \ 2} +mnr \sigma_{A}^{ \ 2}$$ | ||
줄 209: | 줄 182: | ||
$$E(V_{E})=\sigma_{E}^{ \ 2}$$ | $$E(V_{E})=\sigma_{E}^{ \ 2}$$ | ||
- | ---- | ||
===== 분산분석표 ===== | ===== 분산분석표 ===== | ||
^ [[요인]] ^ [[제곱합]]\\ $SS$ ^ [[자유도]]\\ $DF$ ^ [[평균제곱]]\\ $MS$ ^ $E(MS)$ ^ $F_{0}$ ^ [[기각치]] ^ [[순변동]]\\ $S\acute{}$ ^ [[기여율]]\\ $\rho$ | | ^ [[요인]] ^ [[제곱합]]\\ $SS$ ^ [[자유도]]\\ $DF$ ^ [[평균제곱]]\\ $MS$ ^ $E(MS)$ ^ $F_{0}$ ^ [[기각치]] ^ [[순변동]]\\ $S\acute{}$ ^ [[기여율]]\\ $\rho$ | |