| 试论主成份分析法中样本信息的损失问题 |
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| 引用本文： | 刘长标,史金平.试论主成份分析法中样本信息的损失问题[J].湖北大学学报(自然科学版),1996,18(2):138-141. |
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| 作者姓名： | 刘长标 史金平 |
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| 作者单位： | 湖北大学经管系 |
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| 摘 要： | 主成份是多元统计分析中的一个重要概念，通过样本主成份与原样本指标的相关分析，从理论上探讨了主成份分析法中样本信息的损失量，并讨论了信息损失在原样本指标中的分布规律。
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| 关 键 词： | 特征值 样本信息 主成份分析法 损失问题 |
ON THE SAMPLE INFORMATION LOSE IN PRINCIPAL COMPONENT ANALYSIS |
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| Liu Changbiao,Shijinping.ON THE SAMPLE INFORMATION LOSE IN PRINCIPAL COMPONENT ANALYSIS[J].Journal of Hubei University(Natural Science Edition),1996,18(2):138-141. |
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| Authors: | Liu Changbiao Shijinping |
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| Abstract: | Principal component (PC) is a main concerpt of multi statistic analysis. The PC is usually choosed as following: Omitting the PC whose chracteristic root nears zero, or omitting the later principal components by the given valve value r , when the characteristic roots of the former PC add up to r . Both the above methods lose some sample information which will be discussed in the second part, and the distribution of the loss information between samples will be discussed too. Practical example is given in the third part. |
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| Keywords: | Characteristic root Principal component Correlative coefficience Sample Information |
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