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试论主成份分析法中样本信息的损失问题 被引量:4

ON THE SAMPLE INFORMATION LOSE IN PRINCIPAL COMPONENT ANALYSIS
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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。 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.
机构地区 湖北大学经管系
出处 《湖北大学学报(自然科学版)》 CAS 1996年第2期138-141,共4页 Journal of Hubei University:Natural Science
关键词 特征值 样本信息 主成份分析法 损失问题 Characteristic root Principal component Correlative coefficience Sample Information
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