多元正态分布的均值向量和协差阵的检验

1、实验名称：多元正态分布的均值向量和协差阵的检验一、实验目的和要求通过上机操作，使用spss软件进行多元正态分布的均值向量和协差阵的检验二、实验内容和步骤变量服从正态分布的检验如下图所示进行操作多元正态分布的均值向量的检验多元正态分布的协差阵的检验结果如下图所示正态性结果分析Tests of NormalityKolmogorov-SmirnovaShapiro-WilkStatisticdfSig.StatisticdfSig.净资产收益率.15133.054.95033.134总资产报酬率.14133.095.93233.039资产负债率.15233.052.92933.032总资产周转率.

2、22933.000.68333.000流动资产周转率.17933.009.84533.000已获利息倍数.19433.003.82633.000销售增长率.12433.200*.96333.318资本积累率.24833.000.70333.000lg总资产周转率.08533.200*.98233.832lg流动资产周转率.07033.200*.98133.806lg已获利息倍数.09333.200*.96133.283lg资本积累率.06133.200*.97933.748lg净资产收益率.20733.001.82433.000*. This is a lower bound of the t

3、rue significance.a. Lilliefors Significance Correction上表为各变量以及各变量取对数后服从正态分布的检验结果，当第七列的P值大于0.05时，对应的变量就不服从正态分布。多元正态分布的均值向量的检验Between-Subjects FactorsN行业30电力煤气及水?1房地产行业1信息技术业1上表为主体间因子表，给出了来自三个行业的样本个数Multivariate TestsaEffectValueFHypothesis dfError dfSig.InterceptPillai's Trace.97755.514b13.00017.

4、000.000Wilks' Lambda.02355.514b13.00017.000.000Hotelling's Trace42.45255.514b13.00017.000.000Roy's Largest Root42.45255.514b13.00017.000.000行业Pillai's Trace.899.62539.00057.000.939Wilks' Lambda.327.60139.00051.089.950Hotelling's Trace1.432.57539.00047.000.961Roy's Largest

5、 Root.8841.292c13.00019.000.298a. Design: Intercept + 行业b. Exact statisticc. The statistic is an upper bound on F that yields a lower bound on the significance level.上表为多变量检验表，因为概率P值均大于0.05，则接受原假设Tests of Between-Subjects EffectsSourceDependent VariableType III Sum of SquaresdfMean SquareFSig.Correc

6、ted Model净资产收益率132.434a344.145.979.416总资产报酬率51.071b317.024.903.452资产负债率760.471c3253.4901.123.356总资产周转率.256d3.085.373.773流动资产周转率1.236e3.412.855.475已获利息倍数88.036f329.345.417.742销售增长率4462.027g31487.3421.182.334资本积累率1694.639h3564.8801.164.340lg总资产周转率.255i3.085.560.646lg流动资产周转率.382j3.127.773.519lg已获利息倍数.2

7、39k3.080.427.735lg资本积累率1.451l3.4841.001.407lg净资产收益率.413m3.138.529.666Intercept净资产收益率995.4651995.46522.065.000总资产报酬率554.2391554.23929.395.000资产负债率11969.890111969.89053.035.000总资产周转率1.41711.4176.198.019流动资产周转率5.33915.33911.086.002已获利息倍数472.7261472.7266.718.015销售增长率8715.32418715.3246.928.013资本积累率3251.8

8、4613251.8466.703.015lg总资产周转率.7101.7104.668.039lg流动资产周转率.0521.052.316.578lg已获利息倍数4.09114.09121.878.000lg资本积累率7.14717.14714.791.001lg净资产收益率6.07016.07023.310.000行业净资产收益率132.434344.145.979.416总资产报酬率51.071317.024.903.452资产负债率760.4713253.4901.123.356总资产周转率.2563.085.373.773流动资产周转率1.2363.412.855.475已获利息倍数88

9、.036329.345.417.742销售增长率4462.02731487.3421.182.334资本积累率1694.6393564.8801.164.340lg总资产周转率.2553.085.560.646lg流动资产周转率.3823.127.773.519lg已获利息倍数.2393.080.427.735lg资本积累率1.4513.4841.001.407lg净资产收益率.4133.138.529.666Error净资产收益率1308.3212945.115总资产报酬率546.7912918.855资产负债率6545.29329225.700总资产周转率6.62829.229流动资产周转

10、率13.96729.482已获利息倍数2040.5952970.365销售增长率36482.944291258.033资本积累率14069.19229485.145lg总资产周转率4.40929.152lg流动资产周转率4.77629.165lg已获利息倍数5.42329.187lg资本积累率14.01429.483lg净资产收益率7.55229.260Total净资产收益率4732.76033总资产报酬率2428.84933资产负债率82777.20133总资产周转率13.37133流动资产周转率35.98833已获利息倍数4714.51333销售增长率55162.66533资本积累率237

11、95.02433lg总资产周转率13.41433lg流动资产周转率7.40433lg已获利息倍数25.13533lg资本积累率34.18633lg净资产收益率30.73633Corrected Total净资产收益率1440.75532总资产报酬率597.86232资产负债率7305.76432总资产周转率6.88532流动资产周转率15.20232已获利息倍数2128.63132销售增长率40944.97132资本积累率15763.83232lg总资产周转率4.66432lg流动资产周转率5.15732lg已获利息倍数5.66332lg资本积累率15.46432lg净资产收益率7.96532

12、a. R Squared = .092 (Adjusted R Squared = -.002)b. R Squared = .085 (Adjusted R Squared = -.009)c. R Squared = .104 (Adjusted R Squared = .011)d. R Squared = .037 (Adjusted R Squared = -.062)e. R Squared = .081 (Adjusted R Squared = -.014)f. R Squared = .041 (Adjusted R Squared = -.058)g. R Squared = .109 (Adjusted R Squared = .017)h. R Squared = .108 (Adjusted R Squared = .015)i. R Squared = .055 (Adjusted R Squared = -.043)j. R Squared = .074 (Adjusted R Squar