Ecole Nationale Forestière d'Ingénieurs

Analyse des données

TD2

Réalisé par : Encadré par :

GUADINA Ilyass 5319 Pr. Douaik Amed
 EXERCICE 1

1. ENTRE 1 ET 3
(−572.139×13468.59)−(7995.64×(−620.805)
𝑏1 = =−0.0136
19732.98×13468.59−(−7995.64)²

(−620.805×19732.98)−(7995.64×(−572.139)
𝑏2 = =−0.1143
9732.98×13468.59−(−7995.64)²
𝑏0 =25.659− (−0.0136)× 138.03 − (−0.1143)× 74.45=36.045

44.9581 −0.60742 +(−0.7978)2 −2((−0.4905)×(−0.6074)×(−0.7978))

𝜎²𝑦.13 = (1 − )= 0.59832
8 1−(0.4905)²

Donc y=36.045−0.0136𝑥1 −0.1143𝑥3

Regression simple :
−572.139
𝑏1 = =−0.02899
19732.98

DONC 𝑎1 =25.695-(−0.02899)× 138.03 =29.696

y=29.69-0.029𝑥1 ET 𝜎𝑦.1 ²=3.1522

−620.805
𝑏2 = = −0.046092
13468.59

DONC 𝑎2 =25.695-(−0.046092)× 74.45 =29.126

y=29.126-0.046𝑥2 ET 𝜎𝑦.3 ²=1.8159

2. ENTRE 2 ET 4 :
(17.3465×529.147)−(2171.98×3618.03)
𝑏1 = =1.6668
16.3673×529.147−(2171.98)²

(3618.03×16.3673)−(2171.98×17.3465)
𝑏2 = =−0.0045
16.3673×529.147−(2171.98)²

𝑏0 =25.659− 1.6668 × 17.755 − (−0.0045)× 1242.4=1.655

DONC y=1.655+1.6668𝑥1 − 0.0045𝑥2

44.9581 0.6395²+0.7418²−2(0.7380×0.6395×0.7418)
𝜎²𝑦.24 = (1 − )= 2.422
8 1−0.7380²
Regression simple :
17.3465
𝑏1 = =1.059
16.3673

DONC 𝑎1 =25.695- 1.059× 17.755 =6.892

y=6.892+1.06𝑥2 ET 𝜎𝑦.2 ²=2.9526

y=17.16+0.00684𝑥4 ET 𝜎𝑦.4 ²=2.2467

EXERCICE 2

Erreur standards :
 Entre 1 et 3
𝜎𝑦.13² 0.59832
√ 2 ) =√ =0.0063
𝑆𝐶𝐸1 (1−𝑟13 19732.98(1−0.4905²)

𝜎𝑦.13² 0.59832
√ 2 ) =√ =0.00764
𝑆𝐶𝐸3 (1−𝑟13 13468.59(1−0.4905²)

 Entre 2 et 4

𝜎𝑦.24² 2.422
√ 2 ) =√ =0.57
𝑆𝐶𝐸2 (1−𝑟24 16.3673(1−0.7380²)

𝜎𝑦.24² 2.422
√ 2 ) =√ =0.1002
𝑆𝐶𝐸4 (1−𝑟24 529.147(1−0.7380²)

Limites de confiance
𝜎𝑦.13²
𝑏1 ± 𝑡1−𝛼/2 √ 2 ) = −0.0136± (2.306)( 0.0063)
𝑆𝐶𝐸1 (1−𝑟13
 = −0.028 ET 9.278×10−4

𝜎𝑦.13 ²
𝑏2 ± 𝑡1−𝛼/2 √ 2 ) = −0.1143± (2.306)( 0.00764)
𝑆𝐶𝐸3 (1−𝑟13

= −0.131 ET −0.0966

𝜎𝑦.24²
𝑏1 ± 𝑡1−𝛼/2 √ 2 ) =−0.0136± (2.306)( 0.57)
𝑆𝐶𝐸2 (1−𝑟24

=−1.327 ET 1.3004

𝜎𝑦.24 ²
𝑏2 ± 𝑡1−𝛼/2 √ 2 ) =− 0.1143 ± (2.306)( 0.1002)
𝑆𝐶𝐸4 (1−𝑟24

=−0.345 ET 0.1167

EXERCICE 3

𝐻0 : 𝛽1 = 𝛽1∗

2 )
𝑆𝐶𝐸1 (1−𝑟13 19732.98(1−0.4905²)
𝑡𝑜𝑏𝑠 = |𝑏1 − 𝛽1∗ | √ = |−0.0136| √ =2.1523
𝜎𝑦.13 ² 0.59832

2 )
𝑆𝐶𝐸3 (1−𝑟13 13468.59(1−0.4905²)
𝑡𝑜𝑏𝑠 = |𝑏2 − 𝛽2∗ | √ = |−0.1143| √ =14.9443
𝜎𝑦.13 ² 0.59832

POUR 2 ET 4

2 )
𝑆𝐶𝐸2 (1−𝑟24 16.3673(1−0.7380²)
𝑡𝑜𝑏𝑠 = |𝑏1 − 𝛽1∗ | √ = |−0.0136| √ =0.0238
𝜎𝑦.24 ² 2.422
 2 )
𝑆𝐶𝐸4 (1−𝑟24 529.147(1−0.7380²)
𝑡𝑜𝑏𝑠 = |𝑏2 − 𝛽2∗ | √ = |−0.1143| √ =1.14004
𝜎𝑦.24 ² 2.422

EXERCICE 4
 EXERCICE 6

Exercice 8

En gardant 2 types de forets et 2 variables ( hauteur et surface terriere) :

0.032868 0.010113 0.047545 0.035651

𝐴1 = [ ] et 𝐴2 = [ ]
0.010113 0.128557 0.035651 0.151084
0.080413 0.045764
DONC 𝐴𝑟 = [ ] D OU | 𝐴𝑟 | = 0.0203
0.045764 0.279641

0.116496 0.089345
ET 𝐴𝑇 = [ ] D OU | 𝐴𝑓 | = 0.04149
0.089345 0.424732

|𝐴𝑟 | 0.0203
𝛾= = = 0.48927
|𝐴𝑟 +𝐴𝑓 | 0.04149
 (62−2−2+1)(1−√ 0.48927)
𝐹𝑜𝑏𝑠 = = 13.533 ET 𝐹0.95 = 2.15
2√ 0.48927

𝐹0.95≤ 𝐹𝑜𝑏𝑠 → Rejeter 𝐻0

Exercice 9

0.03608 0.043581
H = 𝑨𝒕 − 𝑨𝒓 = [ ]
0.043581 0.145091

𝑎𝑑𝑗𝑨𝒓 1 0.279641 −0.045764

𝐸 −1 = 𝑨𝒓 −1 = = [ ]
| 𝐴𝑟 | 0.0203 −0.045764 0.080413

13.775 −2.254
= [ ]
−2.254 3.9612
DONC
0.39877 0.0913
H𝐸 −1 =[ ]
0.2732 0.4765

On determine les VaP de H𝐸 −1 :

0.39877 − 𝑙 0.0913
[ ] =0
0.2732 0.4765 − 𝑙
L’equation caractéristique : l²+0.87527 l +0.1651=0
DONC 𝑙1 =−0.6001 ET 𝑙2 =−0.275
𝑙1 −0.6001
𝑙′1 = = = −1.50062
𝑙1 +1 0.3999
 EXERCICE 10

 Elements diagonaux :
47045.6
6173.5 - =292.8
8
100996.8
12714 .9 - =90.4
8
95.32 +121.6² 47045.6
- =86.4625
4 8
159,2²+158,6² 100996.8
- = 0.05
4 8
(17+37.8)²+(28.8+33.8)²+(24.2+27)²+(25.3+23)² 47045.6
- =57.365
2 8

(38.8+38.4)²+(38.7+35.7)²+(40.8+47.5)²+(40.9+37)² 100996.8
- =55.65
2 8
Elements non diagonaux :
216.9∗317.8
8588- = -28.3525
8

15171 .76+19285.76 216.9∗317.8

- = -1.9725
4 8

(17+37.8)∗(38.8+38.4)+(28.8+33.8)∗(38.7+35.7)+
(24.2+27)∗(40.8+47.5)+(25.3+23)∗(40.9+37) 216.9∗317.8
- = −30.5875
2 8

292.8 28.3525
Donc la matrice totale des SCPE est : [ ]
28.3525 90.4
 86.46 −1.972
La matrice SCPE lié l’hypothèse d’égalité des moyennes : [ ]
−1.972 0.05

57.365 −30.5875
La matrice SCPE lie aux differences entre bloc : [ ]
−30.5875 55.65

Donc la matrice d’interaction obtenue par différence :

292.8 28.3525 86.46 −1.972 57.365 −30.5875
E= [ ] − [ ] −[ ]
28.3525 90.4 −1.972 0.05 −30.5875 55.65

148.975 60.912
=[ ] avec |𝐄 |= 1459.16
60.912 34.7

On realise le test de Wilks :

148.975 60.912 86.46 −1.972 235.435 58.94

H+E =[ ]+ [ ] =[ ]
60.912 34.7 −1.972 0.05 58.94 34.75

|𝑯| =1355.06 ET |𝐇 + 𝐄 |= 8181.366

1355.06
DONC 𝛾𝑜𝑏𝑠 = = 0.1656
8181.366
(12−2−2+1)(1−√0.1656 )
𝐹𝑜𝑏𝑠 = = 6.558 ET 𝐹0.95 = 2.15
2√ 0.1656

𝐹0.95≤ 𝐹𝑜𝑏𝑠 → Rejeter 𝐻0

Exercice 11
On realise le test de Roy :
𝑎𝑑𝑗𝑨𝒓 1 34.7 −60.912 0.02378 −0.041744
𝑬−𝟏 = = [ ] = [ ]
| 𝐴𝑟 | 1459.16 −60.912 148.975 −0.04174 0.1021

2.1383 −3.8105
H𝑬−𝟏 =[ ]
−0.0489 0.0772
2.1383 − 𝑙 −3.8105
Donc [ ]
−0.0489 0.0772 − 𝑙

L’equation caractéristique est : l²+2.2155 l -0.02125=0

DONC 𝑙1 =0.00955 ET 𝑙2 =−2.2250

𝑙1 0.0095
𝑙 ′1 = = = 0.00941 ET 𝑙 ′ 0.95 = 0.599
𝑙1 +1 1.0095

Accepter l’hypothese nulle selon test de Roy