| 巴特利特创建自相关检验理论的历史探缘 |
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| 引用本文： | 聂淑媛.巴特利特创建自相关检验理论的历史探缘[J].自然辩证法通讯,2022(2):71-74. |
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| 作者姓名： | 聂淑媛 |
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| 作者单位： | 洛阳师范学院数学科学学院 |
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| 基金项目： | 国家自然科学基金项目“有限域上置换多项式的密码学性质与应用”(项目编号:62072222)。 |
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| 摘 要： | 从巴特利特的学术背景出发,立足于"为什么数学",挖掘了巴特利特创建自相关检验理论的发展历程及推动缘由.从理论探究和实践数据分析的双重视角,巴特利特剖析了由于观测数据之间存在"依赖性",普通统计意义下的显著性检验在时间序列分析中通常是无效的.为探讨新的统计推断方式,在推证平稳序列自相关误差公式的基础上,巴特利特最终推断了...
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| 关 键 词： | 巴特利特 自相关系数 显著性检验 分布函数 方差 |
A Historical Exploration on the Theory of Autocorrelation Test Established by Bartlett |
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| NIE Shuyuan.A Historical Exploration on the Theory of Autocorrelation Test Established by Bartlett[J].Journal of Dialectics of Nature,2022(2):71-74. |
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| Authors: | NIE Shuyuan |
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| Institution: | (College of Mathematical and Science,Luoyang Normal University,Luoyang,Henan,471934) |
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| Abstract: | From Bartlett’s academic background and based on“why mathematics”,the paper analyzes the development history and causes of the autocorrelation test theory established by Bartlett.From the perspective of theoretical research and practical data analysis,Bartlett concluded that the significance test in the general statistical sense was usually invalid in time series analysis because of the dependence on observation data.In order to explore a new way of statistical inference,Bartlett deduced the autocorrelation error formula of stationary series and the distribution function of the autocorrelation coefficient.Bartlett’s test theorem lays a theoretical foundation for the development of time series analysis. |
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| Keywords: | Maurice Stevenson Bartlett Autocorrelation coefficient Test of significance Distribution function Variance |
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