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数据的剔除对Minimax线性估计的影响与相关系数
引用本文:田保光,王建新,翟发辉. 数据的剔除对Minimax线性估计的影响与相关系数[J]. 四川师范大学学报(自然科学版), 2007, 30(6): 714-716
作者姓名:田保光  王建新  翟发辉
作者单位:青岛科技大学,数理系,山东,青岛,266042;青岛科技大学,数理系,山东,青岛,266042;青岛科技大学,数理系,山东,青岛,266042
摘    要:用方差比和广义方差比作为判定数据对Minimax线性估计影响的标准,建立了剔除一组数据时的方差比与相关系数的关系,找到了剔除多组数据时的广义方差比与Hotelling广义相关系数的联系,并讨论了剔除一组数据与剔除二组数据时的广义方差比之间的关系.

关 键 词:Minimax线性估计  方差比  广义方差比  相关系数  Hotelling广义相关系数
文章编号:1001-8395(2007)06-0714-03
收稿时间:2006-09-12
修稿时间:2006-09-12

The Influence of Data-Deleting on Mininmax Linear Estimation and Correlation Coefficients
TIAN Bao-guang,WANG Jian-xin,ZHAI Fa-hui. The Influence of Data-Deleting on Mininmax Linear Estimation and Correlation Coefficients[J]. Journal of Sichuan Normal University(Natural Science), 2007, 30(6): 714-716
Authors:TIAN Bao-guang  WANG Jian-xin  ZHAI Fa-hui
Abstract:The variance ratio and generalized variance ratio are used as criterion of influence of data on minimax linear estimation.The relationship between variance ratio and correlation coefficient is built when one data case is deleted.The relationship between generalized variance ratio and Hotelling generalized correlation coefficient is also found when a set of data cases is deleted.Moreover,the relationship between generalized variance ratioes when one data case is deleted or two data cases are deleted is also discussed.
Keywords:Minimax linear estimation  Variance ratio  Generalized variance ratio  Correlation coefficient  Hotelling generalized correlation coefficient
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