| 多个随机变量样本统计相关性的另一种度量指标 |
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| 引用本文： | 黄彩玉,邱中华,唐加山.多个随机变量样本统计相关性的另一种度量指标[J].南京邮电大学学报(自然科学版),1999(1). |
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| 作者姓名： | 黄彩玉 邱中华 唐加山 |
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| 作者单位： | 南京邮电学院 |
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| 摘 要： | 已有的多变量相关性指标（如复相关、偏相关、广义相关系数、多向列联表分析、和谐系数等），都是从代数的角度进行定义的。文中用数性积的几何意义解释了Ｐｅａｒｓｏｎ相关系数ｒ，得到了一个与ｒ等价的度量两个变量之间相关关系密切程度指标———平行四边形的面积。在此基础上，逐步推广到ｐ维情况，并且得到了衡量ｐ个随机变量之间相关性指标———ｐ维平行２ｐ面体的体积。最后举例说明了其应用。
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| 关 键 词： | p维平行2p面体 几何相关系数 Ω检验法则 |
Another Measure Indication of Multivariable Related Coefficient |
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| HUANG Cai yu,QIU Zhong hua,TANG Jia shan.Another Measure Indication of Multivariable Related Coefficient[J].Journal of Nanjing University of Posts and Telecommunications,1999(1). |
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| Authors: | HUANG Cai yu QIU Zhong hua TANG Jia shan |
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| Institution: | HUANG Cai yu,QIU Zhong hua,TANG Jia shan Department of Basic Courses,Nanjing University of Posts and Telecommunications,Nanjing 210003,China |
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| Abstract: | The existing measures of multivariable correlativity,for example,complex related coefficient,partial related coefficient and gener alized related coefficient are all defined from the algebraic angel.This paper attempts to explain Pearson related coefficient `r' from the geometrical meaning of dot conduct,and qives a new measure equivalent to `r' the area of parallelogram.On this base,we progressively extend it to the p-dimensional case and obtain the index of measuring correlation for p-dimens onal random variable.Finaly we cite an example to explain its application. |
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