因果关系模型的估计与检验(Ⅱ)

三、相关系数的分解 我们可以用四种效应来重新生成变量间的相关系数,或者说,把相关系数分解成四部分. 1.直接效应(D):用路径系数表示.例如在图2-1中,X1对Y1的直接效应由Py1x;给出. 2.间接效应(I):指的是一个独立变量通过直接地或间接地影响某一应变量的第三变量来影响该应变量的情况.例如在图2-1中,X1通过Y1给Y2以一个间接效应,其大小由两个路径系数之积Py1x1 Py2y1给出. 3.伪效应(S):指的是由于共同的起因对两个变量的相关系数产生的“效应”例如在图2-1中,变量Y1与Y2分享两个共同的起因X1和X2.这两个共同的起因对Y1和Y2的相关系数…     

二元Marshall-Olkin型指数分布的独立性和不相关性

若（X,Y）服从二元Marshall-Olkin型指数分布,则X,Y相互独立与不相关是等价的．     

两组变量间相关关系的统计分析方法

研究典型相关分析的原理、典型成分的计算方法及计算步骤.把两组变量X与Y转化为具有最大相关性的若干对典型成分,直到两组变量的相关性被分解.通过典型相关系数及其显著性检验.选择典型成分分析两组变量的相关性.实例表明只有第一个典型相关系数能通过显著性检验,而其它两个典型相关系数显著为零,故应选取第一对典型成分F1和G1做分析...     

二元Marshall~Olkin型指数分布的独立性和不相关性

若(X,Y)服从二元Marshall^Olkin型指数分布,则X,Y相互独立与不相关是等价的.     

二元Lawrance-Lewis型指数分布的识别性及渐近不独立性

本文讨论了二元Lawrance-Lewis指数分布的识别性和渐近不独立性,若已知可识最小值的分布密度时,所有参数皆可识别;另外,还计算了X,Y之间的相关系数和尾部相关系数,证明了X,Y之间的渐近不独立性;且X,Y不相关当且仅当b=2时.     

LARGE DEVIATION FOR THE EMPIRICAL CORRELATION COEFFICIENT OF TWO GAUSSIAN RANDOM VARIABLES

In this article,the author obtains the large deviation principles for the empir- ical correlation coefficient of two Gaussian random variables X and Y.Especially,when considering two independent Gaussian random variables X,Y with the means EX. EY (both known),wherein the author gives two kinds of different proofs and gets the same results.     

二元Burr Ⅲ型分布的识别性和渐近独立性

本文讨论了二元Burr Ⅲ分布的识别性和尾部相关性,若已知可识最小值的分布密度时,所有参数皆可识别;另外,还计算了X,Y之间的尾部相关系数,证明了X,Y之间的渐近独立性.     

广义相关系数和若干极值

对于矩阵D_1和D_2是非负定时,本文给出行列式之比|X'AY|~2/(|X'D_1X||Y'D_2Y|和矩阵之迹[tr(X’AY)]~2在约束X’D_1X=I_k,Y’D_2Y=I_k的极值,这一结果把作者文[5]的极值结果推广到D_1,D_2可能奇异的情况。本文把所得到的极值结果应用到多元分析,说明文章[1]定义的几种广义相关系数的极值性质,从而分别给出几种广义相关系数一种统计解释。     

不独立和不相关

若随机变量 X 和 Y 的相关系数 r(X,Y)=0,称 X 与 Y 不相关,众所周知,独立变量一定不相关(自然要求方差有限),不独立变量也可以不相关,单位圆内的均匀分布即其一例,这种例子可随意举出很多,这启发我们提出下面的问题任意给定两个一维分布 F 和 G,其方差都非零有限.是否存在两个随机变量 X,Y ,使得:1)X 有分布 F,Y 有分布 G.2)X,Y 不独立.3)r(X,Y)=0.我们的直觉是这问题有肯定的回答,但证明并非一目了然,诚然,这不是什么很重要或很     

关于两个随机变量的线性关系

设 X,Y 是定义在同一概率空间(Q,(?),P)上的随机变量.称 X 的任意线性形aX+b 为 Y 的一个线性预报.我们要讨论用什么样的线性预报来表达 X,Y 之间的线性关系是合理的.通常是使用均方误差(M.S.E)最小准则,即由 E[Y-(aX+b)]~2取极小来确定 a 和 b.由此得到的线性预报,记为 a_0X+b_0,称为 Y 关于 X 的线性回归.其中 a_0=cov(X,Y)/Var(X),b_0=E(T)-a_0E(X).类似地可定义 X 关于 Y 的线性回归,记为a′_0Y+b′_0,并定义 X,Y 的相关系数为     

相关系数的传递性

主要研究了相关系数的传递性.首先在区间[-1,1]上引入两个运算和⊕,并讨论了它们的性质.接着利用运算和⊕给出了相关系数的传递性:当Xi与Xk完全相关,Xk与Xj完全相关时,Xi与Xj也完全相关.     

INFLUENCE FUNCTION OF CORRELATION OF SEVERAL RANDOM VECTORS WITH ITS APPLICATIONS

ＩＮＦＬＵＥＮＣＥＦＵＮＣＴＩＯＮＯＦＣＯＲＲＥＬＡＴＩＯＮＯＦＳＥＶＥＲＡＬＲＡＮＤＯＭＶＥＣＴＯＲＳＷＩＴＨＩＴＳＡＰＰＬＩＣＡＴＩＯＮＳＹＵＥＲＯＮＧＸＩＡＮＡｂｓｔｒａｃｔ：Ｉｎｆｌｕｅｎｃｅｆｕｎｃｔｉｏｎｏｆａｓｔａｔｉｓｔｉｃｄｅｓｃｒ...     

On Mad and Comedians

A popular robust measure of dispersion of a random variable (rv) X is the median absolute deviation from the median med(|X - med(X)|), MAD for short, which is based on the median med(X) of X. By choosing Y = X, the MAD turns out to be a special case of the comedian med((X - med(X))(Y - med(Y))), which is a robust measure of covariance between rvs X and Y. We investigate the comedian in detail, in particular in the normal case, and establish strong consistency and asymptotic normality of empirical counterparts. This leads to a robust competitor of the coefficient of correlation as an asymptotic level--statistic for testing independence of X and Y. An example shows the weird fact that knowledge of the population med(X) does not necessarily pay (in the sense of asymptotic relative efficiency) when estimating the MAD.     

论带有趋势变化的变量的相关:数值试验

当计算相关的二个变量都包含有明显的趋势变化成分时,原变量之间的相关特征可能被歪曲(夸大或者缩小).对此问题进行了数值试验,结果表明,变量带有性质相反的趋势变化,会使这二个变量之间的相关系数减小(正相关的数值减小,负相关被夸大).变量带有性质相同的趋势变化,会使这二个变量之间的相关系数增加(正相关被夸大,负相关数值变小).数值试验还表明,趋势变化对相关的影响具有可交换性.只要不改变它们趋势变化的数值,它们叠加的变量互相交换,影响相关系数的后果是一样的;研究还指出,二个变量有相同的变化趋势时,对相关的影响会更大些.给出了实例.     

Regular-Norm Balls can be Closed in the Strong Operator Topology

The main results obtained are:– A Dedekind complete Banach lattice Y has a Fatou norm if and only if, for any Banach lattice X, the regular-norm unit ball Ur = {T Lr(X,Y): ||T||r 1} is closed in the strong operator topology on the space of all regular operators, Lr(X,Y).– A Dedekind complete Banach lattice Y has a norm which is both Fatou and Levi if and only if, for any Banach lattice X, the regular-norm unit ball Ur is closed in the strong operator topology on the space of all bounded operators, L(X,Y).– A Banach lattice Y has a Fatou–Levi norm if and only if for every L-space X the space L(X,Y) is a Banach lattice under the operator norm.– A Banach lattice Y is isometrically order isomorphic to C(S) with the supremum norm, for some Stonean space S, if and only if, for every Banach lattice X, L(X,Y) is a Banach lattice under the operator norm.Several examples demonstrating that the hypotheses may not be removed, as well as some applications of the results obtained to the spaces of operators are also given. For instance:– If X = Lp() and Y = Lq(), where 1 < p,q < , then Lr(X,Y) is a first category subset of L(X,Y).     

论附属于某种连续映像的不等式及其在纤维空间中的应用

<正> §1. 设 X,Y 为拓扑空间,又设 f:X→Y 为连续映像.J.H.C.Whitehead 证明 X,Y 为 CW 丛而 f 能导出基本群及上同调群间的同模对应时,f 为同伦对等映像.映像 f 是否存在,不仅与 X,Y 的基本群及上同调群的构造有关,而与 X,Y 内在的几何结构有密切的关系.连续照像 f 导出 X,Y 之间上同调群的准同模对应 f,那末 f 能与某些准同模对应相交换,由此 J.H.C.Whitehead 指出正则准同模的观念.由[4]可知正则同模论供应我们许多同伦不变量,它们是直接可以计算的东西,并且对于 X,Y 间连续映像的分类问题,应该有密切的关系.     

Division and k-th root theorems for Q-manifolds

We prove that a locally compact ANR-space X is a Q-manifold if and only if it has the Disjoint Disk Property (DDP), all points of X are homological Z∞-points and X has the countable-dimensional approximation property (cd-AP), which means that each map f:K→X of a compact polyhedron can be approximated by a map with the countable-dimensional image. As an application we prove that a space X with DDP and cd-AP is a Q-manifold if some finite power of X is a Q-manifold. If some finite power of a space X with cd-AP is a Q-manifold, then X2 and X×[0,1] are Q-manifolds as well. We construct a countable familyχof spaces with DDP and cd-AP such that no space X∈χis homeomorphic to the Hilbert cube Q whereas the product X×Y of any different spaces X, Y∈χis homeomorphic to Q. We also show that no uncountable familyχwith such properties exists.