| 相关系数的传递性 |
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| 引用本文： | 詹婉荣,于海.相关系数的传递性[J].大学数学,2013,29(1):91-94. |
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| 作者姓名： | 詹婉荣 于海 |
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| 作者单位： | 洛阳师范学院数学科学学院,河南洛阳,471022 |
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| 基金项目： | 河南省教育厅科学技术研究项目 |
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| 摘 要： | 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.
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| 关 键 词： | 相关系数 传递性 完全相关 非负定 |
The Transitivity of Correlation Coefficient |
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| ZHAN Wan-rong
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YU Hai.The Transitivity of Correlation Coefficient[J].College Mathematics,2013,29(1):91-94. |
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| Authors: | ZHAN Wan-rong YU Hai |
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| Institution: | (College of Mathematics Science,Luoyang Teachers College,Luoyang 471022,China) |
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| Abstract: | The transitivity of correlation coefficient is studied.Firstly,two operations and ⊕ are introduced on the interval ,and their properties are discussed.The transitivity of correlation coefficient is given by means of the operations and ⊕.It is proved that if X and Y are perfect correlation,Y and Z are perfect correlation,then X and Z are perfect correlation. |
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| Keywords: | correlation coefficient transitivity perfect correlation nonnegative definite |
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