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.
The transitivity of correlation coefficient is studied. Firstly, two operations and are introduced on the interval [- 1,1] , 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.
出处
《大学数学》
2013年第1期91-94,共4页
College Mathematics
基金
河南省教育厅科学技术研究项目(12B120010)
关键词
相关系数
传递性
完全相关
非负定
correlation coefficient
transitivity
perfect correlation
nonnegative definite
