| 关于广义多元相关的应用研究 |
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| 引用本文： | 王贵学. 关于广义多元相关的应用研究[J]. 西南大学学报(自然科学版), 1987, 0(4) |
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| 作者姓名： | 王贵学 |
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| 作者单位： | 西南农业大学农学系 |
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| 摘 要： | 本文从多个随机向量的方差协方差矩阵出发,提出了广义多元方差、协方差和相关系数的概念,给出了估算这些广义多元指标的13种算法,导出了广义多元相关系数间的相互关系,探讨了相关系数的显著性检验的一种办法,并给出了一个数字实例。广义多元相关具有计算简单、结果可靠、适应性强、容易解释等特点,可作为研究多个随机向量间的相关性的一种统计方法。
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| 关 键 词： | 数学分析 多元 相关系数 应用 |
APPLIED RESEARCH ON GENERALIZED MULTIVARIATE CORRELATION (GMC) |
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| Wang Guixue. APPLIED RESEARCH ON GENERALIZED MULTIVARIATE CORRELATION (GMC)[J]. Journal of southwest university (Natural science edition), 1987, 0(4) |
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| Authors: | Wang Guixue |
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| Abstract: | The coricepts of generalized multivariate variance (GMV), covariance (GMCV)and correlation coefficient(GMR)are put forword based on variance and covarianee matrix of several random vectors, and thirteen methods to compute these generalized multivariate indexes are given. The paper also inquires into several properties of GMR and mutual relation among GMRs for various computation methods and a way to significant test of GMR. Illustrative example is given. There are some merits such as simple computation reliable result, intensive adaption and easy interpretion. GMC can be used as a multivariate statistical method to calculate correlation of several random vectors. |
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| Keywords: | mathematical analysis multivariate correlation coefficients application. |
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