相关系数的传递性  

The Transitivity of Correlation Coefficient

作　　者：詹婉荣[1] 于海[1] 

机构地区：[1]洛阳师范学院数学科学学院,河南洛阳471022

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)

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.

关 键 词：相关系数 传递性 完全相关 非负定 

分 类 号：O211[理学—概率论与数理统计]