摘要
采用矩阵的方式来描述两个随机向量的相关程度、有关性质。所得结果表明其方式比用相关系数作为衡量两个随机变量的相关程度更方便简明 ,也更具有合理性 。
In this paper, we figure the correlative degree, relevant properties of two random vectors with matrix mode. The result evincing this mode is more rationality than correlation coefficient as a measurement of the correlative degree of two random variables. The method is more convenient and more intuitive significance and can retain more information.
出处
《武汉理工大学学报（交通科学与工程版）》
北大核心
2002年第3期419-421,共3页
Journal of Wuhan University of Technology（Transportation Science & Engineering）
关键词
矩阵
相关程度
随机变量
数学期望
协方差
相关系数
random variable
random vector
matrix
mathematical expectation
covariance
correlation of coefficient
