摘要
本文利用最小二乘法,导出了协方差与相关系数这两个概念的由来,说明了人们总是用相关系数而不用协方差来判断两个随机变量线性相关程度的原因,阐明了两个普通变量与两个随机变量存在线性关系时,它们的根本区别,并用直观图形展示了两个随机变量线性相关的概率意义。
By using least double multiplication,the author gives the origin of two definitions of covariance and correlation coefficient,and gives the reason why people usually use correlation coefficient instead of covariance to estimate the correlation degree of the two aleatory variables.This article explains their essential difference when there is a linear correlation between two common variables and two aleatory variables,and by using delineation the author shows the probability meanings that they are linear correlated with two aleatory variables.
出处
《数理统计与管理》
CSSCI
北大核心
2004年第3期33-36,共4页
Journal of Applied Statistics and Management
关键词
协方差
最小二乘法
概念由来
概率意义
相关性
Least double multiplication
Definition origin
Essential difference
Probability meanings.
