关于D-相关系数的若干推广

SOME EXTENSION ON THE D-CORRELATION COEFFICIENT

  • 摘要: 在1文中,张尧庭利用了多样性指标的性质,给出了离散随机变量的一类相关性度量(D-相关系数).本文利用了信息论的方法,给出了关于非离散随机变量 D-相关系数的若干推户,这些新的相关系数进一步反映了随机变量(或随机过程)的相关性特征.

     

    Abstract: In his paper1,Yaoting Zhang has given a definition of correlation measures on discrete random variables(D-correlation coefficient)by using the properties of the diversity index.In this paper,we give some extension of the D-correlation coefficient for the nondiscrete random variables by using the method of information theory.These new correlation coefficients give a better understanding of the correlation characteristics for the general random variables(or random processes).

     

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