摘要
通过引入虚拟向量,将二维列联表的独立性检验转换为两个虚拟向量的独立性检验,文章基于这两个虚拟向量的距离协方差导出了一种新的独立性检验方法,相比传统的卡方检验,新方法不受列联表各单元格频数的影响,且在二维列联表退化为2×2四格表时新方法等价于卡方检验.数值模拟进一步说明了新方法克服了传统的列联表独立性卡方检验的局限性,实例验证了新方法的实用性.
By introducing two dummy vectors,the test of independence for the twoway contingency table is transformed into the test of independence for two dummy vectors.Based on the distance covariance of the two dummy vectors,a new test of independence is derived.Compared to the traditional chi-square test,the new method proposed in this paper is not affected by the frequency of each cell in the contingency table,and it is equivalent to the chi-square test when the two-way contingency table only has four cells.Numerical simulation further illustrates that the new method overcomes the limitations of the traditional chi-square test of independence in the contingency table.A real data analysis verifies the practicability of the new method.
作者
曹桃云
陈敏琼
CAO Taoyun;CHEN Minqiong(School Of Statistics and Mathematics,Guangdong University of Finance&Economics,Guangzhou 510320;School of Economics and Trade,Xinhua College of Sun Yat-Sen University(Dongguan),Guangzhou 510520)
出处
《系统科学与数学》
CSCD
北大核心
2020年第9期1687-1700,共14页
Journal of Systems Science and Mathematical Sciences
基金
广东省青年创新人才自然科学基金(2018KQNCX366)
广东省自然科学基金项目(2020A1515011580)
广东高校省级重点平台和重大科研项目(2018GKTSCX010)资助课题
关键词
列联表
独立性检验
虚拟向量
距离协方差
卡方检验
Contingency table
test of independence
dummy vector
distance covariance
Chi-square test