随机变量和、差、积、商的相关分析(续完)

Correlation Analysis for Stochastic Variables of Sum,Difference,Product and Quotient

２ 积〔ｚ＝ｘｙ〕 乘数与被乘数可以互换而不影响其积。因此，对于由两变量之积与其中一个变量，无论是乘数或被乘数所得到的相关系数表现形式是相同的。由“随机变量积、商的统计参数计算公式”一文中①可知，变量ｘ、ｙ乘积的均值、均方差计算式为：均值 ｚ＝ｘ...

For the purpose of obtaining a higher correlation coefficient in form,people always transform two variables into sum,difference,product and quotient,in resulting“false correlation”of two stochastic variable groups which possess common component.For this reason,the paper processes from fundamental mathematic principle and homologizes moment about the origin and moment about the mean in the statistical mathematics,the author suggests the correlation coefficient and correlation moment coefficient and derivates formula for calculating correlation coefficient after transforming the stochastic variables of sum,difference,product and quotient,through further analyzes the correlation coefficient characteristics after transforming the variables,the author believes that the “false correlation” method does not always obtain higher correlation efficient,sometimes it will lead to just the opposite,so that,we must pay attention.