灰色系统关联分析统计检验方法

Stastical Test of the Relational Analysis in Grey System

统计检验是关联分析不可缺少的环节。经推导,在两序列相互独立的条件下,当关联系数由r(i)= l/(1+S(i))计算时,关联度r=1/n∑r(i)的分布近似服从于N(0.546,0.0418/n),这是关联度统计检验的基础。同时还提出了“正向关联”、“负相关联”概念,以及关联度大小排序新方法。

It is pointed out that the statistical test of relational degree (RD) is a necessary step to the relational analysis. If two series ;are independent of each other and the relational coefficient is caculated by r(i) =1/(S(i) + 1), the distribution of RD r =1/nΣr is N(0. 546,0. 0418/n), which is the basis of statistical test of RD. The ideas of Possitive-directioned RD and Negative RD. as well as a new method of Ordering of RDs are put forward.