| 相关估计显著水平的Monte Carlo模拟检验 |
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| 引用本文： | 周永宏,郑大伟.相关估计显著水平的Monte Carlo模拟检验[J].测绘学报,1999,28(4):313-318. |
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| 作者姓名： | 周永宏 郑大伟 |
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| 作者单位： | 中国科学院上海天文台,上海,200030 |
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| 基金项目： | 国家攀登计划，中国科学院基金 |
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| 摘 要： | 相关分析技术是多种研究领域常用的数值处理工具，本文应用蒙特 罗方法，通过大量的数值计算，获得一个容量大，稳定性好的相关系数临界值表。对于数字滤波的情形，蒙特卡罗模拟结果表明，样本自由度降低到滤波前的ｘ分之一。其中，ｘ为奈魁斯特频率与滤波器通频带宽度的比值。文中还给出两个资料分析的应用实便。
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| 关 键 词： | 相关系数 相关检验 蒙特卡罗方法 数字滤波 |
| 修稿时间： | 1999-01-03 |
Monte Carlo Simulation Tests of Correlation Significance Levels |
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| ZHOU Yong-hong,ZHENG Da-wei.Monte Carlo Simulation Tests of Correlation Significance Levels[J].Acta Geodaetica et Cartographica Sinica,1999,28(4):313-318. |
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| Authors: | ZHOU Yong-hong ZHENG Da-wei |
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| Abstract: | The correlation analysis technique has been widely used as a data processing tool in many research areas. In this paper, the Monte Carlo method and large quantity of numerical computations were employed to acquire a threshold value table of correlation coefficients with high capacity and good stability. With respect to the filtering, the degree of freedom would reduce to 1/x times of the initial, with x being the f n to f p ratio ( f n is the Nyquist frequency and f p the frequency bandwidth passed), which was properly demonstrated by Monte Carlo tests. In addition, two examples of practical data analysis were presented. |
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| Keywords: | correlation coefficient correlation test Monte Carlo Method digital filter |
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