论文标题
矩阵的兼容性和相关混合物表示，广义gini的伽玛
Matrix compatibility and correlation mixture representation of generalized Gini's gamma
论文作者
论文摘要
研究了与皮尔逊相关系数有关的一致性度量的表示。随机变量的所有转换都被表征，以使转换后的随机变量的相关系数是一致性的度量。接下来，Gini的伽玛被广泛化，并表明所得的广义Gini的伽玛可以表示为一致性测量的混合物，这是Pearson的相关随机变量的相关系数。作为广义Gini伽玛的这种相关混合物表示的应用，广义Gini的Gini的伽玛集的下限和上边界，是所有可能的正方形矩阵的集合，其条目是成对的双变量广义Gini的Gini的gammas的gams gama的gammas。
Representations of measures of concordance in terms of Pearson' s correlation coefficient are studied. All transforms of random variables are characterized such that the correlation coefficient of the transformed random variables is a measure of concordance. Next, Gini' s gamma is generalized and it is shown that the resulting generalized Gini' s gamma can be represented as a mixture of measures of concordance that are Pearson' s correlation coefficients of transformed random variables. As an application of this correlation mixture representation of generalized Gini' s gamma, lower and upper bounds of the compatible set of generalized Gini' s gamma, which is the collection of all possible square matrices whose entries are pairwise bivariate generalized Gini' s gammas, are derived.
