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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Hoeffding's independence test ： ウィキペディア英語版 Hoeffding's independence test In statistics, Hoeffding's test of independence, named after Wassily Hoeffding, is a test based on the population measure of deviation from independence :$H\; =\; \backslash int\; (F\_-F\_1F\_2)^2\; \backslash ,\; dF\_\; \backslash !$ where $F\_$ is the joint distribution function of two random variables, and $F\_1$ and $F\_2$ are their marginal distribution functions. Hoeffding derived an unbiased estimator of $H$ that can be used to test for independence, and is consistent for any continuous alternative. The test should only be applied to data drawn from a continuous distribution, since $H$ has a defect for discontinuous $F\_$, namely that it is not necessarily zero when $F\_=F\_1F\_2$. A recent paper〔Wilding, G.E., Mudholkar, G.S. (2008) ("Empirical approximations for Hoeffding's test of bivariate independence using two Weibull extensions" ), ''Statistical Methodology'', 5 (2), 160-–170〕 describes both the calculation of a sample based version of this measure for use as a test statistic, and calculation of the null distribution of this test statistic. ==See also== * Correlation * Kendall's tau * Spearman's rank correlation coefficient *Distance correlation 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Hoeffding's independence test」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.