Geometric Meaning of the Significance Test of Correlation Coefficient
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    Abstract:

    Analysis of correlation coefficient is widely used in the study of short-term climate variation and prediction.The meaning of the significance test of correlation coefficient is elucidated from geometric angle.Based on the character that the stochastic vectors corresponding to the anomaly sequence of the samples with a normal distribution,uniformly distribute in the high dimension space,supposing that the samples come from independent parent populations,the expression of critical coefficient r′α,n under the conditions of significance level α and sample capacity n was obtained by the methods of geometry.That the r′α,n equals to the critical correlation coefficient rα,n obtained from t-distrbution was validated.So the intuitive understanding of the significance test of correlation coefficient is given.

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姚菊香,王盘兴,鲍学俊,卢楚翰,2007.相关系数显著性检验的几何意义[J].大气科学学报,30(4):566-570.
YAO Ju-xiang, WANG Pan-xing, BAO Xue-jun, LU Chu-han,2007. Geometric Meaning of the Significance Test of Correlation Coefficient[J]. Trans Atmos Sci,30(4):566-570.

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History
  • Received:June 20,2006
  • Revised:March 29,2007
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