基于Copula函数的学生成绩极值与均值的相关性研究.pdfVIP

Advances in Applied Mathematics 应用数学进展, 2017, 6(4), 508-514 Published Online July 2017 in Hans. /journal/aam /10.12677/aam.2017.64061 The Study of the Correlation between Extreme Value and Mean Value of the Student Achievement Based on Copula Function Hong Chang, Fuxia Xu* School of Science, Tianjin Polytechnic University, Tianjin th th th Received: Jun. 25 , 2017; accepted: Jul. 15 , 2017; published: Jul. 18 , 2017 Abstract Based on the semiparametric estimation method of nonparametric kernel density and the square and Euclidean distance with empirical Copula functions, the Gumbel Copula model is established for the extreme and mean value of the student achievement. We rely on the Gumbel Copula func- tion to investigate the correlation between the highest score, the lowest score and the average score. It turns out that the Kendall rank correlation coefficient and the upper tail correlation coef- ficient are slightly higher than the highest points. Keywords Copula Function, Kerneldensity Estimation, Semiparametric Estimation, Rank Correlation, Tail Correlation 基于Copula函数的学生成绩极值与均值的相关 性研究 常 虹，徐付霞* 天津工业大学理学院，天津 收稿日期：2017年6月25 日；录用日期：2017年7月15 日；发布日期：2017年7月18 日 *通讯作者。 文章引用: 常虹, 徐付霞. 基于 Copula 函数的学生成绩极值与均值的相关性研究[J]. 应用数学进展, 2017, 6(4): 508-514. /10.12677/aam.2017.64061 常虹，徐付霞 摘 要 本文通过基于非参数核密度的半参数估计法以及与经验Copula函数之间的平方欧式距离对学生成绩的 极值与均值建立了Gumbel Copula模型。利用基于Gumbel Copula函数的相关性度量研究了学生成绩最 高分、最低分与平均分的相关性，得到最低分与平均分的Kendall秩相关系数与上尾相关系数均稍高于 最高分的结论。 关键词 Copula函数，核密度估计，半参数估计，秩相关，尾部相关 Copyright © 2017 by authors and Hans Publishers Inc. This work is licensed under the Creative Commons Attribution Inte