关于偏相关系数的计算公式的一点注记

摘要

On the partial correlation coefficient ,the paper sums up the definitions and calculation meth-ods of commonly used and derives the method to calculate the partial correlation coefficient formula by the correlation coefficient matrix and covariance matrix inversion from the multivariate normal distribu-tion theory of the conclusion of conditional distribution .Then the method to calculate the partial corre-lation coefficient formula by the correlation coefficient matrix inversion is given a reasonable explana-tion .%首先对偏相关系数的常用的定义与计算方法作了归纳，然后从多元正态分布理论中的条件分布的结论出发，推导得出通过相关系数阵或协方差阵求逆的方法来计算偏相关系数的公式，从而对利用相关系数阵求逆方法计算偏相关系数的公式给出了合理的解释。