A Gamma-test Based Distance And Its Application

In the clustering analysis, the research on clustering of random variables is not popular. So far, the majority of research is about the shannon information theory and kolmogorov information theory. The author of this paper establishes a new distance for clustering the random variables according to the Gamma-test theory. And this new method is verified better in some aspects.This paper includes five chapters. In the chapter 1, author presents some popular methods in the clustering analysis, both clustering for data and random variables. In the chapter 2, the shannon information theory and kolmogorov information theory are introduced in details. In the chapter 3, author presents the theory of Gamma-test and establishes a new distance according to that theory. The steps of computer programming are also introduced in that chapter. In the chapter 4, the simulative data are used in the clustering using the new distance. The clustering result is also compared with clustering result using correlation coefficient as the distance in clustering. In the chapter 5, author gives some suggestions on the in-depth research on this new clustering method in the future.The computer program ,simulative data are in the appendix in the end of this paper.