Compatibility Test Method for the Very Few Sample Based on Variable-Metric Correlation Statistics in Normal Distribution

It is hard to do statistical analysis of the aircraft structural response telemetry signals since the data that could be achieved is very few. It is thus required to combine the current information and the prior information. While, at the same time it provokes the problem of the very few sample compatibility between different kinds of information. This article, therefore, after the analysis of problems of the present few sample compatibility test methods in normal distribution, proposes the compatibility test method of variable-metric correlation statistics K_ijk with no unknown parameters in the distribution. And this method also solves the problem of simulation calculation for the test critical value in Matlab. Through the practical application, it is proved that the method can effectively solve the problem of the very few sample compatibility test in normal distribution.