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随机变量不相关与相互独立等价的若干充要条件
引用本文:黄江平,吴宗其.随机变量不相关与相互独立等价的若干充要条件[J].湛江师范学院学报,1998(2).
作者姓名:黄江平  吴宗其
作者单位:湛江师范学院数学系!湛江5240482(黄江平),湖南教育学院数学系!长沙410012(吴宗其)
摘    要:本文证明了二维随机变量不相关与相互独立等价的若干充要条件,并利用这些条件验证了二维泊松分布,二维指数分布不相关与相互独立的等价性,从而说明不相关和相互独立的等价性并不为二维正态分布所特有.

关 键 词:联合分布  边际分布  不相关性  相互独立性

SOME NECESSARY AND SUFFICIENT CONDITIONS ON THE UNCORRELATION EQUIVALENT TO INDEPENDENCE OF RANDOM VARIABLES
Huang Jiangping Wu Zongqi Dep.Math.,Zhanjiang Normal College Zhanjiang Dep.Math.,Hunan Educational Instidute Changsha.SOME NECESSARY AND SUFFICIENT CONDITIONS ON THE UNCORRELATION EQUIVALENT TO INDEPENDENCE OF RANDOM VARIABLES[J].Journal of Zhanjiang Normal College,1998(2).
Authors:Huang Jiangping Wu Zongqi DepMath  Zhanjiang Normal College Zhanjiang DepMath  Hunan Educational Instidute Changsha
Institution:Huang Jiangping 1 Wu Zongqi 2 1 Dep.Math.,Zhanjiang Normal College Zhanjiang 524048 2 Dep.Math.,Hunan Educational Instidute Changsha 410012
Abstract:In this paper the authers prove some necessary and sufficient conditions on the uncorrelation equivalent to independence of random variables.As an application they illustrate the Poission and the Exponential distributions for two dimensional random variables which have equivelence of uncorrelation to independence.
Keywords:joint distribution  marginal distribution  uncorrelation  independence    
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