| 连续随机变量的随机独立性与回归独立性 |
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| 引用本文： | 陈秋华.连续随机变量的随机独立性与回归独立性[J].数学的实践与认识,2004,34(2):104-110. |
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| 作者姓名： | 陈秋华 |
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| 作者单位： | 华北电力大学科学与工程计算研究所,北京,102206 |
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| 摘 要： | 回归独立性是指给定随机变量 X时 ,随机变量 Y的条件期望 E( Y|X)不依赖于 X.前人讨论了离散型随机变量回归独立性与随机独立性的关系 ,得到了二者等价的充分必要条件 .对连续型随机变量的情形加以讨论 ,获到了二者等价的几个充分必要条件 ,并说明在统计分析中的应用 .
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| 关 键 词： | 连续型随机变量 条件期望 随机独立性 回归独立性 |
| 修稿时间： | 2002年4月5日 |
Random Indepedence and Regressive Independence for Continuous Random Variables |
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| CHEN Qiu-hua.Random Indepedence and Regressive Independence for Continuous Random Variables[J].Mathematics in Practice and Theory,2004,34(2):104-110. |
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| Authors: | CHEN Qiu-hua |
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| Abstract: | Regressive independence means that conditional expectation E(Y-X) of two random variables X and Y does not depend on X. The between regressive independence and random independence for continuous random variables is discussed. Several necessary and sufficient conditions are obtained. It is useful in some statistical inference and application. |
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| Keywords: | continuous random variable conditional expectation regressive independence random independence |
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