随机独立性与回归独立性

北京大学学报（自然科学版）

随机独立性与回归独立性

郭建华, 马文卿

北京大学数学科学学院，北京，100871

收稿日期:1999-03-03 出版日期:2000-01-20 发布日期:2000-01-20

Random Independence and Regressive Independence

GUO Jianhua, MA Wenqing

School of Mathematical Sciences, Peking University, Beijing, 100871

Received:1999-03-03 Online:2000-01-20 Published:2000-01-20

摘要/Abstract

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。本文讨论了回归独立性与随机独立性之间的关系，得到了两者等价的几个充分必要条件。并指出了这些条件在统计分析中的应用。

关键词: 条件期望, 随机独立性, 弱关联

Abstract: Regressive independence means that conditional expectation E(Y|X) of two random variables X and Y does not depend on X. The relation between regressive independence and random independence is discussed, and several necessary and sufficient conditions are presented.

Key words: Conditional expectation, random independence, weak association

中图分类号:

O212.3

郭建华, 马文卿. 随机独立性与回归独立性[J]. 北京大学学报（自然科学版）.

GUO Jianhua,MA Wenqing. Random Independence and Regressive Independence[J]. Acta Scientiarum Naturalium Universitatis Pekinensis.