Acta Scientiarum Naturalium Universitatis Pekinensis
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GUO Jianhua, MA Wenqing
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郭建华, 马文卿
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
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
CLC Number:
O212.3
GUO Jianhua,MA Wenqing. Random Independence and Regressive Independence[J]. Acta Scientiarum Naturalium Universitatis Pekinensis.
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).
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URL: https://xbna.pku.edu.cn/EN/
https://xbna.pku.edu.cn/EN/Y2000/V36/I1/39