摘要
给出了随机向量相互独立性和条件独立性的两个结论,将3 个随机变量的相互独立性和条件独立性推广到随机向量的相互独立性与条件独立性。指出了如果3 个随机向量两两条件独立,则3 个随机向量亦一定相互独立;且若3 个随机向量的函数两两条件独立,则3
Two results about mutual independence and conditional independence of random vectors are presented. The mutual independence and conditional independence of three vectors are generalized to n vectors. It is pointed out that if three random vectors are pairwise conditionally independent, then they are mutually independent; furthermore, if the functions of three random vectors are pairwise conditionally independent, then the functions of the three random vectors are also pairwise independent.
出处
《西南交通大学学报》
EI
CSCD
北大核心
1999年第5期577-581,共5页
Journal of Southwest Jiaotong University
关键词
向量分析
独立性
随机向量
随机变量
vector analysis
independence
conditional independence