随机变量间的相互关系与分类

对2个随机变量的关系进行研究,首先引述了协方差和相关系数的概念,对相关系数从2个方面给出其内涵的深刻解释,阐述了相关系数与相关关系、线性相关与不相关之间的联系。其次,对随机变量的相关关系、线性关系、不相关关系及独立关系和非独立关系等分别进行了详细介绍,深入挖掘各种关系深刻内涵,揭示各种关系的内在联系。特别是对不相关关系、非独立性和独立性几种关系,通过实例进行了深入探讨。最后,对随机变量之间的各种关系进行分类,给出随机变量间按相关性优先划分的各种关系分类图,为初学者学习2个随机变量间的关系提供系统依据。

Mutual relationship and classification between random variables

For studying the relationship between two random variables,the author cites the concept of covariance and correlation coefficient.The concept of correlation coefficient is explained from two sides.Set forth the relationship between correlation coefficient and correlativity,linear correlativity,and no correlation,and illustrate the two classification of linear relationship.The correlation,linear correlation,no correlation,independent,and dependent relationship of random variables will be introduced in detail,and dig the profound connotation and reveal the internal link among the various relationships.Examples are given to discuss no correlation,non-independent,and dependent relationships.Give the classification for the relationship of the random variables and make a figure about the classification of random variables as rrelativity.This provides a system basis for studying the relationship between two random variables.