| 关于正态随机向量的独立性与相关性的一个问题 |
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| 引用本文： | 傅自晦.关于正态随机向量的独立性与相关性的一个问题[J].烟台大学学报(自然科学与工程版),1997,10(4):235-237. |
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| 作者姓名： | 傅自晦 |
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| 作者单位： | 烟台大学数学与信息科学系 |
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| 摘 要： | 给出两个正态随机向量不独立且不相关的例子：证明了取自两个正态总体的两个简单随机子样Ｘ与Ｙ当（Ｘ，Ｙ）ｃ为正态随机向量时（特别，当两子样独立时）两子样方差仍相互独立。
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| 关 键 词： | 正态随机向量 独立性 相关性 样本方差 |
A Problem on Independence and Correlativity of Normal Random Vectors |
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| Fu Zihui.A Problem on Independence and Correlativity of Normal Random Vectors[J].Journal of Yantai University(Natural Science and Engineering edirion),1997,10(4):235-237. |
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| Authors: | Fu Zihui |
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| Abstract: | An example showing that two uncorrelated normal random vectors are not independent is given. It has been proved that for two simple samples from two normal populations X and Y , if ( X,Y )' is normal (specially, if X,Y are independent) then two sample variances are independent. |
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| Keywords: | normal random vector independence correlativity sample variance |
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