Birleşik Normal Rastgele Değişkenler İçin Korelasyonsuzluk Kümeleri

Year 2003, Volume: 2 Issue: 2, 1 - 5, 17.08.2003

Svetlana Gadetska Sofia Ostrovska

Abstract

ξ1 ve ξ2, tüm momentleri sonlu olan rasgele değişkenler olsunlar. U kümesine ξ1 ve ξ2’nin korelasyonsuzluk kümesi denir. Bu makalede birleşik normal rasgele değişkenlerin mümkün korelasyonsuzluk kümelerinin tarifi verilir.

Keywords

Rasgele Değişkenler, Normal Dağılımı, Korelasyonsuzluk

Uncorrelation Sets for Jointly Normal Random Variables

Abstract

Let ξ1, and ξ2 be random variables with finite moments of all orders. The set U is called the uncorrelation set of ξ1 and ξ2. In this paper we describe possible uncorrelation sets of jointly normal random variables.

Keywords

Random variables, normal distribution, uncorrelatedness

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