Uncorrelation Sets for Jointly Normal Random Variables

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

Svetlana Gadetska Sofia Ostrovska

https://izlik.org/JA22EY73RF

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

Birleşik Normal Rastgele Değişkenler İçin Korelasyonsuzluk Kümeleri

https://izlik.org/JA22EY73RF

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

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