一种连续型随机变量独立性的快捷判别法  

A Fast Discriminant Method for the Independence of Continuous Random Variables

作　　者：谢惠扬[1] 毕秋香 何凤霞[3] XIE Hui-Yang;BI Qiu-Xiang;HE Feng-Xia(School of Science,Beijing Forestry University,Beijing 100083,China;Xinhua College of Sun Yat-Sen University,Guangzhou 510210,China;School of Science,North China Electric Power University,Beijing 102206,China)

机构地区：[1]北京林业大学理学院,北京100083 [2]中山大学新华学院,广州510210 [3]华北电力大学理学院,北京102206

出　　处：《大学数学》2019年第4期79-82,共4页College Mathematics

基　　金：国家自然科学基金项目(61370193,61802009);北京林业大学2018年教育教学研究一般项目(BJFU2018JY093)

摘　　要：随机变量独立性是概率论与数理统计课程的一个重要知识点,两个连续型随机变量之间的独立性是通过联合分布与边缘分布来判定的,计算边缘概率密度,会遇到积分的困难,细小的错误都可能导致错误的结果.文中通过对独立性判别定理的分析论证,得到了不需要积分计算就可以迅速准确判别两个随机变量独立性的方法.The independence of random variables is an important knowledge point of probability theory and mathematical statistics.The independence between two continuous random variables is judged by joint distribution and edge distribution.To calculate the edge probability density,we may encounter the difficulty of integration.Small errors may lead to erroneous results.In this paper,through the analysis and demonstration of the independence discriminant theorem,we get a fast and accurate method to discriminate the independence of two random variables without integral calculation.

关 键 词：随机变量 独立性 边缘分布 

分 类 号：O177.5[理学—数学]