多元T分布下条件期望相依测度的可压缩性  

Collapsibility of Conditional Expectation Dependent Measure in Multivariate T Distributions

作　　者：毛第首 范凯旋 李开灿 MAO Di-shou;FAN Kai-xuan;LI Kai-can(College of Mathematics and Statistics,Hubei Normal University,Huangshi 435002,China;College of Arts and Science,Hubei Normal University,Huangshi 435002,China)

机构地区：[1]湖北师范大学数学与统计学院,湖北黄石435002 [2]湖北师范大学文理学院,湖北黄石435002

出　　处：《数学的实践与认识》2022年第8期193-201,共9页Mathematics in Practice and Theory

基　　金：国家自然科学基金(11471105)。

摘　　要：通过讨论多元t分布的随机变量之间的相关系数及条件相关系数与条件期望相依测度的关系,从而获得了多元t分布在条件期望相依测度下关于协变量可压缩的充分必要条件.In this paper,by discussing the correlation coefficient between random variables of the multivariate t-distribution and the relationship between the conditional correlation coefficient and the conditional expectation dependence measure,and obtain the necessary and su?cient conditions for the multivariate t-distribution to be collapsibility under the conditional expectation dependence measure.

关 键 词：相关系数 压缩性 多元T分布 条件期望相依测度 

分 类 号：O211.67[理学—概率论与数理统计]