摘要
若(X,Y)服从二元Block-Basu型指数分布,则X,Y相互独立与不相关是等价的.还给出了X,Y的相关系数和尾部相关系数.
This paper shows: if (X,Y) has a continuous bivariate exponential distribution, then X,Y are independent if and only if X,Y are uncorrelated. And correlation coefficient as well as tail correlation coefficient of X,Y are also derived.
出处
《大学数学》
2012年第6期88-90,共3页
College Mathematics
基金
浙江省教育厅项目(20061636)
宁波大学学科项目(XKL11D2055)
关键词
独立性
不相关性
二元连续型指数分布
相关系数
尾部相关系数
independent
uncorrelated
continuous bivariate exponential distribution
correlation coefficient
tailcorrelation coefficient