independent
An arbitrary family of random events is independent if every finite subfamily is independent.
The random variables are independent if, given any Borel sets , the random events are independent. This is equivalent
to saying that
where are the distribution functions of , respectively, and is the joint distribution function
. When the density functions and exist, an equivalent condition for independence is that
An arbitrary family of random variables is independent if every finite subfamily is independent.
Title | independent |
---|---|
Canonical name | Independent |
Date of creation | 2013-03-22 12:02:15 |
Last modified on | 2013-03-22 12:02:15 |
Owner | Koro (127) |
Last modified by | Koro (127) |
Numerical id | 11 |
Author | Koro (127) |
Entry type | Definition |
Classification | msc 60A05 |