是么？<Xi>=0, <Xi Xj>=0

是么？<Xi>=0, <Xi Xj>=0

所有跟贴·加跟贴·新语丝读书论坛

送交者: wasqaz 于 2009-05-30, 18:25:56:

回答: 这个条件连非对称r.v..都能满足,怎么会和高斯分布等价? 由 LaoXiao 于 2009-05-30, 18:07:06:

the errors have expectation zero and are uncorrelated，

<Xi>=0, <Xi Xj>=0.

Let {Xi} be any i.i.d. r.v. with finite 2nd moment, then ...... - LaoXiao (92 bytes) 2009-05-30, 20:50:43 (331369)
有何不可？ - wasguru (100 bytes) 2009-05-30, 18:34:34 (331354)
- 方差相等也是两个随机变量之间的关系 - wasguru (114 bytes) 2009-05-30, 18:53:11 (331359)
- and have equal variances - wasqaz (25 bytes) 2009-05-30, 18:49:01 (331356)