Calculation of the correlation coefficient of random variables using additional information about the form of their relationship

被引:0
作者
Udod, Victor A. [1 ]
机构
[1] Tomsk State Univ, Tomsk, Russia
来源
VESTNIK TOMSKOGO GOSUDARSTVENNOGO UNIVERSITETA-UPRAVLENIE VYCHISLITELNAJA TEHNIKA I INFORMATIKA-TOMSK STATE UNIVERSITY JOURNAL OF CONTROL AND COMPUTER SCIENCE | 2023年 / 62期
关键词
random variables; correlation coefficient; conditional mathematical expectation;
D O I
10.17223/19988605/62/10
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The problem of calculating the correlation coefficient of two random variables is considered under the assumption that the mathematical expectation of their product is unknown, but the first two moments of the distribution of each of them are known. The solution is proposed for the case when the set of possible values of one quantity depends in a certain way on a fixed value of another quantity. It is shown that with the use of additional information about the form of the relationship of the studied random variables, it is possible to significantly simplify the calculation of the correlation coefficient.
引用
收藏
页码:92 / 100
页数:9
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