STABILITY OF CHARACTERIZATION OF THE INDEPENDENCE OF RANDOM VARIABLES BY THE INDEPENDENCE OF LINEAR STATISTICS

被引：0

作者：

Belomestny, D. V. ^{[1
,2
]}

Prokhorov, A. V. ^{[3
]}

机构：

[1] Duisburg Essen Univ, Essen, Germany

[2] Natl Res Univ, Higher Sch Econ, Moscow, Russia

[3] Moscow MV Lomonosov State Univ, Moscow, Russia

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 2015年 / 59卷 / 04期

关键词：

stability; independent linear statistics; characterization;

D O I：

10.1137/S0040585X97T987363

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let (X-1, Y-1),..., (X-N, Y-N) be independent identically distributed random vectors. We show that if the statistics L-X = beta X-1(1) + ... + beta X-N(N) and L-Y = beta Y-1(1) + ... + beta Y-N(N) are e-independent, then under some conditions, X = (X-1,..., X-N) and Y = (Y-1,..., Y-N) are epsilon(alpha)-independent for some alpha > 0.

引用

页码：672 / +

页数：6

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