随机向量的相关与独立

Un-correlativity and Independency of Normal Random Vectors

归纳了判断随机向量独立性和不相关的方法.这些方法简化了随机向量独立与不相关的判定.讨论了应用这些判断方法的常见误区,并给出应用实例.对这些方法提出了扩充方向.

It summarizes the methods of determining independence or uncorrelated random vectors.It is important to avoid judging errors while applying these mothods.Some examples were given based on these methods.The expansion of these methods was proposed.