非独立情况下二维随机变量特征函数性质的推广与应用

Applications and Properties of the Characteristic Function about Random Variable under the Non-independent Case

在非独立情况下推广了多维随机变量特征函数的二阶导数与二阶矩、二阶导数与二阶混合矩、二阶导数与协方差之间性质,并利用二维正态分布对性质进行了具体检验应用。

Under the non-independent case, the conclusions and the properties are acquired by studying random variable characteristic function of the second derivative and second moments, the second derivative and the second-order mixed moments,the second derivatives between covariance matrix, and by using binary normal distribution verification it .