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二元Cuadra-Auge型帕累托分布的相关性及渐近独立性 被引量:1

Asymptotically Independent and Correlated Properties of Cuadra and Auge's Bivariate Pareto Distribution
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摘要 二元Cuadra-Auge型帕累托分布是一个二元对称分布,在本文中,分别讨论了二元Cuadra-Auge型帕累托分布的性质与相关性及渐近独立性,导出了二元Cuadra-Auge型帕累托分布的若干性质;证明了X,Y之间的相关系数介于零与四分之三之间,且X,Y之间渐近独立. Cuadra and Auge's bivariate Pareto distribution is a symmetric distribution. In this paper, we consider the asymptotical independence and correlation properties. We derive some properties and prove that the correlation coefficient of X and Y is between zero and three-quarter,and X and Y are asymptotically independent.
出处 《高等数学研究》 2017年第4期13-16,共4页 Studies in College Mathematics
基金 宁波大学学科项目(XKL14D2037)
关键词 二元Cuadra-Auge型帕累托分布 性质 相关系数 渐近独立 Cuadra and Auge's bivariate Pareto distribution, correlation coefficient, asymptotically independent
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