多维指数分布

ON MULTIVARIATE EXPONENTIAL DISTRIBUTION

本文讨论了服从多维指数分布的随机向量的各分量间的独立性与相关性，证明了诸分量相互独立的充分必要条件是它们两两无关；并证明了多维指数分布类在弱收敛下的封闭性．

In this paper,we discussed the conelation and the independence of the components of a random vector with the multivariate exponential distribution and proved that the components are mutually independent if and only if they are pairwise uncorrelated. We also proved that the class of the multivariate exponential distribution is closed under weak convergence.