Independent ratios X/Z, Y/Z when X, Y are (in)dependent but (X, Y), Z are dependent

被引:1
|
作者
Mukhopadhyay, Nitis [1 ]
机构
[1] Univ Connecticut, Dept Stat, Storrs, CT 06269 USA
关键词
Basu's theorem; Exponential distribution; Location-scale family; Normal distribution; Scale family;
D O I
10.1016/j.stamet.2014.01.001
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
Consider the ratios U = X/Z, V = Y/Z where X, Y, Z are random variables. We first propose examples where X, Y are independent and (X, Y), Z are dependent, but U, V are independent. This is followed by an example where X, Y are dependent and (X, Y), Z are dependent, but U, V are independent. These examples broaden the scope of Mukhopadhyay and Son (2013). (C) 2014 Elsevier B.V. All rights reserved.
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页码:1 / 3
页数:3
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