A NOTE ON LINEAR-REGRESSION FUNCTIONS

被引:0
|
作者
ENCARNACION, MJ
机构
[1] University of the Philippines, Johannes Kepler University, A-4040, Linz, RISC-Linz
关键词
CONDITIONAL EXPECTATION; INVERSE FUNCTIONS; DEGENERATE JOINT DISTRIBUTIONS;
D O I
10.1080/03610929208830806
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
It is shown that if X and Y are jointly distributed random variables such that the regression function of Y on X is linear and is the inverse of that of X on Y then the joint distribution of X and Y is degenerate, if second moments exist.
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页码:665 / 666
页数:2
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