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关于随机变量期望方差的两个注记
引用本文:徐亚茹,徐晓岭,顾蓓青. 关于随机变量期望方差的两个注记[J]. 高等数学研究, 2022, 25(1): 10-12. DOI: 10.3969/j.issn.1008-1399.2022.01.004
作者姓名:徐亚茹  徐晓岭  顾蓓青
作者单位:上海对外经贸大学统计与信息学院,上海201620
摘    要:文献[1]中给出了有关条件期望与三个随机变量独立的两个充要条件,本文通过几个反例说明其充分性是不成立的.分析了文献[4]中一个定理证明存在的错误,并给出了新的证明.

关 键 词:期望  独立性  充要条件  充分条件

Two Notes on the Expectation and Variance of Random Variables
XU Yaru,XU Xiaoling,GU Beiqing. Two Notes on the Expectation and Variance of Random Variables[J]. Studies In College Mathematics, 2022, 25(1): 10-12. DOI: 10.3969/j.issn.1008-1399.2022.01.004
Authors:XU Yaru  XU Xiaoling  GU Beiqing
Affiliation:(School of Statistics and Information, Shanghai University of International Business and Economics, Shanghai 201620, China)
Abstract:Two necessary and sufficient conditions for conditional expectation and independence of three random variables are given in the reference[1].Several counter examples are given to illustrate that their sufficiency is not valid in this paper.Besides,an error in the proof of a theorem in reference[4]is analyzed,and a new proof is proposed.
Keywords:expectation  independence  necessary and sufficient condition
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