Conditional Expectation and Necessary and Sufficient Conditions about Independence of Random Variables
Zheng Fa-mei · College Mathematics · 2011
The independence of the random event and the random variable are important concepts.Many scholars have discussion in these aspects.In this article,the author discusses the mutual dependence and conditional independence of three components in the three dimensional continuous r.v(X,Y,Z).The author demonstrates three lemmas.By using the conditional expectation and three lemmas,the author gives two necessary and sufficient conditions about mutual independence of three random variables.