Random Indepedence and Regressive Independence for Continuous Random Variables
Qiuhua Chen · Shuxue de shijian yu renshi · 2004
Regressive independence means that conditional expectation E(Y-X) of two random variables X and Y does not depend on X. The between regressive independence and random independence for continuous random variables is discussed. Several necessary and sufficient conditions are obtained. It is useful in some statistical inference and application.