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Results tagged with independence
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user 31420
Events (or random variables) are independent when information on some of them tells you nothing about the probability of occurrence (/ distribution) of the others. Please DO NOT use this tag for independent variable use [predictor] instead.
50
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4
answers
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Functions of Independent Random Variables
I have seen that result often used implicitly in some proofs, for example in the proof of independence between the sample mean and the sample variance of a normal distribution, but I have not been able …
- 21.1k
4
votes
1
answer
262
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Verifying independence for two Random Variables
Could you please give me some hints for the exercise below?
Suppose we toss a coin once and let $p$ be the probability of heads. Let $X$ denote the number of heads and let $Y$ denote the number of ta …
- 21.1k
6
votes
2
answers
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Independence of a linear and a quadratic form
How can I prove the following lemma?
Let $\mathbf{X}^ \prime$ = $ \left[ X_1 , X_2 , \ldots, X_n \right]$ where $ X_1, X_2, \ldots X_n $ are observations of a random sample from a distribution which …
- 21.1k