记Y = ∑(Xi-X)².
X,Y一般不是相互独立的.
例如n = 3,X1,X2,X3都服从-1,1两点均匀分布.
可以算得P(X = 1) = (1/2)³ = 1/8.
P(Y = 0) = 3·(1/2)³ = 3/8,
而P(X = 1,Y = 0) = 1/8 ≠ 3/64 = P(X = 1)·P(Y = 0).
即X,Y不是独立的.
记Y = ∑(Xi-X)².
X,Y一般不是相互独立的.
例如n = 3,X1,X2,X3都服从-1,1两点均匀分布.
可以算得P(X = 1) = (1/2)³ = 1/8.
P(Y = 0) = 3·(1/2)³ = 3/8,
而P(X = 1,Y = 0) = 1/8 ≠ 3/64 = P(X = 1)·P(Y = 0).
即X,Y不是独立的.