d******g
发帖数: 34 | 1 Give real world examples of
1. two random variables with correlation 1
2. two random variables with non-linear dependence eg. square or other power
law
any good ideas? thanks. |
x******a
发帖数: 6336 | 2 1. one should be a copy of the other or a positive rescale. |
k*******d
发帖数: 1340 | 3 白高斯噪声通过理想线性放大器，输入电压和输出电压的关系是线性的，输入电压和输
出功率的关系是非线性的 |
w**********y
发帖数: 1691 | 4
X1=Z, X2=X1*2
power
X1=Z, X2=Z^2, cor(X1,X2)=0
【在 d******g 的大作中提到】
: Give real world examples of
: 1. two random variables with correlation 1
: 2. two random variables with non-linear dependence eg. square or other power
: law
: any good ideas? thanks.
|
w*********m
发帖数: 196 | 5 1. X and aX+b
2. Copula? |
x******a
发帖数: 6336 | 6 what is z?
【在 w**********y 的大作中提到】
:
: X1=Z, X2=X1*2
: power
: X1=Z, X2=Z^2, cor(X1,X2)=0
|
b***k
发帖数: 2673 | 7 standard normal distribution, I guess.
【在 x******a 的大作中提到】
: what is z?
|
w*********m
发帖数: 196 | 8 correlation is the linear dependence between two random variables
Using copula we can create non-linear dependence of two random variables |
