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In probability theory and statistics, subindependence is a weak form of independence. Two random variables ''X'' and ''Y'' are said to be subindependent if the characteristic function of their sum is equal to the product of their marginal characteristic functions. Symbolically: : This is a weakening of the concept of independence of random variables, i.e. if two random variables are independent then they are subindependent, but not conversely. If two random variables are subindependent, and if their covariance exists, then they are uncorrelated.〔Hamedani & Volkmer (2009)〕 Subindependence has some peculiar properties: for example, there exist random variables ''X'' and ''Y'' that are subindependent, but ''X'' and ''αY'' are not subindependent when ''α'' ≠ 1〔 and therefore ''X'' and ''Y'' are not independent. ==Notes== 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Subindependence」の詳細全文を読む スポンサード リンク
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