定义:如果对任意 x , y x,y x,y都有
P { X ≤ x , Y ≤ y } = P { X ≤ x } P { Y ≤ y } P \left\{X \leq x,Y \leq y\right\}=P \left\{X \leq x\right\}P \left\{Y \leq y\right\} P{
X≤x,Y≤y}=P{
X≤x}P{
Y≤y}
即
F ( x , y ) = F X ( x ) F Y ( y ) F(x,y)=F_{X}(x)F_{Y}(y) F(x,y)=FX(x)FY(y)
则称随机变量 X X X与 Y Y Y相互独立
离散型随机变量 X X X和 Y Y Y相互独立的充要条件:对任意 i , j = 1 , 2 , ⋯ i,j=1,2,\cdots i,j=1,2,⋯成立
P { X = x i , Y = y j } = P { X = x i } P { Y = y j } P \left\{X=x_{i},Y=y_{j}\right\}=P \left\{X=x_{i}\right\}P \left\{Y =y_{j}\right\} P{
X=x