二元Block-Basu型指数分布的独立性与不相关性

摘要

This paper shows: if (X,Y) has a continuous bivariate exponential distribution, then X,Y are independent if and only if X,Y are uncorrelated. And correlation coefficient as well as tail correlation coefficient of X,Y are also derived.%若（X，Y）服从二元Block-Basu型指数分布，则X，Y相互独立与不相关是等价的．还给出了X，Y的相关系数和尾部相关系数．