A note on marginal and conditional independence

作者：Loperfido Nicola^*

来源：Statistics & Probability Letters, 2010, 80(23-24): 1695-1699.

DOI：10.1016/j.spl.2010.07.007

• Bayes linear analysis
• Canonical correlation analysis
• Elliptical distributions
• Sylvester law of nullity
• Unrelated parameters

Some statistical models imply that two random vectors are marginally independent as well as being conditionally independent with respect to another random vector. When the joint distribution of the vectors is normal, canonical correlation analysis may lead to relevant simplifications of the dependence structure. A similar application can be found in elliptical models, where linear independence does not imply statistical independence. Implications for Bayes analysis of the general linear model are discussed.

• 出版日期2010-12-1