Using the sample of radio selected BL Lacertae objects (RBLs) and X-ray selected BL Lacertae objects (XBLs) presented by Sambruna et al. (1996), we calculated the luminosities of radio, optical and X-ray of each source and made the statistical analysis among the luminosities at different wave-bands, broad-band spectral indices from radio to X-ray (\(\alpha_{\rm rx}\)) and peak frequencies (\(\nu_p\)). Our results are as follows: (i) there is a positive correlation between radio luminosity \(L_{\rm r}\) and \(\alpha_{\rm rx}\) and a negative correlation between \(L_{\rm r}\) and \(\nu_p\). High-energy peak BL Lacs (HBLs) and low-energy peak BL Lacs (LBLs) can be distinguished very well, the dividing lines are probably those of \(\log {L_{\rm r}}=43.25\) (erg/sec) and \(\alpha_{\rm rx}>\)(or \(\leq \))0.75 for \(L_{\rm r}\) - \(\alpha_{\rm rx}\) plot and those of \(\log {L_{\rm r}}\leq 43.25\) (erg/sec) and \(\log {\nu_p}>14.7\) for the \(L_{\rm r}\) - \(\nu_p\) plot; (ii) there is a weak positive correlation between optical luminosity \(L_o\) and \(\alpha_{\rm rx}\) and a negatively weak correlation between \(L_{\rm o}\) and \(\nu_p\); (iii) there is no correlation between X-ray luminosity \(L_X\) and \(\alpha_{\rm rx}\) or between \(L_X\) and \(\nu_p\). From our analysis, we find that synchrotron radiation is the main X-ray radiation mechanism for HBLs while inverse Compton scattering for LBLs.