A note on sub-independent random variables and a class of bivariate mixtures

Author:

Hamedani G.1,Volkmer Hans2,Behboodian J.3

Affiliation:

1. 1 Marquette University Department of Mathematics, Statistics and Computer Science Milwaukee WI 53201 USA

2. 2 University of Wisconsin-Milwaukee Department of Mathematical Sciences Milwaukee WI 53201 USA

3. 3 Islamic Azad University Department of Mathematics Shiraz Iran

Abstract

First, we recall a concept which is called sub-independence. This concept is stronger than that of uncorrelatedness but a lot weaker than independence. The concept of sub-independence, unlike that of uncorrelatedness, does not depend on the existence of any moments. Then, we consider a particular bivariate mixture to construct a pair (X, Y), which is sub-independent but not independent.

Publisher

Akademiai Kiado Zrt.

Subject

General Mathematics

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4. Examples of uncorrelated dependent random variables using a bivariate mixture;Behboodian J.;The Amer. Statistician,1990

5. Cramér, H., Random variables and probability distributions, 3rd ed. Cambridge University Press (1970), pp. 53–55. MR 0254895 (40#8102)

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