A NOTE ON SUB-INDEPENDENT RANDOM VARIABLES AND A CLASS OF BIVARIATE MIXTURES

作者：Hamedani G G^*; Volkmer Hans; Behboodian J

来源：Studia Scientiarum Mathematicarum Hungarica, 2012, 49(1): 19-25.

DOI：10.1556/SScMath.2011.1183

• Uncorrelatedness
• sub-independence
• independence
• mixture of distributions

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.

• 出版日期2012-3