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some results on uncorrelated dependent random variables
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نویسنده
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dolati ali ,amini mohammad ,mohtashami borzadaran g. r.
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منبع
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journal of mahani mathematical research - 2022 - دوره : 11 - شماره : 3 - صفحه:175 -189
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چکیده
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in probability and statistics the earliest concept related to independence is the uncorrelatedness. it is well known that a pair of independent random variables are uncorrelated, but uncorrelated random variables may or may not be independent.the aim of this paper is to provide some new models for the joint distribution of the uncorrelated random variables that are not independent. the proposed models include a bivariate mixture structure, a transformation method, and copula method. several examples illustrating the results are included.
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کلیدواژه
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copula ,dependent ,independent ,sub-independence ,uncorrelated.
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آدرس
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ferdowsi university of mashhad, department of statistics, iran, ferdowsi university of mashhad, department of statistics, iran, ferdowsi university of mashhad, department of statistics, iran
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پست الکترونیکی
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grmohtashami@um.ac.ir
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Authors
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