Title : ( Some results on uncorrelated dependent random variables )
Authors: , Mohammad Amini , Gholam Reza Mohtashami Borzadaran ,
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Abstract
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.
Keywords
, Copula, Dependent, Independent, Sub-independence, Uncorrelated.
@article{paperid:1090960,
author = {, and Amini, Mohammad and Mohtashami Borzadaran, Gholam Reza},
title = {Some results on uncorrelated dependent random variables},
journal = {Journal of Mahani Mathematical Research Center},
year = {2022},
month = {August},
issn = {2251-7952},
keywords = {Copula; Dependent; Independent; Sub-independence; Uncorrelated.},
}
%0 Journal Article
%T Some results on uncorrelated dependent random variables
%A ,
%A Amini, Mohammad
%A Mohtashami Borzadaran, Gholam Reza
%J Journal of Mahani Mathematical Research Center
%@ 2251-7952
%D 2022
