Title of article
Uncorrelatedness sets of bounded random variables
Author/Authors
Sofiya Ostrovska، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2004
Pages
10
From page
257
To page
266
Abstract
An uncorrelatedness set of two random variables shows which powers of random variables are
uncorrelated. These sets provide a measure of independence: the wider an uncorrelatedness set is,
the more independent random variables are. Conditions for a subset of N2 to be an uncorrelatedness
set of bounded random variables are studied. Applications to the theory of copulas are given.
2004 Elsevier Inc. All rights reserved
Keywords
Uncorrelatedness set , Completeness , Measure of independence , Copula
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2004
Journal title
Journal of Mathematical Analysis and Applications
Record number
931410
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