Title of article :
SOME RESULTS ON UNCORRELATED DEPENDENT RANDOM VARIABLES
Author/Authors :
Dolati, Ali Department of Statistics - Ferdowsi University of Mashhad - Mashhad, Iran , Amini, Mohammad Department of Statistics - Ferdowsi University of Mashhad - Mashhad, Iran , Mohtashami Borzadaran, G. R. Department of Statistics - Ferdowsi University of Mashhad - Mashhad, Iran
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
Journal title :
Journal of Mahani Mathematical Research Center
