A scale of degrees of independence of random variables

Ostrovska S.

INDIAN JOURNAL OF PURE & APPLIED MATHEMATICS, vol.29, no.5, pp.461-471, 1998 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 29 Issue: 5
  • Publication Date: 1998
  • Journal Name: INDIAN JOURNAL OF PURE & APPLIED MATHEMATICS
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.461-471
  • Keywords: independent random variables, distribution function, characteristic function, convolution
  • Dokuz Eylül University Affiliated: No

Abstract

A scale of degrees of independence of two random variables is studied. The lowest point of the scale is the lack of correlation and the highest one being the usual independence. The "middle" point is so-called convolutional independence which is defined by the condition that the distribution function of the sum of random variables is the convolution of the distribution functions of the summands. The scale consists of two parts. The first one is a linearly ordered set, the second one is a partially ordered set.