A scale of degrees of independence of random variables

Ostrovska S.

INDIAN JOURNAL OF PURE & APPLIED MATHEMATICS, cilt.29, sa.5, ss.461-471, 1998 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 29 Sayı: 5
  • Basım Tarihi: 1998
  • Dergi Adı: INDIAN JOURNAL OF PURE & APPLIED MATHEMATICS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.461-471
  • Anahtar Kelimeler: independent random variables, distribution function, characteristic function, convolution
  • Dokuz Eylül Üniversitesi Adresli: Hayır

Özet

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.