Some results on uncorrelated dependent random variables

سال انتشار: 1401
نوع سند: مقاله ژورنالی
زبان: انگلیسی
مشاهده: 85

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شناسه ملی سند علمی:

JR_KJMMRC-11-3_010

تاریخ نمایه سازی: 25 آبان 1401

چکیده مقاله:

‎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.

نویسندگان

Ali Dolati

Department of Statistics, , Ferdowsi University of Mashhad, Mashhad, Iran

Mohammad Amini

Department of Statistics, , Ferdowsi University of Mashhad, Mashhad, Iran

G. R. Mohtashami Borzadaran

Department of Statistics, , Ferdowsi University of Mashhad, Mashhad, Iran

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