Some results on uncorrelated dependent random variables
عنوان مقاله: Some results on uncorrelated dependent random variables
شناسه ملی مقاله: JR_KJMMRC-11-3_010
منتشر شده در در سال 1401
شناسه ملی مقاله: JR_KJMMRC-11-3_010
منتشر شده در در سال 1401
مشخصات نویسندگان مقاله:
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
خلاصه مقاله:
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
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.
کلمات کلیدی: Copula, Dependent, Independent, Sub-independence, Uncorrelated
صفحه اختصاصی مقاله و دریافت فایل کامل: https://civilica.com/doc/1553757/