Accession Number:
AD0767014
Title:
Construction of Dependent Uncorrelated Random Variables with Prescribed Marginal Distributions.
Descriptive Note:
Technical rept.,
Corporate Author:
FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS
Personal Author(s):
Report Date:
1973-08-01
Pagination or Media Count:
7.0
Abstract:
A question of interest in model-building with bivariate Poisson processes is the following. If random variables XX sub 1, X sub 2, and X sub 1 X sub 2 are Poisson, must X sub 1 and X sub 2 be independent. To answer this question in the negative the following proposition is established. For any two discrete probality distributions, there may be constructed a pair of dependent uncorrelated random variables having these distributions marginally. Author
Descriptors:
Subject Categories:
- Statistics and Probability