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

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE