Construction of Dependent Uncorrelated Random Variables with Prescribed Marginal Distributions.
FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS
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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
- Statistics and Probability