Some results on uncorrelated dependent random variables
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 mode...
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| Format: | Article |
| Language: | English |
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Shahid Bahonar University of Kerman
2022-11-01
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| Series: | Journal of Mahani Mathematical Research |
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| Online Access: | https://jmmrc.uk.ac.ir/article_3383_98dbdd2dcca8440dd1b2a277590569b5.pdf |
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| author | Ali Dolati Mohammad Amini G. R. Mohtashami Borzadaran |
| author_facet | Ali Dolati Mohammad Amini G. R. Mohtashami Borzadaran |
| author_sort | Ali Dolati |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-d3a0a4539f594559b975ef9636f001d9 |
| institution | Kabale University |
| issn | 2251-7952 2645-4505 |
| language | English |
| publishDate | 2022-11-01 |
| publisher | Shahid Bahonar University of Kerman |
| record_format | Article |
| series | Journal of Mahani Mathematical Research |
| spelling | doaj-art-d3a0a4539f594559b975ef9636f001d92025-01-07T10:26:23ZengShahid Bahonar University of KermanJournal of Mahani Mathematical Research2251-79522645-45052022-11-0111317518910.22103/jmmr.2022.19416.12453383Some results on uncorrelated dependent random variablesAli Dolati0Mohammad Amini1G. R. Mohtashami Borzadaran2Department of Statistics, , Ferdowsi University of Mashhad, Mashhad, Iran Department of Statistics, , Ferdowsi University of Mashhad, Mashhad, IranDepartment of Statistics, , Ferdowsi University of Mashhad, Mashhad, IranIn 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.https://jmmrc.uk.ac.ir/article_3383_98dbdd2dcca8440dd1b2a277590569b5.pdfcopuladependentindependentsub-independenceuncorrelated |
| spellingShingle | Ali Dolati Mohammad Amini G. R. Mohtashami Borzadaran Some results on uncorrelated dependent random variables Journal of Mahani Mathematical Research copula dependent independent sub-independence uncorrelated |
| title | Some results on uncorrelated dependent random variables |
| title_full | Some results on uncorrelated dependent random variables |
| title_fullStr | Some results on uncorrelated dependent random variables |
| title_full_unstemmed | Some results on uncorrelated dependent random variables |
| title_short | Some results on uncorrelated dependent random variables |
| title_sort | some results on uncorrelated dependent random variables |
| topic | copula dependent independent sub-independence uncorrelated |
| url | https://jmmrc.uk.ac.ir/article_3383_98dbdd2dcca8440dd1b2a277590569b5.pdf |
| work_keys_str_mv | AT alidolati someresultsonuncorrelateddependentrandomvariables AT mohammadamini someresultsonuncorrelateddependentrandomvariables AT grmohtashamiborzadaran someresultsonuncorrelateddependentrandomvariables |