Acta mathematica scientia, Series B >
WEAK UNCORRELATEDNESS OF RANDOM VARIABLES
Received date: 2002-03-29
Revised date: 1900-01-01
Online published: 2006-04-20
New measures of independence for n random variables, based on their moments, are studied. A scale of degrees of independence for random variables which starts with uncorrelatedness (for n=2) and finishes at independence is constructed. The scale provides a countable linearly ordered set of measures of independence.
Key words： Independence; uncorrelatedness; convolution; moments; characteristic function
Sofiya Ostrovska . WEAK UNCORRELATEDNESS OF RANDOM VARIABLES[J]. Acta mathematica scientia, Series B, 2006 , 26(2) : 379 -384 . DOI: 10.1016/S0252-9602(06)60060-X
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