Construction of Dependent Uncorrelated Random Variables with Prescribed Marginal Distributions.
Abstract
A question of interest in model-building with bivariate Poisson processes is the following. If random variables X(X 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)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 01, 1973
- Accession Number
- AD0767014
Entities
People
- Robert Serfling
Organizations
- Florida State University