A Characterization of Independence in a Family of Distributions Exhibiting Certain Positive or Negative Dependence.
Abstract
A characterization of independence via uncorrelatedness is shown to hold for a family exhibiting positive dependence, wider than the one containing associated random variables. This generalizes a result of Newman and Wright (1981 Ann. Prob.) for associated random variables. In fact the weakening of the positive dependence condition naturally leads to a more direct and simple proof of the characterization. It also yields the same characterization for a family possessing an analogous negative dependence condition. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1982
- Accession Number
- ADA121478
Entities
People
- Kumar Joag-dev
Organizations
- Florida State University