Accession Number : AD0767014
Title : Construction of Dependent Uncorrelated Random Variables with Prescribed Marginal Distributions.
Descriptive Note : Technical rept.,
Corporate Author : FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS
Personal Author(s) : Serfling,R. J.
Report Date : AUG 1973
Pagination or Media Count : 7
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)
Descriptors : (*STATISTICAL DISTRIBUTIONS, RANDOM VARIABLES), STOCHASTIC PROCESSES, PROBABILITY DENSITY FUNCTIONS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE