Conference Paper

Uncorrelation Sets for Jointly Normal Random Variables

Volume: 2 Number: 2 August 17, 2003
  • Svetlana Gadetska *
  • Sofia Ostrovska
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İstatistik Araştırma Dergisi
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Uncorrelation Sets for Jointly Normal Random Variables

Abstract

Let ξ1, and ξ2 be random variables with finite moments of all orders. The set U is called the uncorrelation set of ξ1 and ξ2. In this paper we describe possible uncorrelation sets of jointly normal random variables.

Keywords

References

  1. BENES, V., STEPAN, J. (eds) J. (1997) Distributions With Given Marginals And Moment Problems. Kluwer Academic Publishers.
  2. DALL’AGLIO, G. (1988), Decomposability Of Probability Distributions. Rend. Sem. Math. Fis. Milano, 58, Pp. 239-245.
  3. DALL’AGLIO, G. (1990) Somme Di Variabili Aleatore e Convoluzioni. Scritti in Omagio a Luciano Daboni, Lint, Trieste, pp. 95-100.
  4. DALL'AGLIO, G., KOTZ, S., SALINETTI, G. (eds) (1991) Advances in Probability Distributions with Given Marginals. Kluwer Academic Publishers.
  5. FELLER, W. (1968) An Introduction to Probability Theory and Its Applications. 2-nd Ed. Wiley, New-York.
  6. GADETSKA S., OSTROVSKA S. (2002) Copulas and Uncorrelation Sets. Hacettepe Üniversitesi İstatistik Günleri 2002. Sempozyum Özetleri, p.20.
  7. OSTROVSKA, S. (1998) A Scale of Degrees of Independence of Random Variables. Indian J. of Pure and Applied Math., 29, (5), pp. 461-471.
  8. OSTROVSKA, S. Uncorrelatedness and Correlatedness of Powers of Random Variables. (2002) Archiv der Mathematik, 79. Pp. 141-146.

Details

Primary Language

English

Subjects

Quantitative Decision Methods

Journal Section

Conference Paper

Authors

Svetlana Gadetska * This is me
Ukraine

Sofia Ostrovska This is me
Ukraine

Publication Date

August 17, 2003

Submission Date

January 31, 2003

Acceptance Date

March 3, 2003

Published in Issue

Year 2003 Volume: 2 Number: 2

IZ

https://izlik.org/JA22EY73RF

Cite

RIS / Bibtex
APA
Gadetska, S., & Ostrovska, S. (2003). Uncorrelation Sets for Jointly Normal Random Variables. İstatistik Araştırma Dergisi, 2(2), 1-5. https://izlik.org/JA22EY73RF
AMA
1.Gadetska S, Ostrovska S. Uncorrelation Sets for Jointly Normal Random Variables. JSRTR. 2003;2(2):1-5. https://izlik.org/JA22EY73RF
Chicago
Gadetska, Svetlana, and Sofia Ostrovska. 2003. “Uncorrelation Sets for Jointly Normal Random Variables”. İstatistik Araştırma Dergisi 2 (2): 1-5. https://izlik.org/JA22EY73RF.
EndNote
Gadetska S, Ostrovska S (August 1, 2003) Uncorrelation Sets for Jointly Normal Random Variables. İstatistik Araştırma Dergisi 2 2 1–5.
IEEE
[1]S. Gadetska and S. Ostrovska, “Uncorrelation Sets for Jointly Normal Random Variables”, JSRTR, vol. 2, no. 2, pp. 1–5, Aug. 2003, [Online]. Available: https://izlik.org/JA22EY73RF
ISNAD
Gadetska, Svetlana - Ostrovska, Sofia. “Uncorrelation Sets for Jointly Normal Random Variables”. İstatistik Araştırma Dergisi 2/2 (August 1, 2003): 1-5. https://izlik.org/JA22EY73RF.
JAMA
1.Gadetska S, Ostrovska S. Uncorrelation Sets for Jointly Normal Random Variables. JSRTR. 2003;2:1–5.
MLA
Gadetska, Svetlana, and Sofia Ostrovska. “Uncorrelation Sets for Jointly Normal Random Variables”. İstatistik Araştırma Dergisi, vol. 2, no. 2, Aug. 2003, pp. 1-5, https://izlik.org/JA22EY73RF.
Vancouver
1.Svetlana Gadetska, Sofia Ostrovska. Uncorrelation Sets for Jointly Normal Random Variables. JSRTR [Internet]. 2003 Aug. 1;2(2):1-5. Available from: https://izlik.org/JA22EY73RF