Uncorrelation Sets for Jointly Normal Random Variables

Authors : Svetlana Gadetska, Sofia Ostrovska

Pages : 1-5

View : 20 | Download : 18

Publication Date : 2003-08-17

Article Type : Conference Paper

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 : Rasgele Değişkenler, Normal Dağılımı, Korelasyonsuzluk