Examples of zero correlation not implying independence

MaRDI QIDQ2959650zbMATH OpenFDO

Authors Yuan-Yuan Zhang, Saralees Nadarajah

Publication date 9 February 2017

zbMATH Keywords

normal distributionprobability density functionsurvival function

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Gaussian processes (60G15) Characterization and structure theory of statistical distributions (62E10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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• Zero covariance and independence for some random pairs

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