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A Characterization of Joint Distribution of Two-Valued Random Variables and Its Applications

✍ Scribed by Sh. Sharakhmetov; R. Ibragimov

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
159 KB
Volume
83
Category
Article
ISSN
0047-259X

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✦ Synopsis

We obtain an explicit representation for joint distribution of two-valued random variables with given marginals and for a copula corresponding to such random variables. The results are applied to prove a characterization of r-independent two-valued random variables in terms of their mixed first moments. The characterization is used to obtain an exact estimate for the number of almost independent random variables that can be defined on a discrete probability space and necessary conditions for a sequence of r-independent random variables to be stationary.

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