A Characterization of Joint Distribution
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Sh. Sharakhmetov; R. Ibragimov
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Article
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2002
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Elsevier Science
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English
β 159 KB
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 mome