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When does E(Xk·Yl)=E(Xk)·E(Yl) imply independence?

Author

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  • Bisgaard, Torben Maack
  • Sasvári, Zoltán

Abstract

Our aim is to find conditions on random variables X and Y that either ensure or do not ensure that the validitiy of the equation in the title (for all positive integers k and l) implies that X and Y are independent.

Suggested Citation

  • Bisgaard, Torben Maack & Sasvári, Zoltán, 2006. "When does E(Xk·Yl)=E(Xk)·E(Yl) imply independence?," Statistics & Probability Letters, Elsevier, vol. 76(11), pages 1111-1116, June.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:11:p:1111-1116
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