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

Torben Maack Bisgaard and Zoltán Sasvári

Statistics & Probability Letters, 2006, vol. 76, issue 11, 1111-1116

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.

Keywords: Expectation; Moments; Independence; Moment; sequence; Determinate; Indeterminate (search for similar items in EconPapers)
Date: 2006
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