A test of statistical independence under uncertainty

Moawia Alghalith

International Journal of Computational Economics and Econometrics, 2010, vol. 1, issue 3/4, 343-345

Abstract: This paper presents a rigorous test of statistical independence (as opposed to lack of correlation) between two random variables.

Keywords: hypothesis test; hedging; output uncertainty; price uncertainty; statistical independence. (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:ids:ijcome:v:1:y:2010:i:3/4:p:343-345

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