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

Article ID Journal Published Year Pages File Type
1154788 Statistics & Probability Letters 2006 6 Pages PDF
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
44A6060E10Moment sequence43A35IndependenceExpectationDeterminateMomentsIndeterminate
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
When does E(Xk·Yl)=E(Xk)·E(Yl) imply independence?
Authors
Torben Maack Bisgaard, Zoltán Sasvári,
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Journal
Statistics & Probability Letters
Journal: Statistics & Probability Letters
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44A60
60E10
Moment sequence
43A35
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Moments
Indeterminate
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