Physical Sciences and Mathematics Commons^™

Sub-Independence: An Expository Perspective, Gholamhossein Hamedani

Mathematics, Statistics and Computer Science Faculty Research and Publications

Limit theorems as well as other well-known results in probability and statistics are often based on the distribution of the sums of independent random variables. The concept of sub-independence, which is much weaker than that of independence, is shown to be sufficient to yield the conclusions of these theorems and results. It also provides a measure of dissociation between two random variables which is much stronger than uncorrelatedness.