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On F-Independence for Nonnegative, Bounded-Sum Variables When the Bound is Large.

Authors :
James, Ian R.
Source :
Journal of the American Statistical Association. Mar1977, Vol. 72 Issue 357, p215. 5p.
Publication Year :
1977

Abstract

Consider r is greater than or equal to 2 random variables X[sub 1, sup (t)], ..... X[sub r, sup(t)], each taking values in [0, t], but subject to the constraint SIGMA[sup r, sub j = 1] X[sub j, sup(t)] less than or equal to t. The concept of F-independence for such variables is a modification of the concept of independence, which takes the constraint into account, and is applicable when (X[sub 1, sup (t)],.... X[sub r, sup (t)]) is an element of {(X[sub 1, sup (t)],..... X[sub r, sup (t)]); t' is an element of l} for some index set l [2, 3]. We consider F-independence properties as t arrow right Infinity. We show that F independence properties become independence properties or neutrality properties [1, 5], respectively, when the variables converge properly, or are asymptotically proportional to the bound. Examples of important families of distributions which satisfy the convergence criteria a re given. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
01621459
Volume :
72
Issue :
357
Database :
Academic Search Index
Journal :
Journal of the American Statistical Association
Publication Type :
Academic Journal
Accession number :
4607058
Full Text :
https://doi.org/10.2307/2286941