Abstract
This chapter treats features of a joint distribution which give insight into the nature of dependence between random variables. Sections 6.1 and 6.2 concern conditional distributions and expectations in the discrete case. Then parallel formulae for the density case are developed in Section 6.3. Covariance and correlation are introduced in Section 6.4. All these ideas are combined in Section 6.5 in a study of the bivariate normal distribution.
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© 1993 Springer-Verlag New York, Inc.
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Pitman, J. (1993). Dependence. In: Probability. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-4374-8_6
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DOI: https://doi.org/10.1007/978-1-4612-4374-8_6
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-94594-1
Online ISBN: 978-1-4612-4374-8
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