A Note on Sub-Independence and S Class of Bivariate Mixtures
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Studia Scientiarum Mathematicarum Hungarica
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First, we recall a concept which is called sub-independence. This concept is stronger than that of uncorrelatedness but a lot weaker than independence. The concept of sub-independence, unlike that of uncorrelatedness, does not depend on the existence of any moments. Then, we consider a particular bivariate mixture to construct a pair (X, Y), which is sub-independent but not independent.