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.
Hamedani, Gholamhossein; Volkmer, Hans; and Behboodian, J., "A Note on Sub-Independence and S Class of Bivariate Mixtures" (2012). Mathematics, Statistics and Computer Science Faculty Research and Publications. 93.
Studia Scientiarum Mathematicarum Hungarica, Vol. 49, No. 1 (March, 2012): 19-25. DOI.