Preprint Equivalence of Statistical Independence and No-Correlation for a Pair of Random Variables Taking Two Values

Ohira, Toru

2018-03-05
Description
It is well known that when a pair of random variables is statistically independent, it has no-correlation (zero covariance), and that the converse is not true (e.g. [1]). However, if both of these random variables take only two values, no-correlation entails statistical independence. We provide here a general proof.
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