A test of statistical independence under uncertainty

被引：0
|
作者：
Alghalith, Moawia [1 ]
机构：
[1] Univ West Indies, Econ Dept, St Augustine, Trinidad Tobago
来源：
INTERNATIONAL JOURNAL OF COMPUTATIONAL ECONOMICS AND ECONOMETRICS | 2010年 / 1卷 / 3-4期
关键词：
hypothesis test; hedging; output uncertainty; price uncertainty;
D O I：
10.1504/IJCEE.2010.037943
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper presents a rigorous test of statistical independence (as opposed to lack of correlation) between two random variables.
引用
收藏
页码：343 / 345
页数：3
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