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A test of statistical independence under uncertainty

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  • Moawia Alghalith

Abstract

This paper presents a rigorous test of statistical independence (as opposed to lack of correlation) between two random variables.

Suggested Citation

  • Moawia Alghalith, 2010. "A test of statistical independence under uncertainty," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 1(3/4), pages 343-345.
    • Handle: RePEc:ids:ijcome:v:1:y:2010:i:3/4:p:343-345
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    References listed on IDEAS

    as
    1. #Name#, 2003. "Hedging Output Price and Cost Uncertainty," Discussion Paper Series, School of Economics and Finance 200305, School of Economics and Finance, University of St Andrews.
    2. Alghalith, Moawia, 2005. "Estimation with Price and Output Uncertainty," Journal of Applied Economics, Universidad del CEMA, vol. 8(2), pages 1-11, November.
    Full references (including those not matched with items on IDEAS)

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