Posts Tagged ‘ independence ’

Non transitivity of correlation for random vectors in dimension 3

May 18, 2012
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Non transitivity of correlation for random vectors in dimension 3

Dependence in dimension 2 is difficult. But one has to admit that dimension 2 is way more simple than dimension 3 ! I recently rediscovered a nice paper, Langford, Schwertman & Owens (2001), on transitivity of the property of being positively c...

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We keep breaking records ? so what ?… Get statistical perspective….

August 17, 2011
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We keep breaking records ? so what ?… Get statistical perspective….

This summer, we have been told that some financial series broke some records (here, in French)For instance, the French CAC40 had negative return for 11 consecutive days (which has never been seen, so far).> library(tseries)> x<-get....

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