Timeline for Independence vs Autocorrelation
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jan 18, 2018 at 9:48 | comment | added | Alecos Papadopoulos | @Nonancourt There are many ways to define the existence of dependence, this is a reasonable one, but note that it applies only for distributions for which these expected values exist. | |
| Jan 18, 2018 at 9:38 | comment | added | Nonancourt | Thank you! So, would it be correct to say that "dependence" of a X-process can be mathematically defined as the existence of a continuous function f such that E[f(x_t)f(x_(t-1))] \neq E[f(x_t)]E[f(x_(t-1))] ? | |
| Jan 17, 2018 at 16:51 | history | answered | Alecos Papadopoulos | CC BY-SA 3.0 |