6533b870fe1ef96bd12cefe4

RESEARCH PRODUCT

On (n-l)-wise and joint independence and normality of n Random variables: an example

Klaus J. MiesckeWolfgang J Buehler

subject

Statistics and ProbabilityPairwise independenceCombinatoricsExchangeable random variablesIndependent and identically distributed random variablesStandard normal deviateMultivariate random variableSum of normally distributed random variablesStatisticsMarginal distributionCentral limit theoremMathematics

description

An example is given of a vector of n random variables such that any (n-1)-dimensional subvector consists of n-1 independent standard normal variables. The whole vector however is neither independent nor normal.

https://doi.org/10.1080/03610928108828084