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Janak
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Let $W$ and $S$ are two positive valued continuous random variable. Suppose the Spearman rank correlation between $W$ and $SW+g(S)$ is zero, where $g: [0,\infty)\rightarrow [0,\infty)$ is a convex function with a constraint that $g$ can't be of the form $g(x)=cx$, $c$ is a constant.

Is it possible, there exist some $\theta>0$ such that the following two statements holds simultaneously,

[i] $W$ is independent of $SW+S\theta$, and

[ii] $W$ is independent of $SW+Sg(S)$ ??

Let $W$ and $S$ are two positive valued continuous random variable. Suppose the Spearman rank correlation between $W$ and $SW+g(S)$ is zero, where $g: [0,\infty)\rightarrow [0,\infty)$ is a convex function with a constraint that $g$ can't be of the form $g(x)=cx$, $c$ is a constant.

Is it possible, there exist some $\theta>0$ such that the following two statements holds simultaneously,

[i] $W$ is independent of $SW+S\theta$, and

[ii] $W$ is independent of $SW+Sg(S)$ ??

Let $W$ and $S$ are two positive valued continuous random variable. Suppose $g: [0,\infty)\rightarrow [0,\infty)$ is a convex function with a constraint that $g$ can't be of the form $g(x)=cx$, $c$ is a constant.

Is it possible, there exist some $\theta>0$ such that the following two statements holds simultaneously,

[i] $W$ is independent of $SW+S\theta$, and

[ii] $W$ is independent of $SW+Sg(S)$ ??

Source Link
Janak
  • 213
  • 1
  • 7

Independence of two random variable

Let $W$ and $S$ are two positive valued continuous random variable. Suppose the Spearman rank correlation between $W$ and $SW+g(S)$ is zero, where $g: [0,\infty)\rightarrow [0,\infty)$ is a convex function with a constraint that $g$ can't be of the form $g(x)=cx$, $c$ is a constant.

Is it possible, there exist some $\theta>0$ such that the following two statements holds simultaneously,

[i] $W$ is independent of $SW+S\theta$, and

[ii] $W$ is independent of $SW+Sg(S)$ ??