Sub-Independence

The concept of sub-independence is defined in terms of the convolution of the distributions of random variables, providing a stronger sense of dissociation between random variables than that of uncorrelatedness. If statistical tests reject independence but not lack of correlation, a model with sub-independent components can be appropriate to determine the distribution of the sum of the random variables. This monograph presents most of the important classical results in probability and statistics based on the concept of sub-independence. This concept is much weaker than that of independence…