Authors: Moawia Alghalith
Addresses: Economics Department, University of the West Indies, St. Augustine, Trinidad
Abstract: This paper presents a rigorous test of statistical independence (as opposed to lack of correlation) between two random variables.
Keywords: hypothesis test; hedging; output uncertainty; price uncertainty; statistical independence.
International Journal of Computational Economics and Econometrics, 2010 Vol.1 No.3/4, pp.343 - 345
Published online: 05 Jan 2011 *Full-text access for editors Access for subscribers Purchase this article Comment on this article