Article: A test of statistical independence under uncertainty Journal: International Journal of Computational Economics and Econometrics (IJCEE) 2010 Vol.1 No.3/4 pp.343 - 345 Abstract: This paper presents a rigorous test of statistical independence (as opposed to lack of correlation) between two random variables. Inderscience Publishers - linking academia, business and industry through research

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.

DOI: 10.1504/IJCEE.2010.037943

International Journal of Computational Economics and Econometrics, 2010 Vol.1 No.3/4, pp.343 - 345

Published online: 05 Jan 2011 *