Research on independence of random variables

2018 ◽  
Vol 12 (23) ◽  
pp. 1121-1127
Author(s):  
Jian Wang ◽  
Qiuli Dong
Entropy ◽  
2019 ◽  
Vol 21 (2) ◽  
pp. 157 ◽  
Author(s):  
Andrei Khrennikov ◽  
Alexander Alodjants

We start with a review on classical probability representations of quantum states and observables. We show that the correlations of the observables involved in the Bohm–Bell type experiments can be expressed as correlations of classical random variables. The main part of the paper is devoted to the conditional probability model with conditioning on the selection of the pairs of experimental settings. From the viewpoint of quantum foundations, this is a local contextual hidden-variables model. Following the recent works of Dzhafarov and collaborators, we apply our conditional probability approach to characterize (no-)signaling. Consideration of the Bohm–Bell experimental scheme in the presence of signaling is important for applications outside quantum mechanics, e.g., in psychology and social science. The main message of this paper (rooted to Ballentine) is that quantum probabilities and more generally probabilities related to the Bohm–Bell type experiments (not only in physics, but also in psychology, sociology, game theory, economics, and finances) can be classically represented as conditional probabilities.


2014 ◽  
Vol 2014 ◽  
pp. 1-7
Author(s):  
Jing Chen

With a new notion of independence of random variables, we establish the nonadditive version of weak law of large numbers (LLN) for the independent and identically distributed (IID) random variables under Choquet expectations induced by 2-alternating capacities. Moreover, we weaken the moment assumptions to the first absolute moment and characterize the approximate distributions of random variables as well. Naturally, our theorem can be viewed as an extension of the classical LLN to the case where the probability is no longer additive.


2022 ◽  
Vol 6 (POPL) ◽  
pp. 1-29
Author(s):  
Jialu Bao ◽  
Marco Gaboardi ◽  
Justin Hsu ◽  
Joseph Tassarotti

Formal reasoning about hashing-based probabilistic data structures often requires reasoning about random variables where when one variable gets larger (such as the number of elements hashed into one bucket), the others tend to be smaller (like the number of elements hashed into the other buckets). This is an example of negative dependence , a generalization of probabilistic independence that has recently found interesting applications in algorithm design and machine learning. Despite the usefulness of negative dependence for the analyses of probabilistic data structures, existing verification methods cannot establish this property for randomized programs. To fill this gap, we design LINA, a probabilistic separation logic for reasoning about negative dependence. Following recent works on probabilistic separation logic using separating conjunction to reason about the probabilistic independence of random variables, we use separating conjunction to reason about negative dependence. Our assertion logic features two separating conjunctions, one for independence and one for negative dependence. We generalize the logic of bunched implications (BI) to support multiple separating conjunctions, and provide a sound and complete proof system. Notably, the semantics for separating conjunction relies on a non-deterministic , rather than partial, operation for combining resources. By drawing on closure properties for negative dependence, our program logic supports a Frame-like rule for negative dependence and monotone operations. We demonstrate how LINA can verify probabilistic properties of hash-based data structures and balls-into-bins processes.


1975 ◽  
Vol 18 (3) ◽  
pp. 397-404 ◽  
Author(s):  
Ronald A. Schaufele

AbstractThe exact probability of making an error at the first stage of a stepwise regression is found, both when the independent variables are fixed and when they are random. The probabilities differ in the two cases because the random variables involved are pairwise independent but not jointly independent.


1998 ◽  
Vol 27 (5) ◽  
pp. 1211-1219 ◽  
Author(s):  
Rafael Herrerías Pleguezuelo ◽  
Federico Palacios González ◽  
José Callejón Céspedes

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