José Callejón Céspedes

Using generator function system to check independence of random variables

This study presents a criterion to determine the stochastic dependence or independence between the variables of a random vector or between two of its subvectors, either from the joint density function or from the generator function system for such a density. This criterion generalizes the condition discussed by HERRERIAS R., PALACIOS F. and CALLEJON J.(1997). There is a noteworthy simplicity of calculations, as the stochastic dependence or independence of random variables is seen as a consequence of the analytical dependence or independence in the generator function system.