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Published in:
2009 | OriginalPaper | Chapter
Are Bernstein's Examples on Independent Events Paradoxical?
Authors : Czesław Stępniak, Tomasz Owsiany
Published in: Statistical Inference, Econometric Analysis and Matrix Algebra
Publisher: Physica-Verlag HD
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Bernstein gave two examples showing that a collection of pairwise independent random events need not to be jointly independent. These examples were numbered by Stoyanov among the most fascinating counterexamples in probability. Considering the minimal sample size for existing
n
independent and pairwise independent but jointly dependent random events we reveal the fact that the second situation is more often. In consequence it is rather a rule than a paradox.