The Annals of Probability · 1974 · 126 citations · 0 references
Natural SciencesMathematicsProbability TheoryRandom VariablesBernstein InequalityIndependenceIndependent Variables
We give an elementary example, generalizing the one of Bernstein, of a set of pairwise independent random variables which are not jointly independent. It preserves, the "not enough emphasis" characteristic of Bernstein's example in which each random variable is a function of any two of them.