Pairwise Independent Random Variables
Open Access
- 1 February 1980
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 8 (1), 170-175
- https://doi.org/10.1214/aop/1176994834
Abstract
Let $Y_1, \cdots, Y_r$ be independent random variables, each uniformly distributed on $\mathscr{M} = \{1,2, \cdots, M\}$. It is shown that at most $N = 1 + M + \cdots + M^{r-1}$ pairwise independent random variables, all uniform on $\mathscr{M}$ and all functions of $(Y_1, \cdots, Y_r)$, can be defined. If $M = p^k$ for some prime $p$, the maximum can be attained by a strictly stationary sequence $X_1, \cdots, X_N$, for which any $r$ successive random variables are independent.