Hi all,
Would just like to confirm something and hopefully hear some of your thoughts.
Cov(\sum_{i=1}^{N_1}X_i , \sum_{i=1}^{N_2}X_i )
Here X_i are iid random variables of distribution X~Gamma(a,b) and N_1 and N_2 are dependent negative binomials.
Would it still be feasible to conclude that the covariance is 0 due to the independence of X_i (even though the N_i are dependent)?
Cheers