b*******d
发帖数: 32 | 1 Is it possible to have three random variables which are pairwise
negatively correlated? What does it mean geometrically? |
H****h
发帖数: 1037 | 2 Yes. For example, choose two independt N(0,1) R.V. X and Y.
Let A_1=X, A_2=-X/2+\sqrt{3}Y/2, A_3=-X/2-\sqrt{3}Y/2.
Then Cov(A_i,A_j)=-1/2<0.
【在 b*******d 的大作中提到】
: Is it possible to have three random variables which are pairwise
: negatively correlated? What does it mean geometrically?
|
b*******d
发帖数: 32 | 3 thx, any comment on the geometrical picture?
【在 H****h 的大作中提到】
: Yes. For example, choose two independt N(0,1) R.V. X and Y.
: Let A_1=X, A_2=-X/2+\sqrt{3}Y/2, A_3=-X/2-\sqrt{3}Y/2.
: Then Cov(A_i,A_j)=-1/2<0.
|
b*******d
发帖数: 32 | 4 I am preparing for an coming interview. Just want to confirm the answers of
possible questions confirmed. |
x******i
发帖数: 3022 | |
f******k
发帖数: 297 | 6 if these 3 random variables are spanned by 2 independent random
variables, then each one is a vector on 2-d plane, and the angle
between either 2 of them is greater than pi/2.
【在 b*******d 的大作中提到】
: Is it possible to have three random variables which are pairwise
: negatively correlated? What does it mean geometrically?
|
x******i
发帖数: 3022 | 7 interview也有“真题“这么一说？？
【在 b*******d 的大作中提到】
: I am preparing for an coming interview. Just want to confirm the answers of
: possible questions confirmed.
|
