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artwork (嘿嘿) 于 (Tue Jan 30 16:47:40 2007) 提到:
就是3个random variable之间的corr可能与不可能
得题， xiaxia
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loveleader (hatefree) 于 (Tue Jan 30 17:35:11 2007) 提到:
Let a, b, and c are correlations between three random veriables, then
a^2 + b^2 + c^2 - 2 a * b * c <= 1
You can find this in John Hull's book (edition 5) at page 388's foot notes.
For more details, you may refer matrix analysis book.
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