c******e
发帖数: 101 | 1 If X, Y, and Z are 3 random variables such that X and Y are 90% correlated,
Y and Z are 80% correlated, what is the minimum and maximum correlation that
X and Z can have?
Dam hard | y*w
发帖数: 238 | | b***k
发帖数: 2673 | 3 问问题前先考古，会有很多收益。
,
that
【在 c******e 的大作中提到】
: If X, Y, and Z are 3 random variables such that X and Y are 90% correlated,
: Y and Z are 80% correlated, what is the minimum and maximum correlation that
: X and Z can have?
: Dam hard
| s****h
发帖数: 3979 | 4 这个题目我是用了一个小时才想出来
其实就是
cos(asin(0.8) - asin(0.9))
cos(asin(0.8) ＋ asin(0.9)) | f*******y
发帖数: 988 | 5 你这方法4个变量的时候还管用么？
【在 s****h 的大作中提到】
: 这个题目我是用了一个小时才想出来
: 其实就是
: cos(asin(0.8) - asin(0.9))
: cos(asin(0.8) ＋ asin(0.9))
| c****n
发帖数: 263 | 6 [0.4584661,0.981534]
,
that
【在 c******e 的大作中提到】
: If X, Y, and Z are 3 random variables such that X and Y are 90% correlated,
: Y and Z are 80% correlated, what is the minimum and maximum correlation that
: X and Z can have?
: Dam hard
| F*******n
发帖数: 89 | 7 能说说是怎么得到的吗？
【在 c****n 的大作中提到】
: [0.4584661,0.981534]
:
: ,
: that
| c****n
发帖数: 263 | 8 The correlation matrix for the 3 variables is non-negative definite. Let the
determinant be non-negative.
【在 F*******n 的大作中提到】
: 能说说是怎么得到的吗？
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