A tricky question about correlation

Asked Mar 01 '15 at 07:14

Active Mar 01 '15 at 14:13

Viewed 287 times

$X$, $Y$ and $Z$ are three random variables where their pairwise correlations are the same, i.e., $corr(X,Y)=corr(Y,Z)=corr(X,Z)=\rho$ what are the possible values of $\rho$? I was asked this in an interview (data analyst).

edited Mar 01 '15 at 14:13

Christoph Hanck

25,948
3
57
106

asked Mar 01 '15 at 07:14

Elizabeth Susan Joseph

2

Duplicate of [Bound for the correlation of three random variables](http://stats.stackexchange.com/q/72790/6633). – Dilip Sarwate Mar 01 '15 at 14:16

A tricky question about correlation

0 Answers0