Possible Duplicate:
If A and B are correlated with C, why are A and B not necessarily correlated?
Lets say, we have correlation between $x$, $y$ as $corr(x,y)$ and correlation between $y$, $z$ as $corr(y,z)$. What can be said of the correlation between $x$ and $z$ i.e. $corr(x,z)$?
