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Positively Correlated Normal Variables are Associated

  • Pitt L
The Annals of Probability (2007) 10(2)
DOI: 10.1214/aop/1176993872
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Abstract

It is shown that normal variables are associated if and only if their correlations are nonnegative

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APA

Pitt, L. D. (2007). Positively Correlated Normal Variables are Associated. The Annals of Probability, 10(2). https://doi.org/10.1214/aop/1176993872

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