Positively Correlated Normal Variables are Associated
Open Access
- 1 May 1982
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 10 (2) , 496-499
- https://doi.org/10.1214/aop/1176993872
Abstract
It is shown that normal variables are associated if and only if their correlations are nonnegative.Keywords
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