Question Directory

Possible Correlation

Suppose 3 random variables, $A$, $B$ and $C$ are such that the correlation coefficient between $A$ and $B$ is 0.9 and the correlation coefficient of $B$ and $C$ is 0.8. Is it possible for $A$ and $C$ to have correlation coefficient 0.1?

  • Difficulty: Medium
  • Topic: Linear Algebra
  • Solution: