Publicação
On the minimum correlation between symmetrically distributed random variables
| Resumo: | Using linear programming, we show that families of symmetrically distributed Bernoulli random variables have a maximal negative correlation that almost always is strictly above the general lower limit. |
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| Autores principais: | Hoernig, Steffen |
| Assunto: | Bernoulli random variables Correlation coefficient Linear programming Software Management Science and Operations Research Industrial and Manufacturing Engineering Applied Mathematics |
| Ano: | 2018 |
| País: | Portugal |
| Tipo de documento: | artigo |
| Tipo de acesso: | acesso aberto |
| Instituição associada: | Universidade Nova de Lisboa |
| Idioma: | inglês |
| Origem: | Repositório Institucional da UNL |
| Resumo: | Using linear programming, we show that families of symmetrically distributed Bernoulli random variables have a maximal negative correlation that almost always is strictly above the general lower limit. |
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