HOW CAN CORRELATION ρ13 DEVIATE, WHEN ρ12 AND ρ23 ARE GIVEN ?
1981 年 8 巻 9 号 p. 63-64
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1981 年 8 巻 9 号 p. 63-64
Suppose that the correlations ρ12=ρ23=0.9 are given. Then how can ρ13 deviate from 0.9 ? The answer is 0.62 ≤ ρ13 ≤ 1, as Tables 1 and 2 in this note show. The general formulas for the bounds are given.
