Positively Correlated Normal Variables are Associated

Loren D. Pitt

doi:10.1214/aop/1176993872

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Home > Journals > Ann. Probab. > Volume 10 > Issue 2 > Article

May, 1982 Positively Correlated Normal Variables are Associated

Loren D. Pitt

Ann. Probab. 10(2): 496-499 (May, 1982). 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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Loren D. Pitt. "Positively Correlated Normal Variables are Associated." Ann. Probab. 10 (2) 496 - 499, May, 1982. https://doi.org/10.1214/aop/1176993872