Abstract
It is shown that normal variables are associated if and only if their correlations are nonnegative.
Citation
Loren D. Pitt. "Positively Correlated Normal Variables are Associated." Ann. Probab. 10 (2) 496 - 499, May, 1982. https://doi.org/10.1214/aop/1176993872
Information
Published: May, 1982
First available in Project Euclid: 19 April 2007
zbMATH: 0482.62046
MathSciNet: MR665603
Digital Object Identifier: 10.1214/aop/1176993872
Subjects:
Primary:
62H99
Keywords:
association of random variables
,
Normal variables
,
positive correlation
Rights: Copyright © 1982 Institute of Mathematical Statistics
