11 questions linked to/from How to infer correlations from correlations
20k views

### Is Correlation Transitive? [duplicate]

Suppose that X, Y, and Z are random variables. X and Y are positively correlated and Y and Z are likewise positively correlated. Does it follow that X and Z must be positively correlated?
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823 views

### How to find unknown correlation coefficients in a correlation matrix from known correlation coefficients? [duplicate]

I have a correlation matrix A given below. Here A should be a positive-definite matrix so that we can perform Cholesky decomposition of A. ...
147 views

### correlation coefficient bivariate normally distributed [duplicate]

Suppose that X,Y and X,Z are bivariate normally distributed. We have $E(X)=0, Var(X)=10$, $E(Y)=0, Var(Y)=6$ and $ρ_{xy}=0.87$ Moreover, $E(X)=0, Var(X)=10$, $E(Z)=0, Var(Z)=4$ and $ρ_{xz}=0.87$ ...
41 views

### Is it possible for a set of random variables to each be highly correlated with another variable, but not highly correlated with each other? [duplicate]

Let $X_1, ..., X_n$ and $Y$ be random variables. Is it possible for the $X_i$'s to all have a high magnitude of correlation (absolute value of Pearson's $r$) but not be strongly correlated with each ...
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3k views

### Given an adjacency matrix, how can we fit a covariance matrix based on that for a graph without running into a NON-positive definite matrix?

Suppose that I generate a k-regular graph like the following: game <- sample_k_regular(k, r) game <- as.matrix(as_adj(game)) Then, based on this adjacency ...
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1 vote
2k views

### Generate three pairwise correlated random variables

I need to simulate three variables $A,B,P$ ~ $N(0,1)$ such that the Pearson correlations $r_{AB}=\operatorname{cor} (A,B)$ and $r_{BP}=\operatorname{cor}(B,P)$ are given. I need to repeat the ...
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464 views

### A and B are have a significant correlation. B and C have a significant correlation. Can A and C still not correlate significantly? [duplicate]

I have a dataset where I test for correlation and then if the correlation is significant. And basically my results are A correlates with B significantly and B correlates with C significantly, but A ...
535 views

### Use X1 to predict Y, the correlation is 0.1, use X2 the correlation is 0.2, what is the range of correlation if combine X1 and X2

For linear regression, if use X1 alone to predict Y, the correlation is 0.1, use X2 the correlation is 0.2, what is the range of correlation if combine X1 and X2. Assume that X1 and X2 are independent....
1 vote
474 views

### Pearson and R^2 Correlation between three variables

Get it from someone else but don't quite know how to answer. If $\rho_{X,Z}=0.4$, $\rho_{Y,Z}=0.3$, what is the range of $\rho_{X,Y}$? Here $\rho$ is the Pearson correlation coefficient. We run a ...
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