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Results tagged with correlation-matrix
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user 190585
A $k\times k$ matrix of correlations between all pairs of $k$ random variables. All its diagonal elements are equal to one.
8
votes
Is it possible that 3 vectors have all negative pairwise correlations?
let's start with a correlation matrix for 3 variables
$\Sigma = \begin{pmatrix}
1 & p & q \\
p & 1 & r \\
q & r & 1
\end{pmatrix} $
non-negative definiteness creates constraints for pairwise cor …
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