On the minimum correlation between symmetrically distributed random variables

Steffen Hoernig

Nova SBE Working Paper Series from Universidade Nova de Lisboa, Nova School of Business and Economics

Abstract: We show that families of symmetrically distributed Bernoulli random variables have a maximal negative correlation that almost always is strictly above the general lower limit.

Keywords: Bernoulli random variables; correlation coefficient (search for similar items in EconPapers)
JEL-codes: C10 C61 (search for similar items in EconPapers)
Pages: 8 pages
Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:unl:unlfep:wp626

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