On the minimum correlation between symmetrically distributed random variables
Steffen Hoernig ()
FEUNL Working Paper Series from Universidade Nova de Lisboa, Faculdade de Economia
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. JEL codes: C10, C61
Keywords: Bernoulli random variables; correlation coefficient (search for similar items in EconPapers)
Pages: 8 pages
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Persistent link: https://EconPapers.repec.org/RePEc:unl:unlfep:wp626
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