An Inequality for the Correlation of Two Functions Operating on Symmetric Bivariate Normal Variables
نویسندگان
چکیده
An inequality is derived for the correlation of two univariate functions operating on symmetric bivariate normal random variables. The inequality is a simple consequence of the Cauchy-Schwarz inequality.
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عنوان ژورنال:
- CoRR
دوره abs/1702.06144 شماره
صفحات -
تاریخ انتشار 2017