An Inequality for the Correlation of Two Functions Operating on Symmetric Bivariate Normal Variables

نویسندگان

  • Ran Hadad
  • Uri Erez
  • Yaming Yu
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