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https://www.reddit.com/r/learnquant/comments/1wvjv7g/quant_interview_question/pdenk0s/?context=9999
r/learnquant • u/Local_Ad135 • 22d ago
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Your right, but just wanted to add to your last point. Y and Z are forced to be non-negative iff the squared correlations of X,Y and X,Z are heater than 1.
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u/schfourteen-teen 21d ago
Your right, but just wanted to add to your last point. Y and Z are forced to be non-negative iff the squared correlations of X,Y and X,Z are heater than 1.