Medium · Statistics & Statistical Inference · Multiple choice · ~6 min · #87

Range of the Third Correlation

Real interview · Citadel

For random variables $A$ , $B$ and $C$ , the correlation of $A$ and $B$ is $0.6$ and the correlation of $A$ and $C$ is $0.8$ . What range of values can the correlation of $B$ and $C$ take?

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Concepts

Positive semidefinite matricesCorrelation as a cosine

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