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a correlation question

Posted 9 years ago

Hi every body, I don't understand the answer to this simple question: Suppose X,Y,Z are independent random variables show that X/Y and Y/Z are negatively correlated. I think that their correlation is zero. Can you help thanks JME

POSTED BY: Javad Emami
4 Replies
Posted 9 years ago
POSTED BY: Jim Baldwin
Posted 9 years ago
POSTED BY: Eric Rimbey

If Y goes up, X/Y goes down and Y/Z goes up, so it makes sense that they are negatively correlated.

POSTED BY: Frank Kampas
Posted 9 years ago

I don't see how this is related to Mathematica but in any event I think you'd need to give more details if for no other reason that the correlation between $X/Y$ and $Y/Z$ might not even exist depending on the distributions being considered. Have you tried any specific examples in Mathematica so that your code could be shared?

POSTED BY: Jim Baldwin
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