On the minimum correlation between symmetrically distributed random variables

Detalhes bibliográficos
Autor(a) principal: Hoernig, Steffen
Data de Publicação: 2018
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: https://doi.org/10.1016/j.orl.2018.06.005
Resumo: Funding: FCT - Fundacao para a Cie ncia e Tecnologia, grant nr. UID/ECO/00124/2013 and POR Lisboa, grant nr. LISBOA-01-0145-FEDER-007722
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spelling On the minimum correlation between symmetrically distributed random variablesBernoulli random variablesCorrelation coefficientLinear programmingSoftwareManagement Science and Operations ResearchIndustrial and Manufacturing EngineeringApplied MathematicsFunding: FCT - Fundacao para a Cie ncia e Tecnologia, grant nr. UID/ECO/00124/2013 and POR Lisboa, grant nr. LISBOA-01-0145-FEDER-007722Using linear programming, we show that families of symmetrically distributed Bernoulli random variables have a maximal negative correlation that almost always is strictly above the general lower limit.NOVA School of Business and Economics (NOVA SBE)RUNHoernig, Steffen2022-02-20T01:30:59Z2018-07-012018-07-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/article3application/pdfhttps://doi.org/10.1016/j.orl.2018.06.005eng0167-6377PURE: 5501973http://www.scopus.com/inward/record.url?scp=85049088957&partnerID=8YFLogxKhttps://doi.org/10.1016/j.orl.2018.06.005info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T04:22:54Zoai:run.unl.pt:10362/42507Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:31:29.828331Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv On the minimum correlation between symmetrically distributed random variables
title On the minimum correlation between symmetrically distributed random variables
spellingShingle On the minimum correlation between symmetrically distributed random variables
Hoernig, Steffen
Bernoulli random variables
Correlation coefficient
Linear programming
Software
Management Science and Operations Research
Industrial and Manufacturing Engineering
Applied Mathematics
title_short On the minimum correlation between symmetrically distributed random variables
title_full On the minimum correlation between symmetrically distributed random variables
title_fullStr On the minimum correlation between symmetrically distributed random variables
title_full_unstemmed On the minimum correlation between symmetrically distributed random variables
title_sort On the minimum correlation between symmetrically distributed random variables
author Hoernig, Steffen
author_facet Hoernig, Steffen
author_role author
dc.contributor.none.fl_str_mv NOVA School of Business and Economics (NOVA SBE)
RUN
dc.contributor.author.fl_str_mv Hoernig, Steffen
dc.subject.por.fl_str_mv Bernoulli random variables
Correlation coefficient
Linear programming
Software
Management Science and Operations Research
Industrial and Manufacturing Engineering
Applied Mathematics
topic Bernoulli random variables
Correlation coefficient
Linear programming
Software
Management Science and Operations Research
Industrial and Manufacturing Engineering
Applied Mathematics
description Funding: FCT - Fundacao para a Cie ncia e Tecnologia, grant nr. UID/ECO/00124/2013 and POR Lisboa, grant nr. LISBOA-01-0145-FEDER-007722
publishDate 2018
dc.date.none.fl_str_mv 2018-07-01
2018-07-01T00:00:00Z
2022-02-20T01:30:59Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv https://doi.org/10.1016/j.orl.2018.06.005
url https://doi.org/10.1016/j.orl.2018.06.005
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 0167-6377
PURE: 5501973
http://www.scopus.com/inward/record.url?scp=85049088957&partnerID=8YFLogxK
https://doi.org/10.1016/j.orl.2018.06.005
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
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application/pdf
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
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