Correlation of Normal Random Variables
X is a normal random variable.
A is equal to min(0, X)
B is equal to max(0, X)
What is the correlation between A and B?
Lihong Wang
183
The answer is accepted.
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Min(0,X) 0 represents what ? You might want to add something?
the minimum of 0 and X
That is min, I am asking 0 Is it another variable Y (normal variable which is 0)
oh, I see where I should've explained more. the normal distribution has a mean of zero (0). and therefore A is equal to the minimum of the mean of the distribution and X and B is the maximum of the mean and X
apologies for not being more clear about the mean there
Thanks for the clarification now.