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?

  • 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.

The answer is accepted.