Positively Correlated Normal Variables are Associated
Pitt, Loren D.
Ann. Probab., Tome 10 (1982) no. 4, p. 496-499 / Harvested from Project Euclid
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It is shown that normal variables are associated if and only if their correlations are nonnegative.
Publié le : 1982-05-14
Classification:  Normal variables,  positive correlation,  association of random variables,  62H99 
@article{1176993872,
     author = {Pitt, Loren D.},
     title = {Positively Correlated Normal Variables are Associated},
     journal = {Ann. Probab.},
     volume = {10},
     number = {4},
     year = {1982},
     pages = { 496-499},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993872}
}

Pitt, Loren D. Positively Correlated Normal Variables are Associated. Ann. Probab., Tome 10 (1982) no. 4, pp.  496-499. http://gdmltest.u-ga.fr/item/1176993872/