Timeline for Maximal Correlation versus Correlation Coefficient When one RV is Gaussian
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jan 13, 2016 at 0:08 | comment | added | Douglas Zare | I was mistaken about interpolation. Your statement seems reasonable to me now. | |
| Jan 12, 2016 at 20:58 | comment | added | math-Student | Douglas, you are right, the equality can not imply Gaussianity. However, I am looking for a necessary and sufficient condition on $P_{XY}$ with Gaussian $Y$ such that we have the equality. Can you also elaborate a bit on "then interpolate to get equality". | |
| Jan 12, 2016 at 3:20 | history | asked | math-Student | CC BY-SA 3.0 |