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Jean Duchon
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Let $X,Y,Z$ be real r.v. with $(X,Y)$, $(Y,Z)$ and $(Z,X)$ centered unit normal. How large can $\mathbb E XYZ$$\mathbb E (XYZ)$ be? (if defined, of course: is it always?)

(No, this is not "homework"...)

Let $X,Y,Z$ be real r.v. with $(X,Y)$, $(Y,Z)$ and $(Z,X)$ centered unit normal. How large can $\mathbb E XYZ$ be? (if defined, of course: is it always?)

(No, this is not "homework"...)

Let $X,Y,Z$ be real r.v. with $(X,Y)$, $(Y,Z)$ and $(Z,X)$ centered unit normal. How large can $\mathbb E (XYZ)$ be?

Source Link
Jean Duchon
  • 3.1k
  • 11
  • 17

Bound on the joint distribution of three real random variables with given two dimensional marginals

Let $X,Y,Z$ be real r.v. with $(X,Y)$, $(Y,Z)$ and $(Z,X)$ centered unit normal. How large can $\mathbb E XYZ$ be? (if defined, of course: is it always?)

(No, this is not "homework"...)