how i can Define correlation among more than two random variables ? how we can calculate correlation between more than two random variables?
2026-03-29 03:18:59.1774754339
Correlation between more than two random variable
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Usually, you just show one triangle of the matrix
$\begin{matrix} --\\\rho_{12} &--\\\rho_{13} & \rho_{23} &-- \end{matrix}$
The main diagonals we know are 1. (the correlation between X and itself is 1).
But there is no reason you can't build it out as a symmetric matrix.
$\begin{matrix} 1&\rho_{21} & \rho_{31}\\\rho_{12} &1&\rho_{32}\\\rho_{13} & \rho_{23} &1 \end{matrix}$