Why is this not a possible correlation matrix for any three random variables X, Y, and Z?
$\begin{pmatrix} 1 & -1 & -1 \\ -1 & 1 & -1\\ -1 & -1 & 1\end{pmatrix}$
Why is this not a possible correlation matrix for any three random variables X, Y, and Z?
$\begin{pmatrix} 1 & -1 & -1 \\ -1 & 1 & -1\\ -1 & -1 & 1\end{pmatrix}$
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