X is a covariance matrix of a gaussian vector R with a zero mean. Let Q=sign(R). Prove that E(Q_iQ_j)=(2/pi)(arcsin(Xi,j/(sqrt(Xi,i)sqrt(Xj,j))))?

Maksim Sergeevich Barketau @Maksim_Barketau

06 June 2017 0 5K Report

X is a covariance matrix of a gaussian vector R with a zero mean. Let Q=sign(R), that is Q_i=1 when R_i >=0 and Q_i=-1 when R_i < 0. Prove that E(Q_iQ_j)=(2/pi)(arcsin(X_i,j/(sqrt(X_i,i)sqrt(X_j,j))))?

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