论文标题

对称的Bernoulli随机变量可以具有哪些内部协方差结构?

What Intraclass Covariance Structures Can Symmetric Bernoulli Random Variables Have?

论文作者

Pinelis, Iosif

论文摘要

随机变量的协方差矩阵$ x_1,\ dots,x_n $据说具有内部协方差结构,如果所有$ x_i $的差异都是相同的,并且所有成对的协方差的$ x_i $的差异是相同的。在$ x_i $是对称的bernoulli随机变量时,我们可能对此类协方差矩阵的表征可能令人惊讶。

The covariance matrix of random variables $X_1,\dots,X_n$ is said to have an intraclass covariance structure if the variances of all the $X_i$'s are the same and all the pairwise covariances of the $X_i$'s are the same. We provide a possibly surprising characterization of such covariance matrices in the case when the $X_i$'s are symmetric Bernoulli random variables.

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