A Correlation Matrix Must Always Be Symmetric,so That the Correlations

question 34

True/False

A correlation matrix must always be symmetric,so that the correlations above the diagonal are a mirror image of those below it.

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Definitions:

Standard Normal

A special case of the normal distribution with a mean of zero and a standard deviation of one.

Random Variable

A random variable is a variable whose values depend on outcomes of a random phenomenon, used in probability and statistics to model real-world processes.

Negative Value

A numerical value less than zero, indicating a deficit or loss in a particular context.

Standard Normal

A standard normal distribution characterized by a mean of 0 and a standard deviation of 1.