[EMAIL PROTECTED] (rishi) wrote in message news:<[EMAIL PROTECTED]>...
> A further question - assume x,y,z are mean zero normally-distributed variables.
> 
> Given three correlation coefficients Pxy, Pxz, Pyz
> 
> How are they related?

It depends.

> In particular, is it true that
> 
> Pxy*Pxz = Pyz?

Not in general.

Glen
.
.
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