Combining Correlated Vectors
MathematicsHard
We have three pairs of vectors (x₁,y₁), (x₂,y₂), (x₃,y₃) that are each negatively correlated, we append them to create two vectors x = [x₁, x₂, x₃] and y = [y₁, y₂, y₃]
What can be said about the correlation of (x,y)? Is it always positive, negative, or zero?