Dear all,
this is more a math-related question, but probably can help me nevertheless:
Assume I have two random variables: A and B.
Furthermore assume that I know the Pearson Correlation Coefficient between A
and B: cor(A,B)
I now define C = 1-(A+B).
Is there some way to determine cor(C,A) and cor(C,B)?
Or, to put it differently, what is cor(1-A-B)?
I know that the Pearson Correlation Coefficient is not additive, but
probably there is still some way to solve that.
Thanks very much in advance,
Michael
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