What Intraclass Covariance Structures Can Symmetric Bernoulli Random Variables Have?

Iosif Pinelis

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arXiv · 2210.01653

What Intraclass Covariance Structures Can Symmetric Bernoulli Random Variables Have?

Iosif Pinelis

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Abstract

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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Iosif Pinelis. 2022-10-04. What Intraclass Covariance Structures Can Symmetric Bernoulli Random Variables Have?. https://arxiv.org/abs/2210.01653

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