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What Intraclass Covariance Structures Can Symmetric Bernoulli Random Variables Have?

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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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Authors and Affiliations

  1. Michigan Technological University, Houghton, Michigan, USA

    Iosif Pinelis

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  1. Iosif Pinelis
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Correspondence to Iosif Pinelis.

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Pinelis, I. What Intraclass Covariance Structures Can Symmetric Bernoulli Random Variables Have?. Math. Meth. Stat. 31, 165–169 (2022). https://doi.org/10.3103/S1066530722040020

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  • DOI: https://doi.org/10.3103/S1066530722040020

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