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https://stats.stackexchange.com/questions/66775/attainable-correlations-for-exponential-random-variables

With reference to the above link I want to ask if it is impossible to generate two exponential distributions with correlation -1 ?

Community
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Mayank Raj
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1 Answers1

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That is correct, it is impossible to generate two exponentials with a correlation of -1. Basically, this is because of the asymmetry around the mean.

pjs
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