Dear ALL,
I am trying to prove the following assumption:
is it true that the sum of all elements of a covariance matrix is less or equal
than the sum of the corresponding diagonal elements (i.e. the sum of the
variances)?
I can also put it in another way: Is it true that the sum of the off diagonal
elements of a covariance matrix is negative (or equal to zero)?
If it is not true in general, is there a situation when it it always true?
This assumption holds in several simulation studies I implemented, but I cannot
find a general rule.
Any advice will be appreciated!
Anna Gigli
--
Italy repudiates war[...] as a way of resolution of international
controversies [Art. 11 Constitution of the Italian Republic]
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