How Many Variables Can Repel Equally
Random variables $X_1, \dots, X_n$ each have variance 1, and every pair has correlation exactly $-3/20$. What is the largest $n$ for which such variables can exist?
Related problems & prerequisites
Worth solving first
- Correlation of Sum and Difference 2.0/10
- Variance of Two Dice 2.0/10
Source: Classic positive-semidefiniteness argument; no single originator. Statement written for AxiomIQ.