3.4.42hard二级题目发布者: ai-batch题干设随机向量 (X1,X2,X3)(X_1, X_2, X_3)(X1,X2,X3) 的相关系数分别为 ρ12,ρ23,ρ31\rho_{12},\rho_{23},\rho_{31}ρ12,ρ23,ρ31，证明 ρ122+ρ232+ρ312≤1+2ρ12ρ23ρ31.\rho_{12}^2 + \rho_{23}^2 + \rho_{31}^2 \le 1 + 2\rho_{12}\rho_{23}\rho_{31}.ρ122+ρ232+ρ312≤1+2ρ12ρ23ρ31.