Let $$X$$, $$Y$$ and $$Z$$ be random variables. Suppose that both $$X$$ and $$Y$$ are positively correlated with $$Z$$. Are $$X$$ and $$Y$$ positively correlated?


1. Here $$N(\mu,\sigma^2)$$ denotes the normal distribution with mean $$\mu$$ and variance $$\sigma^2$$. ↩︎