If anyone wants an interactive visual for the correlation upper and lower bounds, I made one for myself here: https://www.math3d.org/chXa4xZrC.
The x, y, and z axes are the correlations between X and Y, and Y and Z, and X and Z respectively. Everything inside the blue surface is possible. There are also some sliders to help visualize level sets.
If anyone wants an interactive visual for the correlation upper and lower bounds, I made one for myself here: https://www.math3d.org/chXa4xZrC.
The x, y, and z axes are the correlations between X and Y, and Y and Z, and X and Z respectively. Everything inside the blue surface is possible. There are also some sliders to help visualize level sets.