Let X and Y be random variables, and a and b be constants. ???? a) Show that Cov [aX,bY] = abCov [X,Y] . b) Show that if a > 0 and b > 0, then the correlation coefficient between aX and bY is the same as the correlation coefficient between X and Y . c) Is the correlation coefficient between X and Y unaffected by changes in the units of X and Y ?

Let X and Y be random variables, and a and b be constants. ???? a) Show that Cov [aX,bY] = abCov [X,Y] . b) Show that if a > 0 and b > 0, then the correlation coefficient between aX and bY is the same as the correlation coefficient between X and Y . c) Is the correlation coefficient between X and Y unaffected by changes in the units of X and Y ?

Algebra & Trigonometry with Analytic Geometry

13th Edition

ISBN:9781133382119

Author:Swokowski

Publisher:Swokowski

Chapter10: Sequences, Series, And Probability

Section10.8: Probability

Problem 32E

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