If the RVSX1, X2, ..., Xn all have the same variance s and he correlation oxil ficient between each pair (X;, X;), i +jof them is p, show that the correlation coefficient 2n between E1 X; and X; is пр 1+(n-1)p

Big Ideas Math A Bridge To Success Algebra 1: Student Edition 2015
1st Edition
ISBN:9781680331141
Author:HOUGHTON MIFFLIN HARCOURT
Publisher:HOUGHTON MIFFLIN HARCOURT
Chapter4: Writing Linear Equations
Section: Chapter Questions
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If the RVSX1, X2,..., X, all have
n
.2
the same variance s and he
correlation oxil ficient between each
pair (X;, X;), i # jof them is p,
show that the correlation coefficient
2n
between -1 X; and Li=n+1
X; is
%3D1
пр
1+(n-1)p
Transcribed Image Text:If the RVSX1, X2,..., X, all have n .2 the same variance s and he correlation oxil ficient between each pair (X;, X;), i # jof them is p, show that the correlation coefficient 2n between -1 X; and Li=n+1 X; is %3D1 пр 1+(n-1)p
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