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 ?
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
-
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 thesame 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 ?
-
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