Show that the correlation coefficient between Wj and W2, pw,,W2, is such that |pyj.Y2| = lew1,w2l- a

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Chapter1: Starting With Matlab
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5.113
Suppose that Y1 and Y, have correlation coefficient py,.Y, and for constants a, b, c and d let
Wi = a +bYj and W2 = c +dY2.
a Show that the correlation coefficient between W1 and W2, pw,,w,, is such that |pr,.Y2| =
lewi,wzl-
b Does this result explain the results that you obtained in Exercise 5.110?
Transcribed Image Text:5.113 Suppose that Y1 and Y, have correlation coefficient py,.Y, and for constants a, b, c and d let Wi = a +bYj and W2 = c +dY2. a Show that the correlation coefficient between W1 and W2, pw,,w,, is such that |pr,.Y2| = lewi,wzl- b Does this result explain the results that you obtained in Exercise 5.110?
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