Task of the day (a) If Z=aX+ bY and r is the correlation coefficient between X and Y, show that o=a²oy² + b²oy² + 2abrox Oy. (b) Show that the correlation coefficient r between two random variables X and Y is given by Y = = (0x² + 0x²³² - 0²x-y) / 20x Oy, where ox, oy and ox-y are the standard deviations of X, Y and X - Y respectively.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
Task of the day
(a) If Z=aX+ bY and r is the correlation coefficient between X and Y,
show that o²=a²oy² + b²oy² + 2abrox Oy.
(b) Show that the correlation coefficient r between two random variables X and Y is given
by
r = (0x² +0²-0² x - y) / 20x Oy,
where ox, oy and ox-y are the standard deviations of X, Y and X - Y respectively.
Transcribed Image Text:Task of the day (a) If Z=aX+ bY and r is the correlation coefficient between X and Y, show that o²=a²oy² + b²oy² + 2abrox Oy. (b) Show that the correlation coefficient r between two random variables X and Y is given by r = (0x² +0²-0² x - y) / 20x Oy, where ox, oy and ox-y are the standard deviations of X, Y and X - Y respectively.
Expert Solution
steps

Step by step

Solved in 3 steps with 1 images

Blurred answer
Similar questions
  • SEE MORE QUESTIONS
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman