Chapter 5.8, Problem 111E

a.

To determine

Prove that the correlation coefficient between $W_1$ and $W_2$ is such that, $\left|{\rho }_{Y_1,Y_2}\right|=\left|{\rho }_{W_1,W_2}\right|$, where the correlation coefficient between $Y_1$ and $Y_2$ is ${\rho }_{Y_1,Y_2}$, with $W_1=a+b{Y}_1$ and $W_2=c+d{Y}_2$.

b.

To determine

Explain whether the obtained result explains the results obtained in Exercise 5.110.