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Suppose X is a random variable and Y = aX + b is a linear function of X. Show that the correlation of X and Y is 1 if a < 0.
11 years ago

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Jerry
CORRECTION:
Suppose X is a random variable and Y = aX + b is a linear function of X. Show that the correlation of X and Y is -1 if a < 0.
11 years ago
Jerry
cor(X,Y) = cov(X,V) / sqrt(var(X)* var(Y))
11 years ago
Jerry
Anyone?
11 years ago

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