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

Question

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.

Jerry · Answer

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.

Jerry · Answer

cor(X,Y) = cov(X,V) / sqrt(var(X)* var(Y))

Jerry · Answer

Anyone?