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Unformatted text preview: Stat 135, Fall 2006 HOMEWORK 9 (due Friday 11/17) You have two weeks to do these problems. If you decide to take a week off and just do them in the second week, you will not find me helpful. On Tuesday 11/14 I will help you with at most three problems, and on Thursday 11/16, I will help you with at most one part of one problem. 1. 12.26. 2. 12.27. 3. 12.28. 4. Let X and Y be two square-integrable random variables. That means E ( X 2 ) and E ( Y 2 ) are both finite. Define the correlation between X and Y to be R ( X, Y ) = E h X- E ( X ) SD ( X ) Y- E ( Y ) SD ( Y ) i Let X * be X in standard units, so that X * = ( X- E ( X )) /SD ( X ). Let Y * be Y in standard units. a) Show that R ( X, Y ) = R ( Y, X ) = R ( X * , Y * ). This means that the correlation between two variables does not depend on the order of the variables nor on the units in which the variables were measured. b) Show that- 1 R ( X, Y ) 1....
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This note was uploaded on 03/27/2012 for the course MATH 11 taught by Professor Jagoda during the Spring '12 term at Solano Community College.
- Spring '12