a. Use the general formula for the variance of a linear combination to write an expression for
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b. By considering V(aX - Y), conclude that r # 1.
c. Use the fact that V(W) = 0 only if W is a constant to show that ρ = 1 only if Y = aX + b.
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Related Book For
Probability And Statistics For Engineering And The Sciences
ISBN: 9781305251809
9th Edition
Authors: Jay L. Devore
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