Establish the Lagrange Identity, that for any numbers a1, a2,..., an and b1,b2,..., bn, Use the identity

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Establish the Lagrange Identity, that for any numbers a1, a2,..., an and b1,b2,..., bn,
Establish the Lagrange Identity, that for any numbers a1, a2,...,

Use the identity to show that the correlation coefficient is equal to 1 if and only if all of the sample points lie on a straight line (Wright 1992). (Hint: Establish the identity for n = 2; then induct.)

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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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