Foruncorrelatedrandomvariables U, V , and W, let X = U + V and Y = U +W.
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Foruncorrelatedrandomvariables U, V , and W, let X = U + V and Y = U +W.
(a) Showthatcov(X,Y ) = var(U) and
(b) Forsomescaling,suppose X = math achievementtestscore, Y = verbalachievementtest score, U = intelligence(e.g.,IQ), V = time studyingmath, W = time studyingverbal.
Explain howcorr(X,Y ) changesasvar(U) increases, forfixedvar(V ) and var(W).
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Related Book For
Foundations Of Statistics For Data Scientists With R And Python
ISBN: 9780367748456
1st Edition
Authors: Alan Agresti
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