Suppose that Y1 and Y2 have correlation coefficient Y1,Y2 and for constants a, b, c and

Chapter 5, Problem 5.113

(choose chapter or problem)

Suppose that Y1 and Y2 have correlation coefficient Y1,Y2 and for constants a, b, c and d let W1 = a + bY1 and W2 = c + dY2. a Show that the correlation coefficient between W1 and W2, W1,W2 , is such that |Y1,Y2 | = |W1,W2 |. b Does this result explain the results that you obtained in Exercise 5.110?

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