作者imgodya (許我一個PhD)
看板Statistics
標題[問題] 相關問題
時間Thu Feb 14 11:04:04 2008
小弟不才 最近遇到一個問題想請板上大大們幫忙一下
Let X and Y be two random variables with E[X]=ux, E[Y]=uy,
Var[X]=(sigmaX)^2, Var[Y]=(sigmaY)^2.
Let p=Corr(X,Y) denote the correlation of X and Y.
(a)Define X*=(X-ux)/sigmaX and Y*=(Y-uy)/sigmaY. Find the correlation
of X* and Y*.
(b)Show -1 <= p <= 1.
目前毫無頭緒 想請問要如何解決這問題呢?
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1F：推 JimCroce:a&b)請用定義去做P.S.:b)可用:Cauchy-Schwarz Inequality 02/14 14:03