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Math Help - correlation proof

  1. #1
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    correlation proof

    Hi guys. I'm not quite sure if this belongs in here but here goes.
    We must prove that y=a+bx for b<0 is perfectly negatively correlated.
    Here is what I know. I know that a correlation coefficient r(x,y) = \frac{cov Rx,Ry}{(sigmaX)(sigmaY)}

    I have the answer but i do not get where or why there is an E in there. If anyone could explain this it would be fantastic. Thank you
    Chris
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  2. #2
    Junior Member
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    Re: correlation proof

    By definition of variance

    Var(Y)=E((Y-\mu)^2) where \mu=E(Y) so the proof just substitutes into this formula where y=a-bx

    Can you follow it now?
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