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Thread: Help finding coefficient correlations

  1. #1
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    Help finding coefficient correlations

    Suppose that Y1 and Y2 have a coefficient correlation of p=.2
    What is the coefficient correlation between

    a. 1+2Y1 and 3+4Y2
    b. 1+2Y1 and 3-4Y2
    c. 1-2Y1 and 3-4Y2
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  2. #2
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    Re: Help finding coefficient correlations

    What definition of "correlation coefficient" (or "coefficient of correlation" but not "coefficient correlation") are you using?
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  3. #3
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    Re: Help finding coefficient correlations

    p=Cov(Y1,Y2)/(sigma1sigma2)
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  4. #4
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    Re: Help finding coefficient correlations

    Good. Now what is Cov(Y1, Y2) and what are sigma1 and sigma2 for each problem?
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  5. #5
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    Re: Help finding coefficient correlations

    That's the problem I'm having with the question, all the information in my first post is the information I was given. There were no parameters, variance or covariance given
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  6. #6
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    Re: Help finding coefficient correlations

    Hey sherloes.

    Hint - Try expanding out the definition for the combination of random variables.
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  7. #7
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    Re: Help finding coefficient correlations

    Thanks, I'll try that
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