Administrator
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Covariance between y and z, Cov(y, z) = Cov(y, 2x+5) = 2Cov(y,x)
Standard deviation of z, SD(z) = SD(2x+5) = 2SD(x)
So, Correlation between y and z, Corr(y, z) = Cov(y, z) /(SD(y)SD(z)) = 2Cov(y, x) /(2SD(y)SD(x)) = Cov(y, x) /(SD(y)SD(x)) = Corr(y, x) = 0.36
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