Show that the correlation coefficient between Y and X is unaffected if you use a linear transformation in both variables. That is, show that corr(X,Y)= corr(X^*, Y^*), where X^* = a + bX and Y^* = c + dY, and where a, b, c, and d are arbitrary non-zero constants.

Question

Quizplus · Accepted Answer

The Answer of Show that the correlation coefficient between Y and X is unaffected if you use a linear transformation in both variables. That is, show that corr(X,Y)= corr(X^*, Y^*), where X^* = a + bX and Y^* = c + dY, and where a, b, c, and d are arbitrary non-zero constants.

Show That the Correlation Coefficient Between Y and X Is