# Correlation Coefficient Of Linear Functions

Let X1, X2, and X3 be random variables with equal variances but with correlation coefficients rho12=0.3, rho13=0.5, and rho23=0.2 Find the correlation coefficient of the linear functions Y=X1+X2 and Z=X2+X3.

© BrainMass Inc. brainmass.com December 15, 2020, 11:42 am ad1c9bdddfhttps://brainmass.com/statistics/correlation/correlation-coefficient-linear-functions-44863

#### Solution Preview

Please see attachment for complete solution.

Let X1, X2, and X3 be random variables with equal variances but with correlation coefficients ...

#### Solution Summary

The solution is comprised of a detailed step by step explanation of how to find the correlation coefficient of linear functions.

$2.19