Question: Establish the Lagrange Identity, that for any numbers a1, a2,..., an and b1,b2,..., bn, Use the identity to show that the correlation coefficient is equal

Establish the Lagrange Identity, that for any numbers a1, a2,..., an and b1,b2,..., bn,

Use the identity to show that the correlation coefficient is equal to 1 if and only if all of the sample points lie on a straight line (Wright 1992). (Hint: Establish the identity for n = 2; then induct.)

2 n-1 n 72 a,b

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