Question: 2.32. (Sec. 2.5) (a) Show that finding Ot to maXimize the absolute value of the correlation hetween Xi and Ot' X(2) is equivalent to maximizing

2.32. (Sec. 2.5)

(a) Show that finding Ot to maXimize the absolute value of the correlation hetween Xi and Ot' X(2) is equivalent to maximizing (u;i)Ot)l subject to Ot'l:220t constant.

(b) Find Ot by maximizing (u(i)OtJ2 - A(Ot '::;22 Ot - C), where c is a constant and A is a Lagrange multiplier. 4J

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