Product moment correlation coefficient defined

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Let r_p be the Pearson product moment correlation coefficient defined in (8.78). Show that r_s (8.63) is simply this Pearson product moment correlation coefficient applied to the rank vectors (R₁, ... , R_n) and (S₁, ... , S_n) instead of the original (X₁, ... , X_n ) and (Y₁, ... , Y_n ) vectors.

Reference no: EM131108503

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