Let be $\rho$ the Pearson correlation coefficient.
Do we have $\rho(X,Y) = \rho(e^X, e^Y)$ ?
Some help would be appreciated
Let be $\rho$ the Pearson correlation coefficient.
Do we have $\rho(X,Y) = \rho(e^X, e^Y)$ ?
Some help would be appreciated
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Solution: no
Hint: prove it applying Jensen inequality