Suppose, as in Problem 5.2.9, that all observations x1 , x2 , ••• , xn are replaced by yi = axi + b. (a) Show that if a = 1, then This implies that if the same constant is added to a set of n...

Suppose, as in Problem 5.2.9, that all observations x1 , x2 , ••• ,

xn are replaced by yi = axi + b.

(a) Show that if a = 1, then

This implies that if the same constant is added to a set of n

observations, then the variance is not changed.

(b) Show that if a is any real value, then