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QUESTION

Show that the sample standard deviation of the linear transformation Yi = a + bXi , i = 1, . , n is related to the sample standard deviation of X1, ....

Show that the sample standard deviation of the linear transformation Yi = a + bXi , i = 1, . . . , n is related to the sample standard deviation of X1, . . . , Xn through the following equation: sY = |b|sX. 

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