Let rpnbspbe the pearson product moment correlation

Question

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.