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For bivariate data, the regression coefficient of Y on X is 0.4 and the regression coefficient of X on Y is 0.9. Find the value of the variance of Y if the variance of X is 9. - Mathematics and Statistics

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प्रश्न

For bivariate data, the regression coefficient of Y on X is 0.4 and the regression coefficient of X on Y is 0.9. Find the value of the variance of Y if the variance of X is 9.

योग
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उत्तर

Given: bYX = 0.4, bXY = 0.9,

var(x) = 9; var(y) =?

r = `+-sqrt("b"_"YX"."b"_"XY")`

= `+-sqrt(0.4 xx 0.9)`

= `+-sqrt0.36`

r = 0.6

∵ `"b"_"YX" - "b"_"XY" > 0`

var(x) = 9

`sigma_"X" = sqrt("var(x)")`

= `sqrt9 = 3`

Now, `"b"_"YX" = "r" xx sigma_"Y"/sigma_"X"`

∴ `0.4 = 0.6 xx sigma_"Y"/3`

∴ `0.4 = 0.2 xx sigma_"Y"`

∴ `sigma_"Y" = 0.4/0.2 = 2`

var(y) = `sigma_"y"^2`

= 22 = 4

∴ `sigma^2` = 4

∴  The value of variance of Y is 4.

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Properties of Regression Coefficients
  क्या इस प्रश्न या उत्तर में कोई त्रुटि है?
अध्याय 3: Linear Regression - Exercise 3.3 [पृष्ठ ५०]

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बालभारती Mathematics and Statistics 2 (Commerce) [English] Standard 12 Maharashtra State Board
अध्याय 3 Linear Regression
Exercise 3.3 | Q 4 | पृष्ठ ५०

संबंधित प्रश्न

For bivariate data. `bar x = 53, bar y = 28, "b"_"YX" = - 1.2, "b"_"XY" = - 0.3` Find estimate of Y for X = 50.


From the data of 7 pairs of observations on X and Y, following results are obtained.

∑(xi - 70) = - 35,  ∑(yi - 60) = - 7,

∑(xi - 70)2 = 2989,    ∑(yi - 60)2 = 476, 

∑(xi - 70)(yi - 60) = 1064

[Given: `sqrt0.7884` = 0.8879]

Obtain

  1. The line of regression of Y on X.
  2. The line regression of X on Y.
  3. The correlation coefficient between X and Y.

You are given the following information about advertising expenditure and sales.

  Advertisement expenditure
(₹ in lakh) (X)
Sales (₹ in lakh) (Y)
Arithmetic Mean 10 90
Standard Mean 3 12

Correlation coefficient between X and Y is 0.8

  1. Obtain the two regression equations.
  2. What is the likely sales when the advertising budget is ₹ 15 lakh?
  3. What should be the advertising budget if the company wants to attain sales target of ₹ 120 lakh?

Two samples from bivariate populations have 15 observations each. The sample means of X and Y are 25 and 18 respectively. The corresponding sum of squares of deviations from respective means is 136 and 150. The sum of the product of deviations from respective means is 123. Obtain the equation of the line of regression of X on Y.


An inquiry of 50 families to study the relationship between expenditure on accommodation (₹ x) and expenditure on food and entertainment (₹ y) gave the following results: 

∑ x = 8500, ∑ y = 9600, σX = 60, σY = 20, r = 0.6

Estimate the expenditure on food and entertainment when expenditure on accommodation is Rs 200.


The two regression equations are 5x − 6y + 90 = 0 and 15x − 8y − 130 = 0. Find `bar x, bar y`, r.


Find the line of regression of X on Y for the following data:

n = 8, `sum(x_i - bar x)^2 = 36, sum(y_i - bar y)^2 = 44, sum(x_i - bar x)(y_i - bar y) = 24`


The following results were obtained from records of age (X) and systolic blood pressure (Y) of a group of 10 men.

  X Y
Mean 50 140
Variance 150 165

and `sum (x_i - bar x)(y_i - bar y) = 1120`. Find the prediction of blood pressure of a man of age 40 years.


The equations of two regression lines are 10x − 4y = 80 and 10y − 9x = − 40 Find:

  1. `bar x and bar y`
  2. bYX and bXY
  3. If var (Y) = 36, obtain var (X)
  4. r

Choose the correct alternative:

If for a bivariate data, bYX = – 1.2 and bXY = – 0.3, then r = ______


Choose the correct alternative:

If the regression equation X on Y is 3x + 2y = 26, then bxy equal to 


Choose the correct alternative:

Both the regression coefficients cannot exceed 1


State whether the following statement is True or False:

If byx = 1.5 and bxy = `1/3` then r = `1/2`, the given data is consistent


State whether the following statement is True or False: 

If bxy < 0 and byx < 0 then ‘r’ is > 0


The following data is not consistent: byx + bxy =1.3 and r = 0.75


State whether the following statement is True or False: 

If u = x – a and v = y – b then bxy = buv 


State whether the following statement is True or False:

Regression coefficient of x on y is the slope of regression line of x on y


If n = 5, ∑xy = 76, ∑x2 = ∑y2 = 90, ∑x = 20 = ∑y, the covariance = ______


|bxy + byx| ≥ ______


If the sign of the correlation coefficient is negative, then the sign of the slope of the respective regression line is ______


Given the following information about the production and demand of a commodity.
Obtain the two regression lines:

  ADVERTISEMENT (x)
(₹ in lakhs)
DEMAND (y)
(₹ in lakhs)
Mean 10 90
Variance 9 144

Coefficient of correlation between x and y is 0.8.
What should be the advertising budget if the company wants to attain the sales target of ₹ 150 lakhs?


Mean of x = 53

Mean of y = 28

Regression coefficient of y on x = – 1.2

Regression coefficient of x on y = – 0.3

a. r = `square`

b. When x = 50,

`y - square = square (50 - square)`

∴ y = `square`

c. When y = 25,

`x - square = square (25 - square)`

∴ x = `square`


x y xy x2 y2
6 9 54 36 81
2 11 22 4 121
10 5 50 100 25
4 8 32 16 64
8 7 `square` 64 49
Total = 30 Total = 40 Total = `square` Total = 220 Total = `square`

bxy = `square/square`

byx = `square/square`

∴ Regression equation of x on y is `square`

∴ Regression equation of y on x is `square`


The following results were obtained from records of age (x) and systolic blood pressure (y) of a group of 10 women.

  x y
Mean 53 142
Variance 130 165

`sum(x_i - barx)(y_i - bary)` = 1170


|bxy + byz| ≥ ______.


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