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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.

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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`, byx = −1.2, bxy = −0.3. Find the correlation coefficient between x and y.


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?

Bring out the inconsistency in the following:

bYX + bXY = 1.30 and r = 0.75 


Bring out the inconsistency in the following:

bYX = bXY = 1.50 and r = - 0.9 


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

  X Y
Mean 85 90
S.D. 5 6

The coefficient of correlation between X and Y is 0.6. Also estimate the production when demand is 100.


The following data about the sales and advertisement expenditure of a firms is given below (in ₹ Crores)

  Sales Adv. Exp.
Mean 40 6
S.D. 10 1.5

Coefficient of correlation between sales and advertisement expenditure is 0.9.

Estimate the likely sales for a proposed advertisement expenditure of ₹ 10 crores.


The following data about the sales and advertisement expenditure of a firms is given below (in ₹ Crores)

  Sales Adv. Exp.
Mean 40 6
S.D. 10 1.5

Coefficient of correlation between sales and advertisement expenditure is 0.9.

What should be the advertisement expenditure if the firm proposes a sales target ₹ 60 crores?


Regression equations of two series are 2x − y − 15 = 0 and 3x − 4y + 25 = 0. Find `bar x, bar y` and regression coefficients. Also find coefficients of correlation. [Given `sqrt0.375` = 0.61]


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4y − 15x + 500 = 0
and 20x − 3y − 900 = 0
Find the mean height and weight of the group. Also, estimate the weight of a girl whose height is 70 inches.


If bYX = − 0.6 and bXY = − 0.216, then find correlation coefficient between X and Y. Comment on it.


Choose the correct alternative:

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


Choose the correct alternative:

bxy and byx are ______


Choose the correct alternative:

If r = 0.5, σx = 3, σy2 = 16, then bxy = ______


Choose the correct alternative:

Both the regression coefficients cannot exceed 1


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


If u = `(x - 20)/5` and v = `(y - 30)/4`, then byx = ______


The geometric mean of negative regression coefficients 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?


If n = 5, Σx = Σy = 20, Σx2 = Σy2 = 90 , Σxy = 76 Find Covariance (x,y) 


For a certain bivariate data of a group of 10 students, the following information gives the internal marks obtained in English (X) and Hindi (Y):

  X Y
Mean 13 17
Standard Deviation 3 2

If r = 0.6, Estimate x when y = 16 and y when x = 10


x y `x - barx` `y - bary` `(x - barx)(y - bary)` `(x - barx)^2` `(y - bary)^2`
1 5 – 2 – 4 8 4 16
2 7 – 1 – 2 `square` 1 4
3 9 0 0 0 0 0
4 11 1 2 2 4 4
5 13 2 4 8 1 16
Total = 15 Total = 45 Total = 0 Total = 0 Total = `square` Total = 10 Total = 40

Mean of x = `barx = square`

Mean of y = `bary = square`

bxy = `square/square`

byx = `square/square`

Regression equation of x on y is `(x - barx) = "b"_(xy)  (y - bary)`

∴ Regression equation x on y is `square`

Regression equation of y on x is `(y - bary) = "b"_(yx)  (x - barx)`

∴ Regression equation of y on x is `square`


Mean of x = 25

Mean of y = 20

`sigma_x` = 4

`sigma_y` = 3

r = 0.5

byx = `square`

bxy = `square`

when x = 10,

`y - square = square (10 - square)`

∴ y = `square`


The regression equation of y on x is 2x – 5y + 60 = 0

Mean of x = 18

`2 square -  5 bary + 60` = 0

∴ `bary = square`

`sigma_x : sigma_y` = 3 : 2

∴ byx = `square/square`

∴ byx = `square/square`

∴ r = `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`


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