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

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प्रश्न

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

योग
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उत्तर

Given, Σx = 20, Σy = 20, Σx2 = 90, Σy2 = 90, Σxy = 76, n = 5

Now,

`barx = (sumx)/"n" = 20/5` = 4

`bary = (sumy)/"n" = 20/5` = 4

cov(X, Y) = `1/"n" sumxy - bar(x)  bar(y)`

= `1/5 xx 76 - 4 xx 4`

= 15.2 – 16

= – 0.8

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Properties of Regression Coefficients
  क्या इस प्रश्न या उत्तर में कोई त्रुटि है?
अध्याय 2.3: Linear Regression - Q.4

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.


For bivariate data. `bar x = 53, bar y = 28, "b"_"YX" = - 1.2, "b"_"XY" = - 0.3` Find estimate of X for Y = 25.


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.
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  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:

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∑ 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 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

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In a partially destroyed laboratory record of an analysis of regression data, the following data are legible:

Variance of X = 9
Regression equations:
8x − 10y + 66 = 0
and 40x − 18y = 214.
Find on the basis of above information

  1. The mean values of X and Y.
  2. Correlation coefficient between X and Y.
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Choose the correct alternative:

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


Choose the correct alternative:

If byx < 0 and bxy < 0, then r is ______


Choose the correct alternative:

bxy and byx are ______


Choose the correct alternative:

If r = 0.5, σx = 3, `σ_"y"^2` = 16, then byx = ______


Choose the correct alternative:

Both the regression coefficients cannot exceed 1


State whether the following statement is True or False: 

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


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


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


Arithmetic mean of positive values of regression coefficients is greater than or equal to ______


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?


Given the following information about the production and demand of a commodity.

Obtain the two regression lines:

  Production
(X)
Demand
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Mean 85 90
Variance 25 36

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


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 = 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`


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`


bXY . bYX = ______.


|bxy + byz| ≥ ______.


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