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State whether the following statement is True or False: Cov(x, x) = Variance of x - Mathematics and Statistics

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प्रश्न

State whether the following statement is True or False:

Cov(x, x) = Variance of x

विकल्प

  • True

  • False

MCQ
सत्य या असत्य
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उत्तर

True

shaalaa.com
Properties of Regression Coefficients
  क्या इस प्रश्न या उत्तर में कोई त्रुटि है?
अध्याय 2.3: Linear Regression - Q.2

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.


Bring out the inconsistency in the following:

bYX = 1.9 and bXY = - 0.25


Bring out the inconsistency in the following:

bYX = 2.6 and bXY = `1/2.6`


For a certain bivariate data

  X Y
Mean 25 20
S.D. 4 3

And r = 0.5. Estimate y when x = 10 and estimate x when y = 16


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.


For 50 students of a class, the regression equation of marks in statistics (X) on the marks in accountancy (Y) is 3y − 5x + 180 = 0.  The variance of marks in statistics is `(9/16)^"th"` of the variance of marks in accountancy. Find the correlation coefficient between marks in two subjects.


For a bivariate data, `bar x = 53`, `bar y = 28`, byx = −1.5 and bxy = −0.2. Estimate y when x = 50.


The equations of two regression lines are x − 4y = 5 and 16y − x = 64. Find means of X and Y. Also, find correlation coefficient between X and Y.


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


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

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


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


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


If u = `(x - "a")/"c"` and v = `(y - "b")/"d"`, then bxy = ______ 


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 ______


byx is the ______ of regression line of y on x


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

Obtain the two regression lines:

  Production
(X)
Demand
(Y)
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`


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`


For a bivariate data:

`sum(x - overlinex)^2` = 1200, `sum(y - overliney)^2` = 300, `sum(x - overlinex)(y - overliney)` = – 250

Find: 

  1. byx
  2. bxy
  3. Correlation coefficient between x and y.

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