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Choose the correct alternative: Find the value of the covariance between X and Y, if the regression coefficient of Y on X is 3.75 and σx = 2, σy = 8

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Question

Choose the correct alternative:

Find the value of the covariance between X and Y, if the regression coefficient of Y on X is 3.75 and σx = 2, σy = 8

Options

  • 7

  • 30

  • 15

  • 1.875

MCQ
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Solution

15

shaalaa.com
Properties of Regression Coefficients
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Chapter 2.3: Linear Regression - Q.1

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


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

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b. When x = 50,

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

∴ y = `square`

c. When y = 25,

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

∴ x = `square`


If byx > 1 then bxy is _______.


|bxy + byz| ≥ ______.


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