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Question
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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Solution
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.
RELATED QUESTIONS
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| Mean | 85 | 90 |
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| Sales | Adv. Exp. | |
| Mean | 40 | 6 |
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For certain bivariate data the following information is available.
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| Mean | 13 | 17 |
| S.D. | 3 | 2 |
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- Correlation coefficient between X and Y.
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In a partially destroyed record, the following data are available: variance of X = 25, Regression equation of Y on X is 5y − x = 22 and regression equation of X on Y is 64x − 45y = 22 Find
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The two regression lines between height (X) in inches and weight (Y) in kgs of girls are,
4y − 15x + 500 = 0
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Choose the correct alternative:
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State whether the following statement is True or False:
If bxy < 0 and byx < 0 then ‘r’ is > 0
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Corr(x, x) = 1
|bxy + byx| ≥ ______
The value of product moment correlation coefficient between x and x is ______
If u = `(x - 20)/5` and v = `(y - 30)/4`, then byx = ______
byx is the ______ of regression line of y on x
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| Mean | 13 | 17 |
| Standard Deviation | 3 | 2 |
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| 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`
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The regression equation of y on x is 2x – 5y + 60 = 0
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`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` |
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| x | y | |
| Mean | 53 | 142 |
| Variance | 130 | 165 |
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