English

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

Advertisements
Advertisements

Question

State whether the following statement is True or False:

Cov(x, x) = Variance of x

Options

  • True

  • False

MCQ
True or False
Advertisements

Solution

True

shaalaa.com
Properties of Regression Coefficients
  Is there an error in this question or solution?
Chapter 2.3: Linear Regression - Q.2

RELATED QUESTIONS

For bivariate data. `bar x = 53, bar y = 28, "b"_"YX" = - 1.2, "b"_"XY" = - 0.3` Find estimate of Y for X = 50.


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?

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.


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.


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.
  3. Standard deviation of Y.

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

  1. Mean values of X and Y
  2. Standard deviation of Y
  3. Coefficient of correlation between X and Y.

If the two regression lines for a bivariate data are 2x = y + 15 (x on y) and 4y = 3x + 25 (y on x), find

  1. `bar x`,
  2. `bar y`,
  3. bYX
  4. bXY
  5. r [Given `sqrt0.375` = 0.61]

For certain X and Y series, which are correlated the two lines of regression are 10y = 3x + 170 and 5x + 70 = 6y. Find the correlation coefficient between them. Find the mean values of X and Y.


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


Choose the correct alternative:

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


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


State whether the following statement is True or False: 

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


State whether the following statement is True or False: 

If u = x – a and v = y – b then bxy = buv 


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 ______


The equations of two lines of regression are 3x + 2y – 26 = 0 and 6x + y – 31 = 0. Find variance of x if variance of y is 36


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
(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.


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


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`


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`


If byx > 1 then bxy is _______.


The following results were obtained from records of age (x) and systolic blood pressure (y) of a group of 10 women.

  x y
Mean 53 142
Variance 130 165

`sum(x_i - barx)(y_i - bary)` = 1170


|bxy + byz| ≥ ______.


Share
Notifications

Englishहिंदीमराठी


      Forgot password?
Use app×