Correlation Coefficient, Regression, and Chebyshev's Theorem
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Calculating Karl Pearson Correlation Coefficient
Question 11: Calculate the coefficient of correlation from the following data:
| X | 12 | 9 | 8 | 10 | 11 | 13 | 7 |
|---|---|---|---|---|---|---|---|
| Y | 14 | 8 | 6 | 9 | 11 | 12 | 3 |
To calculate Karl Pearson's coefficient of correlation (r), we use the formula:
r = ∑dx·dy / √(∑dx2 × ∑dy2)
Where:
- dx = X - X̄
- dy = Y - Ȳ
Step 1: Find the Means
First, calculate the mean of X (X̄) and Y (Ȳ):
X̄ = (12 + 9 + 8 + 10 + 11 + 13 + 7) / 7 = 70 / 7 = 10
Ȳ = (14 + 8 + 6 + 9 + 11 + 12 + 3) / 7 = 63 / 7 = 9
Step 2: Prepare the Calculation Table
| X | Y | dx = X - 10 | dy = Y - 9 | dx2 | dy2 | dx·dy |
|---|---|---|---|---|---|---|
| 12 | 14 | 2 | 5 | 4 | 25 | 10 |
| 9 | 8 | -1 | -1 | 1 | 1 | 1 |
| 8 | 6 | -2 | -3 | 4 | 9 | 6 |
| 10 | 9 | 0 | 0 | 0 | 0 | 0 |
| 11 | 11 | 1 | 2 | 1 | 4 | 2 |
| 13 | 12 | 3 | 3 | 9 | 9 | 9 |
| 7 | 3 | -3 | -6 | 9 | 36 | 18 |
| Total | 28 | 84 | 46 |
Step 3: Substitute into the Formula
Substitute the sums from the table into the correlation formula:
r = 46 / √(28 × 84)
r = 46... Continue reading "Correlation Coefficient, Regression, and Chebyshev's Theorem" »