Results 1 to 2 of 2

Math Help - correlation coefficient

  1. #1
    Newbie
    Joined
    Dec 2012
    From
    Mumbai
    Posts
    3

    correlation coefficient

    The correlation coefficient between x and y is 0.85


    Statement 1-then the correlation coefficient between x/2 and y/2 is 0.85/2
    Statement 2-then the correlation coefficient between - X and Y is - 0.85


    how are above two statements true?
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Member
    Joined
    Oct 2008
    Posts
    77
    Thanks
    1

    Re: correlation coefficient

    Use the definition of the correlation coefficient

     \frac{E[XY]-E[X]E[Y]}{\sigma(x) \sigma(y)} and these properties
     E[aX] = aE[X] and  Var(aX) = a^2Var(X) .

    Also i believe the first statement is not true. I get that  Cov(X/2,Y/2) = 1/4Cov(X,Y) and that
     \sigma_{X/2} = \sqrt{Var(X/2)} = \sqrt{1/4Var(X)} = 1/2\sigma_X
    You can find the variance of  Y/2 the same way. Giving us that statement 1 is 0.85.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Coefficient of correlation
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: April 5th 2011, 08:14 AM
  2. Replies: 0
    Last Post: February 25th 2011, 01:15 AM
  3. Replies: 1
    Last Post: December 11th 2010, 11:16 PM
  4. correlation coefficient
    Posted in the Statistics Forum
    Replies: 0
    Last Post: January 24th 2010, 02:53 PM
  5. correlation coefficient help
    Posted in the Advanced Statistics Forum
    Replies: 6
    Last Post: January 7th 2010, 05:57 PM

Search Tags


/mathhelpforum @mathhelpforum