2. Properties of coefficient of correlation:-
1) The coefficient of correlation always lies between -1 and
+1 i.e, โ1 โค ๐ โค +1
2) The correlation coefficient is symmetrical with respect to
X and Y i.e ๐๐ฅ๐ฆ = ๐๐ฆ๐ฅ
3) The coefficient of correlation is the geomatric mean of the
two regression coefficient.
r = โ๐ ร ๐ Or r = โ ๐ ๐ฆ๐ฅ ร ๐ ๐ฅ๐ฆ
4) It does not depend upon the units employed
5) It is independent of orgin and unit of measurement
6) The coefficient of cerrelation is unaffected by change of
origin and scale i.e ๐๐ฅ๐ฆ = ๐๐ข๐ฃ
7) The coefficient of cerrelation is a pure number.
3. Example-7:
i) Calculate regression co-efficient by๐ฅ and ๐๐ฅ๐ฆ and
calculate correlation with the help of regression
coefficients for the following pairs of observations.
ii) Calculate Karl Pearsonโs coefficient of correlation and
then verify that.
X 1 2 3 4 5 6 7 8
Y 12 14 16 18 20 22 24 26
Solution:
We know that the correlation coefficient is the geometric mean of the
two regression coefficients.
๐ = โ๐๐ฆ๐ฅ ร ๐๐ฅ๐ฆ
๐๐ฆ๐ฅ =
๐โ๐ฅ๐ฆโโ๐ฅโ๐ฆ
๐โ๐ฅ2โ(โ๐ฅ)2
๐๐ฅ๐ฆ =
๐โ๐ฅ๐ฆโโ๐ฅโ๐ฆ
๐โ๐ฆ2โ(โ๐ฆ)2
The necessary calculations for regression coefficients are given
below.
๐ ๐ ๐๐ ๐ ๐
๐ ๐
1 12 12 1 144
2 14 28 4 196
3 16 48 9 256
4 18 72 16 324
5 20 100 25 400
6 22 132 36 484
7 24 168 49 576
8 26 208 64 676
โx=36 โy=152 โxy=768 โx2
=204 โy2
=3056
4. ๐๐ฆ๐ฅ =
๐โ๐ฅ๐ฆโโ๐ฅโ๐ฆ
๐โ๐ฅ2โ(โ๐ฅ)2
๐๐ฆ๐ฅ =
8(768)โ(36)(152)
8(204)โ(36)2
๐๐ฆ๐ฅ =
6144โ5472
1632โ1296
๐๐ฆ๐ฅ =
672
336
๐๐ฆ๐ฅ = 2
๐๐ฅ๐ฆ =
๐โ๐ฅ๐ฆโโ๐ฅโ๐ฆ
๐โ๐ฆ2โ(โ๐ฆ)2
๐๐ฅ๐ฆ =
8(768)โ(36)(152)
8(3056)โ(152)2
๐๐ฅ๐ฆ =
6144โ5472
24448โ23104
๐๐ฅ๐ฆ =
672
1344
๐๐ฅ๐ฆ = 0.5
We know that correlation coefficient is the geometric mean of the two
regression coefficients i.e.
๐ = โ๐๐ฆ๐ฅ ร ๐๐ฅ๐ฆ
๐ = โ2 ร 0.5
๐ = ๐
6. Example-8:
If ๐ ๐ฆ๐ฅ = 51.9 and ๐ ๐ฅ๐ฆ = 0.019
Find coefficient of determination
Solution:
๐๐ฅ๐ฆ
2
= ๐ ๐ฆ๐ฅ ร ๐ ๐ฅ๐ฆ ร 100
๐๐ฅ๐ฆ
2
= (51.9)(0.019) ร 100
๐ ๐๐
๐
= ๐๐. ๐๐%
It means that 98.61% of the variation in the ๐ฆ-variable is explained or
accounted for ๐๐ฆ variation in the ๐ฅ-variable.
Example-9:
For the following two sets, the regression lines for each set are
respectively.
i) ๐ฆ = 1.94๐ฅ + 10.83 (๐ฆ ๐๐ ๐ฅ) and
๐ฅ = 0.15๐ฆ + 6.18 (๐ฅ ๐๐ ๐ฆ)
ii) ๐ฆ = โ1.96๐ฅ + 15 (๐ฆ ๐๐ ๐ฅ) and
๐ฅ = โ0.45๐ฆ + 7.16 (๐ฅ ๐๐ ๐ฆ)
Find coefficient of correlation in each case.
Solution:
i) Regression coefficient ๐ฆ on ๐ฅ (๐๐ฆ๐ฅ) = 1.94
Regression coefficient ๐ฅ on ๐ฆ (๐๐ฅ๐ฆ) = 0.15
๐ = โ๐๐ฆ๐ฅ ร ๐๐ฅ๐ฆ
๐ = โ(1.94)(0.15)
๐ = ๐. ๐๐
7. ii) Regression coefficient ๐ฆ on ๐ฅ (๐๐ฆ๐ฅ) = โ1.96
Regression coefficient ๐ฅ on ๐ฆ (๐๐ฅ๐ฆ) = โ0.45
๐ = โ๐๐ฆ๐ฅ ร ๐๐ฅ๐ฆ
๐ = โ(1.96)(0.45)
๐ = โ๐. ๐๐
It is to be noted when both regression coefficients are negative then
โ๐โ is also negative.
Example-10:
If ๐ = 18, โ๐ฅ = 638, โ๐ฆ = 41, โ๐ฅ๐ฆ = 1569.5, โ๐ฅ2
= 25814,
โ๐ฆ2
= 101.45
i) Find simple coefficient of correlation.
ii) If ๐ข =
๐ฅโ3
5
and ๐ฃ =
๐ฆ
20
then what would be the coefficient of
correlation between ๐ข and ๐ฃ.
Solution:
๐ =
๐โ๐ฅ๐ฆ โ (โ๐ฅ)(โ๐ฆ)
โ{๐(โ๐ฅ2) โ (โ๐ฅ)2}{๐(โ๐ฆ2) โ (โ๐ฆ)2}
๐ =
18(1569.5) โ (638)(41)
โ{18(25814) โ (638)2}{18(101.45) โ (41)2}
๐ =
28251 โ 26158
โ(464652 โ 407044)(18261 โ 1681)