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𝑦 = 𝑚𝑥 + 𝑏
𝑦 𝑖𝑠 𝑑𝑒𝑝𝑒𝑛𝑑𝑎𝑛𝑡 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒
𝑥 𝑖𝑠 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑎𝑛𝑡 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒
𝑚 𝑖𝑠 𝑠𝑙𝑜𝑝𝑒 𝑜𝑓 𝑙𝑖𝑛𝑒
𝑏 𝑖𝑠 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡
𝑟 = +0.37
𝝆𝒓
𝝆
𝝆
𝝆
𝑋 𝑋
𝑖=1
𝑛
𝑋
𝑛
𝑋 =
𝑖=1
𝑛
𝑋
𝑛
𝑋
𝑆 𝑥
2
𝑋
𝑋 ( (𝑋 − 𝑋)2)
(𝑛)
(𝑋 − 𝑋)2
𝑆 𝑥
2
=
(𝑋 − 𝑋)2
𝑛
… for 𝑥 variable
𝑆 𝑦
2
=
(𝑌 − 𝑌)2
𝑛
… for 𝑦 variable
𝑋 𝑎𝑛𝑑 𝑌 𝐶𝑜𝑣 𝑋𝑌 𝑜𝑟 𝑆 𝑋𝑌
𝐶𝑜𝑣 𝑋𝑌 =
(𝑋 − 𝑋)(𝑌 − 𝑌)
𝑛
(𝑋 − 𝑋)(𝑌 − 𝑌)
𝑟 =
𝐶𝑜𝑣 𝑋𝑌
𝑆 𝑋. 𝑆 𝑌
𝑊ℎ𝑒𝑟𝑒,
𝐶𝑜𝑣 𝑋𝑌 = 𝑐𝑜𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒 𝑏𝑒𝑡𝑤𝑒𝑒𝑛 𝑋 𝑎𝑛𝑑 𝑌
𝑃𝑒𝑎𝑟𝑠𝑜𝑛’𝑠 𝑐𝑜𝑟𝑟𝑒𝑙𝑎𝑡𝑖𝑜𝑛 𝑖𝑠 …
𝑆 𝑋 = 𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛 𝑜𝑓 𝑋
𝑆 𝑌 = 𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛 𝑜𝑓 𝑌
𝑟 =
𝐶𝑜𝑣 𝑋𝑌
𝑆 𝑋. 𝑆 𝑌
𝒓
𝑪𝒐𝒗 𝑿𝒀
𝑪𝒐𝒗 𝑿𝒀
𝒓
𝑪𝒐𝒗 𝑿𝒀 𝑺 𝑿. 𝑺 𝒀
𝒊𝒔 𝒂𝒍𝒘𝒂𝒚𝒔
𝒑𝒐𝒔𝒊𝒕𝒊𝒗𝒆
𝑟 =
(𝑋 − 𝑋)(𝑌 − 𝑌)
𝑛
𝑆 𝑋. 𝑆 𝑌
𝐵𝑦 𝑠𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑖𝑛𝑔 𝑐𝑜𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛, 𝑤𝑒 𝑐𝑎𝑛 𝑟𝑒𝑤𝑟𝑖𝑡𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛
𝑟 =
(𝑋 − 𝑋)(𝑌 − 𝑌)
𝑛. 𝑆 𝑋. 𝑆 𝑌
𝒙 𝒚
n = 10
𝒙
=110
𝒚
=120
𝑥 =
𝑥
𝑛
=
110
10
= 11
𝑦 =
𝑦
𝑛
=
120
10
= 12
𝒙 𝒚 𝒙 − 𝒙 𝒚 − 𝒚
n = 10
𝒙
=110
𝒚
=120
𝒙 𝒚 𝒙 − 𝒙 𝒚 − 𝒚 𝒙 − 𝒙) 𝟐 (𝒚 − 𝒚)2
n = 10
𝒙
=110
𝒚
=120
𝒙 − 𝒙) 𝟐
=156
𝒚 − 𝒚) 𝟐
=100
𝑆 𝑥 =
(𝑥 − 𝑥)2
𝑛
=
156
10
= 4.16
𝑆 𝑦 =
(𝑦 − 𝑦)2
𝑛
=
100
10
= 3.33
𝒙 𝒚 𝒙 − 𝒙 𝒚 − 𝒚 𝒙 − 𝒙) 𝟐 (𝒚 − 𝒚)2 (𝒙 − 𝒙).(𝒚 − 𝒚)
n = 10
𝒙
=110
𝒚
=120
𝒙 − 𝒙) 𝟐
=156
𝒚 − 𝒚) 𝟐
=100
(𝒙 − 𝒙).(𝒚 − 𝒚)
=117
𝑟 =
(𝑋 − 𝑋)(𝑌 − 𝑌)
𝑛. 𝑆 𝑋. 𝑆 𝑌
𝑟 =
117
(10)(4.16)(3.33)
𝑟 = +0.937
𝝆
(df)
n – 2
n
𝝆
𝝆
𝝆
𝝆
𝝆
𝝆
≤
>
>
>
𝑟𝑎𝑑𝑗 = 1 −
(1 − 𝑟2)(𝑛 − 1)
𝑛 − 2
𝑟𝑎𝑑𝑗 = 1 −
(1 − 0.9372)(10 − 1)
10 − 2
𝑟𝑎𝑑𝑗 = 1 −
(0.1220)(9)
8
𝑟𝑎𝑑𝑗 = 1 − 0.1373
𝑟𝑎𝑑𝑗 = 0.929
𝑟 =
(𝑋 − 𝑋)(𝑌 − 𝑌)
𝑛. 𝑆 𝑋. 𝑆 𝑌
𝑛. 𝑆 𝑋. 𝑆 𝑌 = (𝑥 − 𝑥)2(𝑦 − 𝑦)2
𝑊ℎ𝑒𝑟𝑒,
(𝑥 − 𝑥)2 = 𝑥2
−
𝑥 2
𝑛
(𝑦 − 𝑦)2 = 𝑦2
−
𝑦 2
𝑛
(𝑥 − 𝑥)(𝑦 − 𝑦) = 𝑥𝑦 −
𝑥 𝑦
𝑛
𝑟 =
𝑥𝑦 −
𝑥 𝑦
𝑛
𝑥2 −
𝑥 2
𝑛
. 𝑦2 −
𝑦 2
𝑛
𝒙 𝒚 𝒙2 𝒚2 𝒙𝒚
n = 10 𝒙 =110 𝒚 =120 𝒙2 =1366 𝒚2=1540 𝒙y =1437
𝒙 = 𝟏𝟏 𝒚 = 𝟏𝟐
𝑟 =
𝑥𝑦 −
𝑥 𝑦
𝑛
𝑥2 −
𝑥 2
𝑛
. 𝑦2 −
𝑦 2
𝑛
𝑟 =
1437 −
11 𝑥 12
10
(1366 −
1102
10
)(1540 −
1202
10
)
𝑟 =
117
156 𝑥 100
= +0.937
Mpc 006 - 02-01 product moment coefficient of correlation

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Mpc 006 - 02-01 product moment coefficient of correlation

  • 1.
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  • 7.
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  • 9.
  • 10.
  • 11.
  • 12.
  • 13.
  • 14.
  • 15.
  • 16. 𝑦 = 𝑚𝑥 + 𝑏 𝑦 𝑖𝑠 𝑑𝑒𝑝𝑒𝑛𝑑𝑎𝑛𝑡 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑥 𝑖𝑠 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑎𝑛𝑡 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑚 𝑖𝑠 𝑠𝑙𝑜𝑝𝑒 𝑜𝑓 𝑙𝑖𝑛𝑒 𝑏 𝑖𝑠 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡
  • 17.
  • 18.
  • 19.
  • 20.
  • 21.
  • 22.
  • 23.
  • 24.
  • 25.
  • 26.
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  • 32.
  • 33.
  • 34.
  • 36.
  • 37.
  • 38.
  • 39.
  • 40.
  • 42.
  • 43. 𝝆
  • 44. 𝝆
  • 45. 𝝆
  • 46.
  • 47.
  • 48.
  • 49.
  • 50.
  • 51.
  • 52.
  • 53.
  • 54.
  • 57. 𝑋 𝑆 𝑥 2 𝑋 𝑋 ( (𝑋 − 𝑋)2) (𝑛)
  • 59. 𝑆 𝑥 2 = (𝑋 − 𝑋)2 𝑛 … for 𝑥 variable 𝑆 𝑦 2 = (𝑌 − 𝑌)2 𝑛 … for 𝑦 variable
  • 60. 𝑋 𝑎𝑛𝑑 𝑌 𝐶𝑜𝑣 𝑋𝑌 𝑜𝑟 𝑆 𝑋𝑌 𝐶𝑜𝑣 𝑋𝑌 = (𝑋 − 𝑋)(𝑌 − 𝑌) 𝑛
  • 61. (𝑋 − 𝑋)(𝑌 − 𝑌)
  • 62.
  • 63. 𝑟 = 𝐶𝑜𝑣 𝑋𝑌 𝑆 𝑋. 𝑆 𝑌 𝑊ℎ𝑒𝑟𝑒, 𝐶𝑜𝑣 𝑋𝑌 = 𝑐𝑜𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒 𝑏𝑒𝑡𝑤𝑒𝑒𝑛 𝑋 𝑎𝑛𝑑 𝑌 𝑃𝑒𝑎𝑟𝑠𝑜𝑛’𝑠 𝑐𝑜𝑟𝑟𝑒𝑙𝑎𝑡𝑖𝑜𝑛 𝑖𝑠 … 𝑆 𝑋 = 𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛 𝑜𝑓 𝑋 𝑆 𝑌 = 𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑑𝑒𝑣𝑖𝑎𝑡𝑖𝑜𝑛 𝑜𝑓 𝑌
  • 64. 𝑟 = 𝐶𝑜𝑣 𝑋𝑌 𝑆 𝑋. 𝑆 𝑌 𝒓 𝑪𝒐𝒗 𝑿𝒀 𝑪𝒐𝒗 𝑿𝒀 𝒓 𝑪𝒐𝒗 𝑿𝒀 𝑺 𝑿. 𝑺 𝒀 𝒊𝒔 𝒂𝒍𝒘𝒂𝒚𝒔 𝒑𝒐𝒔𝒊𝒕𝒊𝒗𝒆
  • 65. 𝑟 = (𝑋 − 𝑋)(𝑌 − 𝑌) 𝑛 𝑆 𝑋. 𝑆 𝑌 𝐵𝑦 𝑠𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑖𝑛𝑔 𝑐𝑜𝑣𝑎𝑟𝑖𝑎𝑛𝑐𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛, 𝑤𝑒 𝑐𝑎𝑛 𝑟𝑒𝑤𝑟𝑖𝑡𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛
  • 66. 𝑟 = (𝑋 − 𝑋)(𝑌 − 𝑌) 𝑛. 𝑆 𝑋. 𝑆 𝑌
  • 67.
  • 68. 𝒙 𝒚 n = 10 𝒙 =110 𝒚 =120 𝑥 = 𝑥 𝑛 = 110 10 = 11 𝑦 = 𝑦 𝑛 = 120 10 = 12
  • 69. 𝒙 𝒚 𝒙 − 𝒙 𝒚 − 𝒚 n = 10 𝒙 =110 𝒚 =120
  • 70. 𝒙 𝒚 𝒙 − 𝒙 𝒚 − 𝒚 𝒙 − 𝒙) 𝟐 (𝒚 − 𝒚)2 n = 10 𝒙 =110 𝒚 =120 𝒙 − 𝒙) 𝟐 =156 𝒚 − 𝒚) 𝟐 =100
  • 71. 𝑆 𝑥 = (𝑥 − 𝑥)2 𝑛 = 156 10 = 4.16 𝑆 𝑦 = (𝑦 − 𝑦)2 𝑛 = 100 10 = 3.33
  • 72. 𝒙 𝒚 𝒙 − 𝒙 𝒚 − 𝒚 𝒙 − 𝒙) 𝟐 (𝒚 − 𝒚)2 (𝒙 − 𝒙).(𝒚 − 𝒚) n = 10 𝒙 =110 𝒚 =120 𝒙 − 𝒙) 𝟐 =156 𝒚 − 𝒚) 𝟐 =100 (𝒙 − 𝒙).(𝒚 − 𝒚) =117
  • 73. 𝑟 = (𝑋 − 𝑋)(𝑌 − 𝑌) 𝑛. 𝑆 𝑋. 𝑆 𝑌 𝑟 = 117 (10)(4.16)(3.33) 𝑟 = +0.937
  • 74.
  • 75.
  • 76.
  • 77. 𝝆
  • 79.
  • 83.
  • 84. >
  • 85.
  • 86.
  • 87. > >
  • 88.
  • 89.
  • 90. 𝑟𝑎𝑑𝑗 = 1 − (1 − 𝑟2)(𝑛 − 1) 𝑛 − 2
  • 91. 𝑟𝑎𝑑𝑗 = 1 − (1 − 0.9372)(10 − 1) 10 − 2 𝑟𝑎𝑑𝑗 = 1 − (0.1220)(9) 8 𝑟𝑎𝑑𝑗 = 1 − 0.1373 𝑟𝑎𝑑𝑗 = 0.929
  • 92.
  • 93.
  • 94.
  • 95.
  • 96.
  • 97.
  • 98.
  • 99.
  • 100.
  • 101.
  • 102.
  • 103.
  • 104.
  • 105.
  • 106.
  • 107.
  • 108. 𝑟 = (𝑋 − 𝑋)(𝑌 − 𝑌) 𝑛. 𝑆 𝑋. 𝑆 𝑌 𝑛. 𝑆 𝑋. 𝑆 𝑌 = (𝑥 − 𝑥)2(𝑦 − 𝑦)2 𝑊ℎ𝑒𝑟𝑒,
  • 109. (𝑥 − 𝑥)2 = 𝑥2 − 𝑥 2 𝑛 (𝑦 − 𝑦)2 = 𝑦2 − 𝑦 2 𝑛 (𝑥 − 𝑥)(𝑦 − 𝑦) = 𝑥𝑦 − 𝑥 𝑦 𝑛
  • 110. 𝑟 = 𝑥𝑦 − 𝑥 𝑦 𝑛 𝑥2 − 𝑥 2 𝑛 . 𝑦2 − 𝑦 2 𝑛
  • 111. 𝒙 𝒚 𝒙2 𝒚2 𝒙𝒚 n = 10 𝒙 =110 𝒚 =120 𝒙2 =1366 𝒚2=1540 𝒙y =1437 𝒙 = 𝟏𝟏 𝒚 = 𝟏𝟐
  • 112. 𝑟 = 𝑥𝑦 − 𝑥 𝑦 𝑛 𝑥2 − 𝑥 2 𝑛 . 𝑦2 − 𝑦 2 𝑛 𝑟 = 1437 − 11 𝑥 12 10 (1366 − 1102 10 )(1540 − 1202 10 ) 𝑟 = 117 156 𝑥 100 = +0.937