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Functional Relationship
Functional Relationship
Statistical Relationship
Two variables x and y are related statistically
when the value of the second variable can be
approximately estimated when the first is known.
Examples
Income and expenses for a family.
Production and sales for a factory.
Advertising expenses and profits for a corporate
enterprise.
If each pair of values is represented as the
coordinates of a point, the set of all points on a
graph is called a scatter plot or a scatter diagram.
A line can be drawn on a scatter plot which best
represents the trend of the points. This line is called
a regression line.
Examples
Mathematics
10
10
Physics
10
Covariance
The covariance is
the arithmetic
mean of
the products
of
The
covariance
in dicates
the
sign
of
the
variables.
As a disadvantage, its value depends on the chosen scale. That is, the
covariance will vary if the height is expressed in meters or feet. It will also
vary if money is expressed in euros or dollars.
Examples
The scores of 12 students in their mathematics and phys ics classes are:
Mathematics
10
10
Physics
10
xi
yi
xi yi
16
20
24
36
28
42
56
10
90
10
10
100
72
60
431
The values of the two variables X and Y are distributed according to the
following table:
Y/X
Convert the double entry table into a simple table and compute the
arithmetic means.
xi
yi
fi
xi fi
yi fi
xi yi fi
16
10
15
30
12
12
16
20
40
41
76
Correlation
Types of Correlation
Positive Correlation
Negative Correlation
No Correlation
Perfect Correlation
perfect
correlation
occurs
when
there
is
funcional
dependency
Strong Correlation
A correlation is stronger the closer the points are located to one another
on the line.
Weak Correlation
A correlation is weaker the farther apart the points are located to one
another on the line.
http://www.vitutor.com/statistics/regression/correlation.html
The linear
correlation
coefficient is
2. The sign of the correlation coeff icient is the same as the covariance .
3. The linear correlation coefficient is a real number between 1 and 1.
1 r 1
and
negative ,
and
will
become
stronger
the
closer r approaches 1.
5. If
the linear
correlation
coefficient takes
values
close
to 1 the correlation is strong and positive , and will become stronger the
closer r approaches 1
6. If
the linear
correlation
coefficient takes
values
close
to 0,
Example
The scores of 12 students in their mathematics and phys ics classes are:
Mathematics
10
10
Physics
10
Find the correlation coeffic ient dis tribution and interpret it.
xi
yi
x i y
xi2
yi2
16
16
16
16
20
25
16
24
36
16
36
36
36
28
49
16
42
49
36
56
64
49
90
1
0
100
431
10
0
81
10
10
50
38
The values of the two variables X and Y are distributed according to the
following table:
Y/X
xi
yi
fi
xi
xi yi
xi2 fi
yi fi
yi2 fi
18
16
16
16
10
20
15
45
30
12
48
12
32
16
20
40
120
41
97
76
fi
fi
Linear Regression
The regression line is the line that best fits or represents the data on the
scatter plot.
Line of Regression of Y on X
The regression line of y on x is used to estimate the values of y from x.
The
slope
of
the
line
is
the
quotient
between
Line of Regression of X on Y
The regression line of x on y is used to estimate the values of x from the
values of y.
The slope of the line is the quotient between the covariance and variance
of the variable y.
If r
each
other, and
y =
x =
Example
The scores of 12 students in their mathematics and phys ics classes are:
Mathematics
10
10
Physics
10
xi
yi
x i y
xi2
yi2
16
16
16
16
20
25
16
24
36
16
36
36
36
28
49
16
42
49
36
56
64
49
90
1
0
100
431
10
0
81
10
10
50
38
4. Linear regression of y on x.
5. Linear regression of x on y.