Question #66775

The regression equation of y on x and that of x on y are
8x −10y + 66 = 0
and 40x −18y = 214 respectively, and the variance of x is 9.
(i) Find σy .
1

Expert's answer

2017-03-28T10:21:07-0400

Answer on Question #66775 – Math – Statistics and Probability

Question

The regression equation of yy on xx and that of xx on yy are

8x10y+66=08x - 10y + 66 = 0 and 40x18y=21440x - 18y = 214 respectively, and the variance of xx is 9.

(i) Find σy\sigma y.

Solution


8x10y+66=0y=45x+335byx=45=0.8.40x18y=214x=920y+10720bxy=920=0.45.byx=rσyσx,bxy=rσxσysobyxbxy=r2r=byxbxy=0.80.45=0.6.\begin{array}{l} 8x - 10y + 66 = 0 \rightarrow y = \frac{4}{5}x + \frac{33}{5} \rightarrow b_{yx} = \frac{4}{5} = 0.8. \\ 40x - 18y = 214 \rightarrow x = \frac{9}{20}y + \frac{107}{20} \rightarrow b_{xy} = \frac{9}{20} = 0.45. \\ b_{yx} = r \frac{\sigma_y}{\sigma_x}, \quad b_{xy} = r \frac{\sigma_x}{\sigma_y} \quad \text{so} \quad b_{yx} b_{xy} = r^2 \rightarrow \\ \rightarrow r = \sqrt{b_{yx} b_{xy}} = \sqrt{0.8 * 0.45} = 0.6. \\ \end{array}


Thus, σy=rbyxσx=0.60.89=1.44\sigma_y = r b_{yx} \sigma_x = 0.6 * 0.8 * \sqrt{9} = 1.44.

Answer: 1.44.

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