Covariance Correlation
1. Problem 10: Draw a scatter diagram for Mathematics and Statistics marks and determine correlation.
- Mathematics marks: $15, 18, 21, 24, 27, 30, 36, 39, 42, 48$
- Statistics marks: $25, 25, 27, 27, 31, 33, 35, 41, 41, 45$
Step 1: Plot each pair $(x,y)$ where $x$ is Mathematics mark and $y$ is Statistics mark.
Step 2: Observing the data, as Mathematics marks increase, Statistics marks also increase.
Step 3: This indicates a positive correlation.
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2. Problem 11: Find covariance $Cov(X,Y)$ where
$X = 1,2,3,4,5$ and $Y = 2,4,6,8,10$
Step 1: Calculate means:
$$\bar{X} = \frac{1+2+3+4+5}{5} = 3$$
$$\bar{Y} = \frac{2+4+6+8+10}{5} = 6$$
Step 2: Calculate deviations product sum:
$$\sum (X_i - \bar{X})(Y_i - \bar{Y}) = (1-3)(2-6)+(2-3)(4-6)+(3-3)(6-6)+(4-3)(8-6)+(5-3)(10-6)$$
$$= (-2)(-4)+(-1)(-2)+0+1\times2+2\times4 = 8 + 2 + 0 + 2 + 8 = 20$$
Step 3: Covariance:
$$Cov(X,Y) = \frac{\sum (X_i - \bar{X})(Y_i - \bar{Y})}{n} = \frac{20}{5} = 4$$
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3. Problem 12: Find covariance between
$X = 64, 65, 66, 67, 68, 69, 70$ and
$Y = 66, 67, 65, 68, 70, 68, 72$
Step 1: Calculate means:
$$\bar{X} = \frac{64+65+66+67+68+69+70}{7} = 67$$
$$\bar{Y} = \frac{66+67+65+68+70+68+72}{7} = 67.43$$
Step 2: Calculate $\sum (X_i-\bar{X})(Y_i-\bar{Y})$:
Compute each product:
$(64-67)(66-67.43) = (-3)(-1.43) = 4.29$
$(65-67)(67-67.43) = (-2)(-0.43) = 0.86$
$(66-67)(65-67.43) = (-1)(-2.43) = 2.43$
$(67-67)(68-67.43) = 0\times0.57 =0$
$(68-67)(70-67.43) = 1 \times 2.57 = 2.57$
$(69-67)(68-67.43) = 2 \times 0.57 = 1.14$
$(70-67)(72-67.43) = 3 \times 4.57 = 13.71$
Sum = $4.29+0.86+2.43+0+2.57+1.14+13.71=24.99$
Step 3: Covariance:
$$Cov(X,Y) = \frac{24.99}{7} \approx 3.57$$
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4. Problem 13: Find covariance between
$X = 1,2,3,4,5,6,7,8,9,10$
$Y = 10,9,8,8,6,12,4,3,18,1$
Step 1: Means:
$$\bar{X} = \frac{55}{10} = 5.5$$
$$\bar{Y} = \frac{79}{10} = 7.9$$
Step 2: Compute $\sum (X_i - \bar{X})(Y_i - \bar{Y})$:
Computed individually:
$(1-5.5)(10-7.9)=(-4.5)(2.1)=-9.45$
$(2-5.5)(9-7.9)=(-3.5)(1.1)=-3.85$
$(3-5.5)(8-7.9)=(-2.5)(0.1)=-0.25$
$(4-5.5)(8-7.9)=(-1.5)(0.1)=-0.15$
$(5-5.5)(6-7.9)=(-0.5)(-1.9)=0.95$
$(6-5.5)(12-7.9)=(0.5)(4.1)=2.05$
$(7-5.5)(4-7.9)=(1.5)(-3.9)=-5.85$
$(8-5.5)(3-7.9)=(2.5)(-4.9)=-12.25$
$(9-5.5)(18-7.9)=(3.5)(10.1)=35.35$
$(10-5.5)(1-7.9)=(4.5)(-6.9)=-31.05$
Sum = $-9.45 -3.85 -0.25 -0.15 + 0.95 + 2.05 -5.85 -12.25 +35.35 -31.05 = -24.45$
Step 3: Covariance:
$$Cov(X,Y) = \frac{-24.45}{10} = -2.445$$
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5. Problem 14: Given $\sum X = 55$, $\sum Y = 74$, $\sum XY = 411$, and $n=10$, find $Cov(X,Y)$.
Step 1: Means:
$$\bar{X} = \frac{55}{10} = 5.5$$
$$\bar{Y} = \frac{74}{10} = 7.4$$
Step 2: Using formula:
$$Cov(X,Y) = \frac{\sum XY}{n} - \bar{X}\bar{Y} = \frac{411}{10} - 5.5 \times 7.4 = 41.1 - 40.7 = 0.4$$
Final answers:
- Problem 10: Positive correlation.
- Problem 11: $Cov(X,Y) = 4$
- Problem 12: $Cov(X,Y) \approx 3.57$
- Problem 13: $Cov(X,Y) = -2.445$
- Problem 14: $Cov(X,Y)=0.4$