Find the two regression coefficients and the coefficient of correlation for the data:
| x | 1 | 2 | 3 | 4 | 5 |
|---|---|---|---|---|---|
| y | 2 | 5 | 3 | 8 | 7 |
Concept understanding — Regression Coefficients and Their Properties
The regression coefficients byx and bxy always share the sign of r (both positive or both negative), their product equals r2 so it never exceeds 1 (if one is >1 the other is <1), their arithmetic mean is ≥∣r∣, and they are independent of change of origin but not of change of scale (byx=hkbvu). A product >1 or coefficients of opposite sign is impossible and signals an error.
Compute deviations from the (whole-number) means, then form both coefficients and take their geometric mean for r.
xˉ=3, yˉ=5; ∑dxdy=13, ∑dx2=10, ∑dy2=26, so byx=1.3, bxy=0.5.
r=+byx⋅bxy=1.3×0.5=0.65.
byx=1.3, bxy=0.5, r≈+0.806.
Here n=5.
xˉ=51+2+3+4+5=3,yˉ=52+5+3+8+7=525=5.
Take dx=x−3, dy=y−5:
| x | y | dx | dy | dxdy | dx2 | dy2 |
|---|---|---|---|---|---|---|
| 1 | 2 | −2 | −3 | 6 | 4 | 9 |
| 2 | 5 | −1 | 0 | 0 | 1 | 0 |
| 3 | 3 | 0 | −2 | 0 | 0 | 4 |
| 4 | 8 | 1 | 3 | 3 | 1 | 9 |
| 5 | 7 | 2 | 2 | 4 | 4 | 4 |
| Total | 0 | 0 | 13 | 10 | 26 |
Regression coefficients:
byx=∑dx2∑dxdy=1013=1.3,bxy=∑dy2∑dxdy=2613=0.5.
Correlation coefficient (geometric-mean property). Since both coefficients are positive, r is positive:
r=+byx⋅bxy=1.3×0.5=0.65=0.8062.
Independent check (direct correlation formula): r=∑dx2∑dy2∑dxdy=102613=26013=16.124513=0.8062. The two methods agree, confirming the coefficients.
byx=1.3, bxy=0.5, and r=+0.65≈+0.806.
The correlation can be found either as the geometric mean of the regression coefficients (used above) or directly from r=∑dx2∑dy2∑dxdy — both must give the same value, which is a good self-check.
Forgetting to attach the sign to r: the geometric mean byxbxy is always positive, so you must take the common sign of the coefficients. Here both are positive, so r is positive.
- CBSE 2026Set ANNUAL1 markMCQQ.If byx>1 then bxy is ______.(a) >1(b) <0(c) =0(d) <1
›Reveal solutionSolution
Since the product of the regression coefficients equals the square of the correlation coefficient, byxbxy=r2≤1; hence byx>1 forces bxy<1.
A key property of the regression coefficients is
byx×bxy=r2
where r is the correlation coefficient and −1≤r≤1, so r2≤1. Therefore
byx×bxy≤1
If byx>1, then to keep the product at most 1 we must have
bxy≤byx1<1
Also, both coefficients carry the same sign as r; when byx>1 (positive), bxy is positive too, so among the choices bxy<1 is the valid one.
✓Final answerThe correct option is (4) bxy<1.
- CBSE 2025Set ANNUAL1 markMCQQ.State whether the following statement is True or False: The following data is not consistent: byx+bxy=1.3 and r=0.75(a) True(b) False
›Reveal solutionSolution
Since ∣r∣=byx⋅bxy (GM) and AM ≥ GM, we must have 2byx+bxy≥∣r∣. Testing: 21.3=0.65, but ∣r∣=0.75, and 0.65<0.75 violates the property, so the data is inconsistent and the statement is True.
Property used. The correlation coefficient is the geometric mean of the two regression coefficients:
r=±byx⋅bxy,so∣r∣=byx⋅bxy.
By the AM–GM inequality, the arithmetic mean of the two coefficients is at least their geometric mean:
2byx+bxy≥byx⋅bxy=∣r∣.
Testing the given data. Here byx+bxy=1.3 and r=0.75, so
2byx+bxy=21.3=0.65,∣r∣=0.75.
Since 0.65<0.75, the required inequality 2byx+bxy≥∣r∣ is not satisfied. Such regression coefficients and correlation coefficient cannot occur together, so the data is not consistent.
Therefore the statement "the data is not consistent" is correct.
✓Final answerOption (A) True.
- CBSE 2024Set ANNUAL1 markMCQQ.bxy and byx are _______.(a) Independent of change of origin and scale(b) Independent of change of origin but not of scale(c) Independent of change of scale but not of origin(d) Affected by change of origin and scale
›Reveal solutionSolution
A standard property of regression coefficients is that bxy and byx are independent of a change of origin but not of a change of scale — option (b).
Suppose we transform the variables by u=hx−a and v=ky−b, where a,b shift the origin and h,k scale the data. Then the regression coefficients transform as:
byx=hkbvu,bxy=khbuv
The additive constants a and b (the origin) do not appear in these relations, so shifting the origin leaves the coefficients unchanged. However, the scale factors h and k clearly multiply the coefficients, so a change of scale does affect them.
Hence bxy and byx are independent of change of origin but not of change of scale. (This contrasts with the correlation coefficient r, which is independent of both.)
✓Final answerbxy and byx are independent of change of origin but not of scale — option (b).
- CBSE 2023Set ANNUAL1 markMCQQ.bYX is ______.(a) Regression coefficient of Y on X(b) Regression coefficient of X on Y(c) Correlation coefficient between X and Y(d) Covariance between X and Y
›Reveal solutionSolution
bYX is the slope of the line of regression of Y on X (Y dependent, X independent), given by bYX=rσXσY. Hence option (A).
The subscript convention is: in bYX the first letter (Y) is the variable being estimated (dependent) and the second (X) is the variable used to estimate it (independent). Thus bYX is the regression coefficient of Y on X, appearing in the line
Y−Yˉ=bYX(X−Xˉ),bYX=rσXσY=σX2Cov(X,Y)
It is neither the correlation coefficient r (a single symmetric measure) nor the covariance, and bXY (with reversed subscripts) would be the coefficient of X on Y.
✓Final answerThe correct option is (A) Regression coefficient of Y on X.
- CBSE 2022Set ANNUAL1 markMCQQ.bXY⋅bYX= ______.(a) V(X)(b) σx(c) r2(d) (σy)2
›Reveal solutionSolution
Since r=±bXY⋅bYX, the product of the regression coefficients equals r2.
The two regression coefficients are
bYX=rσxσy and bXY=rσyσx.
Multiplying them:
bXY⋅bYX=(rσyσx)(rσxσy)=r2.
This is why the correlation coefficient is the geometric mean of the regression coefficients, r=±bXY⋅bYX, taking the sign common to both coefficients.
✓Final answerbXY⋅bYX=r2 — option (C).
- CBSE 2022Set ANNUAL1 markQ.For certain bivariate data on 5 pairs of observations given: ∑x=20, ∑y=20, ∑x2=90, ∑y2=90, ∑xy=76 then bxy= ______.
›Reveal solutionSolution
bxy=n∑y2−(∑y)2n∑xy−∑x∑y=5(90)−2025(76)−20(20)=50−20=−0.4.
The regression coefficient of x on y is
bxy=n∑y2−(∑y)2n∑xy−∑x∑y.
With n=5, ∑x=20, ∑y=20, ∑y2=90 and ∑xy=76:
Numerator: n∑xy−∑x∑y=5(76)−20(20)=380−400=−20.
Denominator: n∑y2−(∑y)2=5(90)−(20)2=450−400=50.
Therefore
bxy=50−20=−0.4.
✓Final answerbxy=−0.4.
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