If the relation between x and u is 3x 4u 7=0 and the correlation coeff...
Correlation Coefficient between U and Y
Given Information
- The relation between x and u: 3x + 4u + 7 = 0
- The correlation coefficient between x and y: -0.6
Explanation
To find the correlation coefficient between u and y, we need to first express u in terms of x using the given relation and then substitute that expression in the equation of correlation coefficient between x and y.
From the given relation, we have:
3x + 4u + 7 = 0
4u = -3x - 7
u = (-3/4)x - (7/4)
Now, we substitute this expression for u in terms of x in the correlation coefficient equation:
r
xy = cov(x,y) / (sigma(x) * sigma(y))
We know that cov(x,y) = r
xy * sigma(x) * sigma(y)
Substituting the expression for u in terms of x, we get:
cov(x,y) = r
xy * sigma(x) * sigma(y) = r
x(u) * sigma(x) * sigma(u) * r
uy * sigma(u) * sigma(y)
Therefore, the correlation coefficient between u and y is:
r
uy = cov(u,y) / (sigma(u) * sigma(y)) = (cov(x,y) / (sigma(x) * sigma(y))) / (r
x(u) * sigma(u) / sigma(x)) = r
xy / (r
x(u) * sigma(u) / sigma(x))
Final Answer
Substituting the given values, we get:
r
uy = -0.6 / (-0.6 * (3/4) / 1) = 0.8
Therefore, the correlation coefficient between u and y is 0.8.