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If the regression coefficient of y on X, the coefficient of correlation between x and y and variance of y are 3/4 , √3/2 and 4 respectively what is the variance of x?
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If the regression coefficient of y on X, the coefficient of correlatio...
Given:
- Regression coefficient of y on x (β): 3/4
- Coefficient of correlation between x and y (r): √3/2
- Variance of y (σy^2): 4

Find:
Variance of x (σx^2)

Solution:

1. Formula for Variance of y:
The variance of y can be calculated using the formula:
σy^2 = β^2 * σx^2 + σ^2

2. Substituting Given Values:
Given that σy^2 = 4 and β = 3/4, we can substitute these values into the formula:
4 = (3/4)^2 * σx^2 + σ^2

3. Formula for Correlation Coefficient:
The coefficient of correlation (r) is related to the regression coefficient (β) by the formula:
r = β * (σx / σy)

4. Substituting Given Values:
Given that r = √3/2 and β = 3/4, we can substitute these values into the formula:
√3/2 = 3/4 * (σx / 2)

5. Solving for Variance of x:
From step 4, we can solve for σx:
√3/2 = 3/4 * (σx / 2)
σx = (√3/2) * (4/3)
σx = 2√3 / 3

6. Calculating Variance of x:
To find the variance of x (σx^2), we square the value of σx:
σx^2 = (2√3 / 3)^2
σx^2 = 4/3

7. Conclusion:
Therefore, the variance of x is 4/3.
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If the regression coefficient of y on X, the coefficient of correlation between x and y and variance of y are 3/4 , √3/2 and 4 respectively what is the variance of x?
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