Home › CA Foundation › quantitativeaptitude › Correlation and Regression › Coefficient of correlation between x and y is sy…
Coefficient of correlation between x and y is symmetric, meaning
Ar(x, y) = -r(y, x)
Br is always zero
Cr is always positive
Dr(x, y) = r(y, x)
Answer & Solution
Correct answer: D. r(x, y) = r(y, x)
1. The Pearson formula has Sxy symmetric: cov(x, y) = cov(y, x).
2. Sx and Sy enter symmetrically in the denominator.
3. So r(x, y) equals r(y, x).
4. Hence correlation is symmetric.
_Source: ICAI BoS Foundation Paper 3, Ch 17 'Correlation', p.4_
Related questions
If r = -0.7 and sigma_y = 10, sigma_x = 5, then byx equalsIf byx = 1.6 and bxy = 0.4, the value of r isIf x = 5y + 10 is the regression of x on y, then bxy equalsIf r = 0.8, byx = 0.4, then bxy equalsCoefficient of determination r^2 of 0.81 means proportion of variation explained equalsSpearman's rank correlation for ranks (1,2,3) and (3,2,1) of three subjects isTwo regression lines are perpendicular whenPearson's r between x = 1, 2, 3 and y = 2, 4, 6 is