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Bivariate distributions · Bivariate statistics

Linear correlation coefficient

The covariance tells you the sign of the relationship between $X$ and $Y$, but not its strength, because it depends on the units. The correlation coefficient solves that problem: it is a pure number, with no units, that always lies between $-1$ and $1$ provided both variables have a positive standard deviation.

Before you start, make sure you know: Bivariate distributions (4th ESO)
Before you start, make sure you know: Measures of spread (4th ESO)

Pearson's correlation coefficient

Scatter plots comparing a strong linear alignment with a coefficient close to plus or minus one against a scattered cloud with a coefficient close to zero r close to ±1: points almost in a line r close to 0: little linear association
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In a study on solar panel efficiency, it has been calculated that the covariance between received solar radiation ($X$) and generated energy ($Y$) is…

In a study on solar panel efficiency, it has been calculated that the covariance between received solar radiation ($X$) and generated energy ($Y$) is $\sigma_{xy} = 15,2$. Knowing that the standard deviations are $\sigma_x = 4,0$ and $\sigma_y = 3,9$, calculate Pearson's linear correlation coefficient and interpret the result.

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Classify the strength (strong, moderate, or weak/none) and direction (positive or negative) of the linear correlation for each of the following coefficients obtained in…

Classify the strength (strong, moderate, or weak/none) and direction (positive or negative) of the linear correlation for each of the following coefficients obtained in different statistical studies:

  1. a) $r = 0,98$
  2. b) $r = -0,12$
  3. c) $r = -0,85$
  4. d) $r = 0,55$
Solve

$r$ is invariant under changes of scale: proof

Conceptual diagram showing how standardising the variables turns their covariance directly into the linear correlation coefficient Original X, Yr = 0,82 standardise Standardised Zx, Zyσ(zx,zy) = 0,82 the covariance, with no units, is already r
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In an agronomy study, the linear correlation coefficient between the mean monthly temperature in degrees Celsius ($C$) and crop yield in tonnes ($P$) was calculated to…

In an agronomy study, the linear correlation coefficient between the mean monthly temperature in degrees Celsius ($C$) and crop yield in tonnes ($P$) was calculated to be $r = 0,82$. If we decide to express the temperature in degrees Fahrenheit using the formula $F = 1,8C + 32$ and the yield in kilograms using $K = 1000P$, what will be the new correlation coefficient between $F$ and $K$? Justify your answer based on the mathematical properties of this coefficient.

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Given two statistical variables $X$ and $Y$, their corresponding standardised variables are defined as $Z_x = \frac{X - \bar{x}}{\sigma_x}$ and…

Given two statistical variables $X$ and $Y$, their corresponding standardised variables are defined as $Z_x = \frac{X - \bar{x}}{\sigma_x}$ and $Z_y = \frac{Y - \bar{y}}{\sigma_y}$. Prove step by step that the covariance between the standardised variables, $\sigma_{z_x z_y}$, is exactly equal to the linear correlation coefficient $r_{xy}$ of the original variables.

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The limiting case: $r=\pm1$ and linear functional dependence

Graph of a symmetric parabola with an exact functional dependence but zero linear correlation y = x²: exact relationship, linear correlation r = 0
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Consider a bivariate distribution $(X, Y)$ where the variable $Y$ is obtained from the variable $X$ by means of the affine transformation $Y = -4X + 7$, with $X$ not…

Consider a bivariate distribution $(X, Y)$ where the variable $Y$ is obtained from the variable $X$ by means of the affine transformation $Y = -4X + 7$, with $X$ not constant ($\sigma_x > 0$). Prove analytically, using the algebraic definitions of covariance and standard deviation, that the linear correlation coefficient between $X$ and $Y$ is exactly $-1$.

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The following scatter diagram represents the relationship between the temperature of a chemical reactor ($X$, centred at 0) and the reaction yield ($Y$). The recorded…

The following scatter diagram represents the relationship between the temperature of a chemical reactor ($X$, centred at 0) and the reaction yield ($Y$). The recorded points are $(-2, 4)$, $(-1, 1)$, $(0, 0)$, $(1, 1)$, and $(2, 4)$.

X Y −2 −1 1 2 1 4
  1. a) Calculate Pearson's linear correlation coefficient for these data.
  2. b) In light of the mathematical result and the attached diagram, explain carefully why the correlation coefficient takes that value even though an exact functional relationship ($y = x^2$) exists between the variables.
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Coefficient of determination $r^2$

Visual representation of explained and unexplained variability using the coefficient of determination total variability of Y = 100 % 72,25 %explained (r²) 27,75 %remainder r² splits the total variability of Ybetween the explained part and the remainder
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A basketball coach analyses the minutes played ($X$) and the points scored ($Y$) by 6 of his players in a match, obtaining the following pairs of data: $(10, 4)$,…

A basketball coach analyses the minutes played ($X$) and the points scored ($Y$) by 6 of his players in a match, obtaining the following pairs of data: $(10, 4)$, $(15, 8)$, $(20, 12)$, $(25, 14)$, $(30, 20)$, $(35, 22)$. Calculate the coefficient of determination $R^2$ and explain what percentage of the variability of points scored is explained linearly by minutes played.

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The coefficient of determination of a mathematical model relating the age of a commercial vehicle ($X$, in years) to its market value ($Y$, in euros) is $R^2 = 0,7225$.…

The coefficient of determination of a mathematical model relating the age of a commercial vehicle ($X$, in years) to its market value ($Y$, in euros) is $R^2 = 0,7225$. Knowing that as age increases, the value of the vehicle decreases, what is the exact value of the linear correlation coefficient $r$?

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Summary

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