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.
Pearson's correlation coefficient
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.
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:
- a) $r = 0,98$
- b) $r = -0,12$
- c) $r = -0,85$
- d) $r = 0,55$
$r$ is invariant under changes of scale: proof
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.
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.
The limiting case: $r=\pm1$ and linear functional dependence
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 $-1$.
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 $(2, 4)$.
- a) Calculate Pearson's linear correlation coefficient for these data.
- 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.
Coefficient of determination $r^2$
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.
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 $r$?