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Question: If two random variables x and y, are connected by relationship \(2x + y = 3\), then \(r_{xy} =\)...

If two random variables x and y, are connected by relationship 2x+y=32x + y = 3, then rxy=r_{xy} =

A

1

B

– 1

C

– 2

D

3

Answer

– 1

Explanation

Solution

Since 2x+y=32x + y = 3

\therefore cov(x,y)=1ni=1nxi.yi(1ni=1nxi)(1ni=1nyi){cov}(x,y) = \frac{1}{n}\sum_{i = 1}^{n}{x_{i}.y_{i} - \left( \frac{1}{n}\sum_{i = 1}^{n}x_{i} \right)\left( \frac{1}{n}\sum_{i = 1}^{n}y_{i} \right)}; \therefore yyˉ=2(xxˉ)y - \bar{y} = - 2(x - \bar{x}). So, byx=2b_{yx} = - 2

Also xxˉ=12(yyˉ)x - \bar{x} = - \frac{1}{2}(y - \bar{y}), \therefore bxy=12b_{xy} = - \frac{1}{2}

\therefore rxy2=byx.bxy=(2)(12)=1r_{xy}^{2} = b_{yx}.b_{xy} = ( - 2)\left( - \frac{1}{2} \right) = 1rxy=1r_{xy} = - 1.

(\becauseboth byx,bxyb_{yx},b_{xy} are –ive)