+ Reply to Thread
Results 1 to 3 of 3

Thread: correlation coefficient

  1. #1
    Points: 2,319, Level: 29
    Level completed: 13%, Points required for next Level: 131

    Posts
    12
    Thanks
    0
    Thanked 0 Times in 0 Posts

    correlation coefficient



    hi
    another exam preparation question:
    let x1..xn be random varibale independent and with same dist.
    they have exp. u and variance v.
    let m be a natural number so that n>m>1/2*n
    y=sum of xi 1 until m
    z=sum of xi n+1-m until n
    what is the correlation coefficient between y and z.
    i think i know how to do it but i get a result that i don't have in answers options.
    as far as i understand i should count how many common xi's are there between y and z, because in counting the corr. coeff. only they count. their combination with others results on cov=0. as soon as i know that i can easily calculate. but i guess i am wrong in finding their number.
    can you help?

    thanks

  2. #2
    TS Contributor
    Points: 15,297, Level: 79
    Level completed: 90%, Points required for next Level: 53

    Posts
    2,375
    Thanks
    8
    Thanked 396 Times in 373 Posts
    As long as they are independent, they have 0 correlation?

  3. #3
    Points: 2,319, Level: 29
    Level completed: 13%, Points required for next Level: 131

    Posts
    12
    Thanks
    0
    Thanked 0 Times in 0 Posts

    yes. if they are indpndnt they are also uncorrelated. thus cov=0

+ Reply to Thread

Similar Threads

  1. Correlation Coefficient
    By Tazz in forum Statistics
    Replies: 3
    Last Post: 02-27-2010, 09:39 AM
  2. correlation coefficient
    By noel_gallagher in forum Probability
    Replies: 1
    Last Post: 05-21-2008, 05:31 PM
  3. coefficient of correlation
    By panta_rhei in forum Statistics
    Replies: 2
    Last Post: 10-28-2007, 04:54 PM
  4. Replies: 1
    Last Post: 08-10-2007, 09:07 PM
  5. coefficient of correlation
    By GeorgeBurns in forum General Discussion
    Replies: 0
    Last Post: 04-23-2006, 01:45 PM

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts








Advertise on Talk Stats