If the correlation coefficient between x and y is 0.6, covariance is 27 and variance of y is 25, then what is the variance of x?
Correlationcoefficient=cov(x,y)stddeviation(x)×stddeviation(y)
Let std deviation of x be x.
We have correlationcoefficient=0.6,cov(x,y)=27,stddeviation(y)=√25=5
Substituting respective values
0.6=275×x
⇒x=9
So variance of x is 92=81