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Question

The two lines of regressions are 4x+2y3=0 and 3x+6y+5=0. Find the correlation coefficient between x and y.

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Solution

Let 4x+2y3=0 be the regression equation of y on x and
3x+6y+5=0 the regression equation of x on y then

2y=4x+3
y=2x+32
byx=2
and,
3x=6y5
x=63y53
x=2y53
bxy=2

r2=byx×bxy
=2×2=4>1 which is impossible.

So regression equation of y on x is
3x+6y+5=0 ..........(i)

and regression equation of x on y is
4x+2y3=0 ...........(ii)

From (i), we get
6y=3x5
y=12x56
byx=12

From (ii), we get
4x=2y+3
x=12y+34
bxy=12

Correlation coefficient is given by
|r|=byx.bxy

=12×12=12
r=±12

But r has the same sign as regression coefficient
r=12.

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