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Quantitative Techniques – I




                    Notes              Regression coefficient in bivariate frequency distribution
                                            k  N       f u v j     f u     f v j
                                                                   i i
                                                        ij i
                                                                            j
                                        b
                                            h        N    f u 2     f u  2
                                                           i i       i i
                                       Standard Error of the estimate
                                        s         1 r 2  for large n ( i.e., n > 30)
                                          . Y X  Y
                                                      2     2
                                               Y   Y    1 r
                                                i
                                                               for small n
                                                  n   2
                                   Regression of X on Y

                                                                  XY   nX Y    n   XY       X      Y
                                                           d
                                       Regression Coefficient       2     2             2        2
                                                                  Y    nY         n   Y        Y
                                          Cov X  ,Y
                                                       r   X
                                               2
                                               Y           Y
                                       Change of scale and origin

                                              X  A        Y   B         h  n uv     u    v
                                        If u        and v      ,  then d
                                                                                        2
                                                h           h           k    n v 2    v

                                       Constant term   c  X  dY
                                       Alternative form of regression equation

                                                                          .


                                       Regression coefficient in a bivariate frequency distribution

                                            h  N       f u v  j    f u      f v j
                                                        ij i
                                                                             j
                                                                    i i
                                        d
                                            k                2           2
                                                           f v
                                                     N
                                                                      j
                                                            j  j     f v j
                                       Standard error of the estimate
                                                       2
                                        s         1 r for large n ( i.e., n > 30)
                                         X  .Y  X
                                                       2      2
                                                X i  X   1 r
                                                                 for small n
                                                   n   2
                                       Relation of r with b and d

                                        b d    r   Y  r   X  r 2
                                                   X      Y
                                        or r     b d



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