given that e(x)=55, e(y)=24, variance (x)=380, variance(y)=1200, standard deviation (x,y)=500 calculate the correlation coefficient
given that e(x)=55, e(y)=24, variance (x)=380, variance(y)=1200, standard deviation (x,y)=500 calculate the correlation coefficient
If the slope of regression line is b1 = 0.1, standard deviation of x = 24 and correlation coefficient r= 0.8, what will be the value of standard deviation of y? 6342
Given a correlation coefficient (r) of 0.7216, mean of x-bar = 140.5, standard deviation of x (sx) = 6.4, mean of y-bar = 128.3, and standard deviation of y (sy) = 8.2. Find the slope of the regression line. Find the y-intercept of the line. Write the equation of the line.
Given that the correlation between X and Y is 0.84 Mean and standard deviation of X = 4.3 and 3.8 Mean and the standard deviation of Y = 2.7 and 5.6 Find the y-intercept for the line of best fit.
Calculate the arithmetic mean, the geometric mean, sample standard deviation, and correlation coefficient of the Bonds and Small Cap Stocks. To really test your skills, calculate the expected return and risk of a 30% Bond & 70% Small Cap Stock portfolio. Estimate the weights of each asset class where you think the Minimum Variance portfolio (MPV) be located on the risk & return graph.
Given a random variable X, with standard deviation σx, and a random variable Y = a + bX, show that if b < 0, the correlation coefficient, pxy = -1, and if b > 0, pxy = 1. What is the correlation coefficient if a/b=π and a=(1+√2)/5 ?
Calculate the expected value, the variance, and the standard deviation of the given random variable X. (Round all answers to two decimal places.) Forty-one darts are thrown at a dartboard. The probability of hitting a bull's-eye is .2. Let X be the number of bull's-eyes hit. expected value variance standard deviation
1.Stock X has an expected return of 12% and a variance of .04. Stock Y has an expected return of 24% and a variance of .14. Stocks X and Y have a correlation coefficient of –.4. Calculate the expected return (in %) and standard deviation (in %) of a portfolio consisting of $20,000 invested in stock X and $30,000 invested in stock Y. Unless stated otherwise, compounding is annual and payments occur at the end of the period.
4.he sample correlation coefficient between X and Y, rxy Sx/Sx S where S-the covariance between X and Ys Σ(X-XM) (-Yu)/ n-1 Sx the standard deviation of X and Sy the standard deviation of Y I) If the covariance is positive, the correlation coefficient must be positive: True or False? ii) If the covariance is negative, the correlation coefficient must be positive: True or False? a) ii) The correlation coefficient must lie between 0 and 1. True or False? v)lf the...
X & Y jointly gaussian zero mean Groom waste common variance 6² & correlation coefficient pto Find Vanance of Z=x² + X Y
If the correlation coefficient for X and Y is calculated to be - 95, what is the proportion of variance accounted for?