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If X and Y are two independent variables with `sigma_(X)^(2)=36,sigma_(Y)^(2)=16` then correlation coefficient between `U=X+Y and V=X-Y` is

A

`(5)/(13)`

B

`-(5)/(13)`

C

`(4)/(9)`

D

none of these

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AI Generated Solution

The correct Answer is:
To find the correlation coefficient between \( U = X + Y \) and \( V = X - Y \), we can follow these steps: ### Step 1: Understand the given information We have two independent random variables \( X \) and \( Y \) with variances: - \( \sigma_X^2 = 36 \) - \( \sigma_Y^2 = 16 \) ### Step 2: Calculate the covariance of \( U \) and \( V \) The correlation coefficient \( r \) is given by the formula: \[ r = \frac{\text{Cov}(U, V)}{\sqrt{\text{Var}(U) \cdot \text{Var}(V)}} \] where \( U = X + Y \) and \( V = X - Y \). #### Covariance Calculation Using the properties of covariance: \[ \text{Cov}(U, V) = \text{Cov}(X + Y, X - Y) \] Using the linearity of covariance: \[ \text{Cov}(U, V) = \text{Cov}(X, X) - \text{Cov}(X, Y) + \text{Cov}(Y, X) - \text{Cov}(Y, Y) \] Since \( X \) and \( Y \) are independent, \( \text{Cov}(X, Y) = 0 \) and \( \text{Cov}(Y, X) = 0 \). Thus: \[ \text{Cov}(U, V) = \text{Var}(X) - \text{Var}(Y) = 36 - 16 = 20 \] ### Step 3: Calculate the variances of \( U \) and \( V \) #### Variance of \( U \) \[ \text{Var}(U) = \text{Var}(X + Y) = \text{Var}(X) + \text{Var}(Y) = 36 + 16 = 52 \] #### Variance of \( V \) \[ \text{Var}(V) = \text{Var}(X - Y) = \text{Var}(X) + \text{Var}(Y) = 36 + 16 = 52 \] ### Step 4: Substitute into the correlation coefficient formula Now we have: \[ r = \frac{\text{Cov}(U, V)}{\sqrt{\text{Var}(U) \cdot \text{Var}(V)}} = \frac{20}{\sqrt{52 \cdot 52}} = \frac{20}{52} = \frac{5}{13} \] ### Final Answer The correlation coefficient between \( U \) and \( V \) is: \[ \boxed{\frac{5}{13}} \]
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ML KHANNA-CORRELATION AND REGRESSION -PROBLEM SET (1) (MCQ)
  1. Two random variables have the least squares regression lines 3x+2y-26=...

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  2. The lines of regression of y on x and x on y are respectively y=x and ...

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  3. The regression lines of x on y and y on x are x=4y+5 and y=kx+4 respec...

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  4. For two variables x and y, the two regression lines are x+2y-5=0, 2x+3...

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  5. For 10 observations on price (x) and supply (y) the following data wer...

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  6. If two lines of Regression are respectively y=ax+b and x=alphay+beta. ...

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  7. r(xy)lt0, according as

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  8. The correlation between two variables x and y is given to be r. The va...

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  9. If U=aX+b, and V=-cY+d where a and c positive. If r(U,V)=0.6, then r(X...

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  10. Let X and Y be two variables with the same variance and let U=X+Y,V=X-...

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  11. If Z=aX+bY and r is the correlation coefficient between X and Y, then ...

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  12. If X and Y are two independent variables with sigma(X)^(2)=36,sigma(Y)...

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  13. The coefficient of correlation is independent of

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  14. If both the regression coefficients b(YX) and b(XY) are positive, then

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  15. If the slopes of the line of regression of Y and X and of X and Y are ...

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  16. If the two lines of regression are 3x+y=15 and x+4y=3, then value of x...

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  17. The coefficient of correlation between random variables X and Y is 0.2...

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  18. Linear relation between the variables is given by the equation ax+by+c...

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  19. The lines of regression of y on x is a(1)x+b(1)y+c(1)=0 and that of x ...

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  20. If Sigmax=55,Sigmay=74,Sigmaxy=411,n=10, then covariance between x and...

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