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FACULTY OF ENGINEERING & TECHNOLOGY

Dr. Vinod Kumar Yadav

Assistant Professor in Mathematics

Rama University Uttar Pradesh, Kanpur

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BSc (AG)

2

nd

Year , IIIrd Sem.

Statistical Methods AES-213

Dr. Vinod Kumar Yadav

Assistant Professor in Mathematics

Rama University Uttar Pradesh, Kanpur

Statistical Methods

(3)

Outline of Lecture

Outline of lecture

 Linear Regression Equations

 Linear Regression Definition

 Equations of Lines of Regression

 y on x line

 x on y line

 Relation between Coefficient of Correlation & Coefficient of Regression

 Suggested Readings & References

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Linear Regression Equations

Linear Regression

If a relation between two variables x and y exits then the dots of the scatter diagram will more or less concentrated around a curve which is the curve of regression.

If this curve is a straight line then it is called line of regressionand also called linear regression.

There are two lines of regression-

 y on x line

 x on y line

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Equations of lines of regression

Let y = ax+b is an equation of straight line. ‘r’ is a coefficient of correlation. x bar and y bar is a mean of x and y series respectively.

 y on x linear regression line is-

Linear Regression Equations

   

   

.

y

x

y x

y y r x x

or

y y b x x

   

  

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Equations of lines of regression continue

 x on y linear regression line is-

Linear Regression Equations

   

   

.

x

y

x y

x x r y y

or

x x b y y

   

  

,

. . . .

x y yx xy

where

x mean of x series y mean of y series s d of x series s d of y series

b coefficient of regression of y on x line b coefficient of regression of x on y line

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Relation between coefficient of correlation & regression coefficients

Let y = ax+b is an equation of straight line. ‘r’ is a coefficient of correlation.

Then relation between coefficient of correlation & regression coefficients is

Hence coefficient of correlation is geometric mean of regression coefficients

Linear Regression Equations

2 y x . x y

r  b b

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Suggested Readings & References

Suggested Readings & References

1) Statistical Methods: P.N. Arora, Sumeet Arora & S. Arora; S. Chand & Company Ltd.

2) Fundamental of Mathematical Statistics: S.C. Gupta & V. Kapoor; Sultan Chand & Sons.

3) Statistics: M.R. Spiegel; Schaum’s Outline Series, Mc-Graw Hill Publication.

4) Advanced Engineering Mathematics: Erwin Kreyszig; John Wiley & Sons Inc.

5) Elements of Statistics: J.P. Chauhan & S. Kumar; Krishna Publication.

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Statistical Methods

Referensi

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