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MC0074 Statistical and Numerical Methods Using C++

# MC0074 Statistical and Numerical Methods Using C++

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MC0074 Statistical and Numerical Methods Using C++
MC0074 Statistical and Numerical Methods Using C++

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01/02/2013

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MC0074 -STATISTICAL& NUMERICAL METHOD USING C++
Page | 1
ASSIGNMENT-11. Fit a second degree curve to the following data taking u=x-5 as the independent andv=y-7 as dependent variableX 1 2 3 4 5 6 7 8 9Y 2 6 7 8 10 11 11 10 9
Ans :U -4 -3 -2 -1 0 1 2 3 4V -5 -1 0 1 3 4 4 3 2
2. Discuss and define the Correlation coefficient with the suitable example.?
Ans :
Corr
elati
on

Co
efficie
n
t
Correlation is one of the most widely used statistical techniques. Whenever two variable areso related that a change in one variable result in a direct or inverse change in the other andalso greater the magnitude of change in one variable corresponds to greater the magnitude of change in the other, then the variable are said to be correlated or the relationship between thevariables is known as correlation.
-6
-4
-2
0
2
4
60246810
Se
r
ies1
Se
r
ies2

o
ly. (Se
r
ies1)

o
ly. (Se
r
ies2)

MC0074 -STATISTICAL& NUMERICAL METHOD USING C++
Page | 2
We have been concerned with associating parameters such as E(x) and V(X) with thedistribution of one-dimensional random variable. If we have a two-dimensional randomvariable (X,Y), an analogous problem is encountered.DefinitionLet (X, Y) be a two-dimensional random variable. We define 
xy
, the correlation coefficient, between X and Y, as follows:
xy
=The numerator of , is called the covariance of X and Y.ExampleSuppose that the two-dimensional random variable (X, Y) is uniformly distributed over thetriangular regionR = {(x, y) | 0 < x < y < 1}The pdf is given asf(x, y) = 2, (x, y)R,= 0, elsewhere.Thus the marginal pdf¶s of X and of Y areg(x) =2 (1 ± x), 0x1h(y) == 2y, 0y1ThereforeE(X) = , E(Y) =

MC0074 -STATISTICAL& NUMERICAL METHOD USING C++
Page | 3
E(X
2
) = , E(Y
2
) =V(X) = E(X
2
) ± (E(X))
2
= V(Y) = E(Y
2
) ± (E(Y))
2
=E(XY) =Hence
xy
= =
3. If x is normally distributed with zero mean and unit variance, find the expectationand variance of
2
.
Ans ± The equation of the normal curve isy =




If mean is zero and variance is unit, then putting m=0 and  = 1, the above equation reducedtoy =


Expectation of x
2
i.e µ¶
1
=






=






«««.. (i)=


