Day 8: Pearson Correlation Coefficient II

  • + 1 comment

    The PCC is definitely negative because:

    3x + 4y + 8 = 0;
    y = -2 - 3/4x;
    a = -2;
    b = -3/4 = p * sigmaY / sigmaX;
    

    sigmaY and sigmaX are positive then p is negative.

    • It cannot be -1 because regression line is sloping.
    • It cannot be -4/3 because PCC = [-1;1].
    • -3/4 is the correct answer.