Calculated covariance & corr. coefficient - confirmation
0
$begingroup$
I have 2 simple discrete random variables.
Marginal distribution of X:
V: 0.002 0.004 0.006 0.008
P: 0.110 0.480 0.300 0.110
Marginal distribution of Y:
V: 0.010 0.020 0.030 0.040
P: 0.100 0.400 0.300 0.200
Here
V means values
P means their respective probabilities
I calculated these below but I am not sure about the last 2:
E[X] = 0.00482000
E[Y] = 0.02600000
var[X] = 0.000002727600
var[Y] = 0.000084000000
covariance (X,Y) = -0.000001120000
correlation coefficient (X,Y) = -0.073992557516
1) Could someone confirm these 6 calculated numbers please?
2) What are the best free tools to calculate such things? Maybe R, Python?
(Please don't downvote for the 2nd question, I will remove it if needed).
I looked at a few online calculators but none of them seems to take probabilities as input, just 2 vectors of values they take.
probability probability-theory
asked Dec 25 '18 at 17:48
peter.petrovpeter.petrov
5,441821
$endgroup$
|
show 4 more comments
0
$begingroup$
I have 2 simple discrete random variables.
Marginal distribution of X:
V: 0.002 0.004 0.006 0.008
P: 0.110 0.480 0.300 0.110
Marginal distribution of Y:
V: 0.010 0.020 0.030 0.040
P: 0.100 0.400 0.300 0.200
Here
V means values
P means their respective probabilities
I calculated these below but I am not sure about the last 2:
E[X] = 0.00482000
E[Y] = 0.02600000
var[X] = 0.000002727600
var[Y] = 0.000084000000
covariance (X,Y) = -0.000001120000
correlation coefficient (X,Y) = -0.073992557516
1) Could someone confirm these 6 calculated numbers please?
2) What are the best free tools to calculate such things? Maybe R, Python?
(Please don't downvote for the 2nd question, I will remove it if needed).
I looked at a few online calculators but none of them seems to take probabilities as input, just 2 vectors of values they take.
probability probability-theory
asked Dec 25 '18 at 17:48
peter.petrovpeter.petrov
5,441821
$endgroup$
$begingroup$
Someone's going to downvote for the first! Try to write out how you arrived to these values: here is more likely that someone will comment your thought process than your results.
$endgroup$
– N74
Dec 25 '18 at 18:23
$begingroup$
@N74 I just applied the formulas. I wrote a program in Java and those are the values it produced. But some of them do not match with the answers given in my book.
$endgroup$
– peter.petrov
Dec 25 '18 at 20:32
$begingroup$
My suggestion is to copy the formulas, so that we can see if they are the expected ones and if they were correctly applied to your data.
$endgroup$
– N74
Dec 25 '18 at 20:45
$begingroup$
@N74 What is this?! These are basic well-known formulas. If you don't intend to help what is your goal in posting these comments?!
$endgroup$
– peter.petrov
Dec 25 '18 at 21:23
1
$begingroup$
The means and variances look correct. You do not seem to have information about the relationship between $X$ and $Y$, so it is difficult to see how you calculated their covariance and correlation - if they were independent then both would be zero
$endgroup$
– Henry
Dec 26 '18 at 0:20
|
show 4 more comments
0
0
0
$begingroup$
I have 2 simple discrete random variables.
Marginal distribution of X:
V: 0.002 0.004 0.006 0.008
P: 0.110 0.480 0.300 0.110
Marginal distribution of Y:
V: 0.010 0.020 0.030 0.040
P: 0.100 0.400 0.300 0.200
Here
V means values
P means their respective probabilities
I calculated these below but I am not sure about the last 2:
E[X] = 0.00482000
E[Y] = 0.02600000
var[X] = 0.000002727600
var[Y] = 0.000084000000
covariance (X,Y) = -0.000001120000
correlation coefficient (X,Y) = -0.073992557516
1) Could someone confirm these 6 calculated numbers please?
2) What are the best free tools to calculate such things? Maybe R, Python?
(Please don't downvote for the 2nd question, I will remove it if needed).
I looked at a few online calculators but none of them seems to take probabilities as input, just 2 vectors of values they take.
probability probability-theory
asked Dec 25 '18 at 17:48
peter.petrovpeter.petrov
5,441821
$endgroup$
I have 2 simple discrete random variables.
Marginal distribution of X:
V: 0.002 0.004 0.006 0.008
P: 0.110 0.480 0.300 0.110
Marginal distribution of Y:
V: 0.010 0.020 0.030 0.040
P: 0.100 0.400 0.300 0.200
Here
V means values
P means their respective probabilities
I calculated these below but I am not sure about the last 2:
E[X] = 0.00482000
E[Y] = 0.02600000
var[X] = 0.000002727600
var[Y] = 0.000084000000
covariance (X,Y) = -0.000001120000
correlation coefficient (X,Y) = -0.073992557516
1) Could someone confirm these 6 calculated numbers please?
2) What are the best free tools to calculate such things? Maybe R, Python?
(Please don't downvote for the 2nd question, I will remove it if needed).
I looked at a few online calculators but none of them seems to take probabilities as input, just 2 vectors of values they take.
probability probability-theory
probability probability-theory
asked Dec 25 '18 at 17:48
peter.petrovpeter.petrov
5,441821
asked Dec 25 '18 at 17:48
peter.petrovpeter.petrov
5,441821
edited Dec 26 '18 at 0:54
peter.petrov
asked Dec 25 '18 at 17:48
peter.petrovpeter.petrov
5,441821
asked Dec 25 '18 at 17:48
peter.petrovpeter.petrov
5,441821
asked Dec 25 '18 at 17:48
peter.petrovpeter.petrov
5,441821
5,441821
$begingroup$
Someone's going to downvote for the first! Try to write out how you arrived to these values: here is more likely that someone will comment your thought process than your results.
$endgroup$
– N74
Dec 25 '18 at 18:23
$begingroup$
@N74 I just applied the formulas. I wrote a program in Java and those are the values it produced. But some of them do not match with the answers given in my book.
$endgroup$
– peter.petrov
Dec 25 '18 at 20:32
$begingroup$
My suggestion is to copy the formulas, so that we can see if they are the expected ones and if they were correctly applied to your data.
$endgroup$
– N74
Dec 25 '18 at 20:45
$begingroup$
@N74 What is this?! These are basic well-known formulas. If you don't intend to help what is your goal in posting these comments?!
$endgroup$
– peter.petrov
Dec 25 '18 at 21:23
1
$begingroup$
The means and variances look correct. You do not seem to have information about the relationship between $X$ and $Y$, so it is difficult to see how you calculated their covariance and correlation - if they were independent then both would be zero
$endgroup$
– Henry
Dec 26 '18 at 0:20
|
show 4 more comments
$begingroup$
Someone's going to downvote for the first! Try to write out how you arrived to these values: here is more likely that someone will comment your thought process than your results.
$endgroup$
– N74
Dec 25 '18 at 18:23
$begingroup$
@N74 I just applied the formulas. I wrote a program in Java and those are the values it produced. But some of them do not match with the answers given in my book.
$endgroup$
– peter.petrov
Dec 25 '18 at 20:32
$begingroup$
My suggestion is to copy the formulas, so that we can see if they are the expected ones and if they were correctly applied to your data.
$endgroup$
– N74
Dec 25 '18 at 20:45
$begingroup$
@N74 What is this?! These are basic well-known formulas. If you don't intend to help what is your goal in posting these comments?!
$endgroup$
– peter.petrov
Dec 25 '18 at 21:23
1
$begingroup$
The means and variances look correct. You do not seem to have information about the relationship between $X$ and $Y$, so it is difficult to see how you calculated their covariance and correlation - if they were independent then both would be zero
$endgroup$
– Henry
Dec 26 '18 at 0:20
$begingroup$
Someone's going to downvote for the first! Try to write out how you arrived to these values: here is more likely that someone will comment your thought process than your results.
$endgroup$
– N74
Dec 25 '18 at 18:23
$begingroup$
Someone's going to downvote for the first! Try to write out how you arrived to these values: here is more likely that someone will comment your thought process than your results.
$endgroup$
– N74
Dec 25 '18 at 18:23
$begingroup$
@N74 I just applied the formulas. I wrote a program in Java and those are the values it produced. But some of them do not match with the answers given in my book.
$endgroup$
– peter.petrov
Dec 25 '18 at 20:32
$begingroup$
@N74 I just applied the formulas. I wrote a program in Java and those are the values it produced. But some of them do not match with the answers given in my book.
$endgroup$
– peter.petrov
Dec 25 '18 at 20:32
$begingroup$
My suggestion is to copy the formulas, so that we can see if they are the expected ones and if they were correctly applied to your data.
$endgroup$
– N74
Dec 25 '18 at 20:45
$begingroup$
My suggestion is to copy the formulas, so that we can see if they are the expected ones and if they were correctly applied to your data.
$endgroup$
– N74
Dec 25 '18 at 20:45
$begingroup$
@N74 What is this?! These are basic well-known formulas. If you don't intend to help what is your goal in posting these comments?!
$endgroup$
– peter.petrov
Dec 25 '18 at 21:23
$begingroup$
@N74 What is this?! These are basic well-known formulas. If you don't intend to help what is your goal in posting these comments?!
$endgroup$
– peter.petrov
Dec 25 '18 at 21:23
1
1
$begingroup$
The means and variances look correct. You do not seem to have information about the relationship between $X$ and $Y$, so it is difficult to see how you calculated their covariance and correlation - if they were independent then both would be zero
$endgroup$
– Henry
Dec 26 '18 at 0:20
$begingroup$
The means and variances look correct. You do not seem to have information about the relationship between $X$ and $Y$, so it is difficult to see how you calculated their covariance and correlation - if they were independent then both would be zero
$endgroup$
– Henry
Dec 26 '18 at 0:20
|
show 4 more comments
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$begingroup$
Someone's going to downvote for the first! Try to write out how you arrived to these values: here is more likely that someone will comment your thought process than your results.
$endgroup$
– N74
Dec 25 '18 at 18:23
$begingroup$
@N74 I just applied the formulas. I wrote a program in Java and those are the values it produced. But some of them do not match with the answers given in my book.
$endgroup$
– peter.petrov
Dec 25 '18 at 20:32
$begingroup$
My suggestion is to copy the formulas, so that we can see if they are the expected ones and if they were correctly applied to your data.
$endgroup$
– N74
Dec 25 '18 at 20:45
$begingroup$
@N74 What is this?! These are basic well-known formulas. If you don't intend to help what is your goal in posting these comments?!
$endgroup$
– peter.petrov
Dec 25 '18 at 21:23
1
$begingroup$
The means and variances look correct. You do not seem to have information about the relationship between $X$ and $Y$, so it is difficult to see how you calculated their covariance and correlation - if they were independent then both would be zero
$endgroup$
– Henry
Dec 26 '18 at 0:20