MST-002
DESCRIPTIVE
Indira Gandhi STATISTICS
National Open University
School of Sciences
Block
2
CORRELATION FOR BIVARIATE DATA
UNIT 5
Fitting of Curves 5
UNIT 6
Correlation Coefficient 25
UNIT 7
Rank Correlation 45
UNIT 8
Intra-Class Correlation 61
Curriculum and Course Design Committee
Prof. K. R. Srivathasan Prof. Rahul Roy
Pro-Vice Chancellor Math. and Stat. Unit
IGNOU, New Delhi Indian Statistical Institute, New Delhi
Prof. Parvin Sinclair Dr. Diwakar Shukla
Pro-Vice Chancellor Department of Mathematics and Statistics
IGNOU, New Delhi Dr. Hari Singh Gaur University, Sagar
Prof. Geeta Kaicker Prof. Rakesh Srivastava
Director, School of Sciences Department of Statistics
IGNOU, New Delhi M. S. University of Baroda, Vadodara
Prof. Jagdish Prasad Prof. G. N. Singh
Department of Statistics Department of Applied Mathematics
University of Rajasthan, Jaipur I. S. M. Dhanbad
Prof. R. M. Pandey Dr. Gulshan Lal Taneja
Department of Bio-Statistics Department of Mathematics
All India Institute of Medical Sciences M. D. University, Rohtak
New Delhi
Faculty members of School of Sciences, IGNOU
Statistics Mathematics
Dr. Neha Garg Dr. Deepika Garg
Dr. Nitin Gupta Prof. Poornima Mital
Mr. Rajesh Kaliraman Prof. Sujatha Varma
Dr. Manish Trivedi Dr. S. Venkataraman
Block Preparation Team
Content Editor Course Writer
Dr. Meenakshi Srivastava Dr. Rajesh Tailor
Department of Statistics School of Studies in Statistics
Institute of Social Sciences Vikram University, Ujjain
Dr. B. R. Ambedkar University, Agra
Formatted By
Language Editor Dr. Manish Trivedi
Dr. Nandini Sahu Mr. Prabhat Kumar Sangal
School of Humanities, IGNOU School of Sciences, IGNOU
Secretarial Support
Mr. Deepak Singh
Programme and Course Coordinator: Dr. Manish Trivedi
Block Production
Mr. Y. N. Sharma, SO (P.)
School of Sciences, IGNOU
Acknowledgement: We gratefully acknowledge to Prof. Geeta Kaicker, Director, School of
Sciences for her great support and guidance.
December, 2011
Indira Gandhi National Open University, 2011
ISBN-978-81-266-
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CORRELATION FOR BIVARIATE DATA
In Block 1 of this course, you have studied the analysis of quantitative data
mainly dealt with the quantitative techniques which describes the one or more
variables e.g. height, weight, sales, income, etc. independently. Those units
were broadly classified as measures of central tendency, measures of
dispersion, moments, skewness and kurtosis. Often we come across the
situation where information on two or more variables, together like height and
weight, income and expenditure, literacy and poverty, etc. are available and
our interest is to study the relationship between these two variables. The
present block deals with the situations having information on two variables.
Unit 1 describes the fitting of various curves including straight line, second
degree of parabola, power curves and exponential curves for the given set of
data using principle of least squares. With the help of fitting of the curves one
can estimate the dependent variable for given value of independent variable.
Unit 2 gives the concept of correlation which studies the linear association
between two variables. The concept of correlation and correlation coefficient
would be very helpful in regression analysis.
Unit 3 describes the rank correlation which handles the situation where study
characteristics are not measureable but can be presented in the form of ranks
according to merit of individuals. In this unit, you will study the rank
correlation coefficient with its properties.
Unit 4 deals with two different types of situations. First in which no linear
association exists between two variables but they may have some other type of
curvilinear relationship. In this situation correlation coefficient fails to
determine the intensity of relationship and we use correlation ratio. Another
situation, when we are interested in studying the relationship among the
members of a group or family, leads us to intraclass correlation coefficient.
This unit describes the coefficient of determination, correlation ratio and intra-
class correlation coefficient.
Suggested Readings:
Ansari, M. A., Gupta, O. P. and Chaudhari S. S.; Applied Statistics, Kedar
Nath Ram Nath & Co., Meerut 1979.
Arora, S. and Bansi Lal; New Mathematical Statistics, Satya Prakashan,
New Delhi, 1989.
Chaturvedi, J. C.; Elementary Statistics, Prakash Brothers, Agra, 1963
Elhance, D. N.; Fundamentals of Statistics, Kitab Mahal, Allahabad, 1987
Goon, A. M., Gupta, M. K. and Das Gupta, B.; Fundamentals of Statistics-
Vol-I; World Press Culcutta.
Gupta, M. P. and Gupta, S. P.; Business Statistics; Sultan Chand & Sons
Publications.
Gupta S. C. and Kapoor, V. K.; Fundamentals of Mathematical Statistics,
Sultan Chand & Sons Publications.
Notations and Symbols
: Partial derivative with respect to a
a
U : Sum of squares of errors
n
i 1
: Sum over i from 1 to n
log x : Logarithm of x at the base 10
r = Corr (x, y) : Correlation coefficient between X and Y
Cov (x, y) : Covariance between X and Y
V(x) = 2x : Variance of X
x : Standard deviation of X
x : Mean of X
A : Assumed mean
rs : Rank correlation coefficient
Rx : Rank of X
di : Difference between Rx and Ry
rc : Concurrent deviation
C : Number of concurrent deviations
r2 : Coefficient of determination
: Correlation ratio
ric : Intra-class correlation coefficient
2m : Variance of means
