Working out the correlation coefficient

Statistics, grade 11 (4 units) Lesson 16 of 20Learning

Working out the correlation coefficient

The product of the deviations

For each point, multiply the deviation of $\displaystyle x$ from its mean, $\displaystyle x-\bar{x}$ , by the deviation of $\displaystyle y$ from its mean, $\displaystyle y-\bar{y}$ :

a point right of the mean and above it, or left of it and below – the product is positive;
a point right and below, or left and above – the product is negative.

In a positive relation most points are of the first kind, and the sum of the products is positive; in a negative relation – the sum is negative; with no linear relation the products cancel each other out.

From raw data

Raw data is the data itself, as it was measured. The mean of the products is divided by the product of the two standard deviations, so that $\displaystyle r$ comes out between $\displaystyle -1$ and 1 and has no units:

\displaystyle r=\frac{1}{N\cdot S_x\cdot S_y}\left[(x_1-\bar{x})(y_1-\bar{y})+\dots+(x_N-\bar{x})(y_N-\bar{y})\right]

$\displaystyle N$ is the number of points, and $\displaystyle S_x$ , $\displaystyle S_y$ are the standard deviations of $\displaystyle x$ and of $\displaystyle y$ .

Example: a working table

Five pupils wrote down how many exercises they did at home ( $\displaystyle x$ ) and how many exercises they got right in a quiz ( $\displaystyle y$ ).
$\displaystyle {\bar{x}}={3}$ , $\displaystyle {\bar{y}}={4}$ .

$\displaystyle x$	$\displaystyle y$	$\displaystyle x-\bar{x}$	$\displaystyle y-\bar{y}$	The product
1	2	$\displaystyle -2$	$\displaystyle -2$	4
2	4	$\displaystyle -1$	0	0
3	5	0	1	0
4	4	1	0	0
5	5	2	1	2

The sum of the products: 6.
$\displaystyle {S_x}={\sqrt{\frac{4+1+0+1+4}{5}}}={\sqrt{2}}$ , and $\displaystyle {S_y}={\sqrt{\frac{4+0+1+0+1}{5}}}={\sqrt{1.2}}$ .
$\displaystyle {r}={\frac{6}{5\cdot\sqrt{2}\cdot\sqrt{1.2}}\approx0.77}$ : a strong positive linear relation.

From standardised data

Standardised data is the standard scores of the data: $\displaystyle {z_x}={\frac{x-\bar{x}}{S_x}}$ and $\displaystyle {z_y}={\frac{y-\bar{y}}{S_y}}$ . In them the division by the standard deviations is already done, and $\displaystyle r$ is the mean of the products of the standard scores:

\displaystyle r=\frac{1}{N}\left[(z_x)_1(z_y)_1+\dots+(z_x)_N(z_y)_N\right]

This formula shows why $\displaystyle r$ does not change when a number is added to the data or the units are changed: the standard scores do not change. With a lot of data, $\displaystyle r$ is worked out on a calculator or in a spreadsheet.

Exercise 1

$\displaystyle x$	1	2	3	4	5	6	7
$\displaystyle y$	2	1	4	3	7	5	6

a

Work out $\displaystyle S_x$ .

/ – fraction bar · Tab or the arrows – between numerator and denominator, then a note above or below · Enter – check and a new line · * – times · ^ – power, ↓ – end of the power

/ – fraction bar · Tab or the arrows – between numerator and denominator, then a note above or below · Enter – a new line · * – times · ^ – power, ↓ – end of the power

b

Work out $\displaystyle S_y$ .

/ – fraction bar · Tab or the arrows – between numerator and denominator, then a note above or below · Enter – check and a new line · * – times · ^ – power, ↓ – end of the power

/ – fraction bar · Tab or the arrows – between numerator and denominator, then a note above or below · Enter – a new line · * – times · ^ – power, ↓ – end of the power

c

Work out the correlation coefficient, to two decimal places.

/ – fraction bar · Tab or the arrows – between numerator and denominator, then a note above or below · Enter – check and a new line · * – times · ^ – power, ↓ – end of the power

/ – fraction bar · Tab or the arrows – between numerator and denominator, then a note above or below · Enter – a new line · * – times · ^ – power, ↓ – end of the power

Exercise 2

The owner of a shop selling tablets looked at the relation between the screen size in inches ( $\displaystyle x$ ) and the number of minutes a customer needs to decide to buy the tablet ( $\displaystyle y$ ).
On one day 8 different models were sold.

Screen size $\displaystyle x$	9	9	9	9	11	11	11	11
Minutes $\displaystyle y$	2	10	10	10	10	10	10	18

a

Work out $\displaystyle \bar{x}$ and $\displaystyle S_x$ . Write $\displaystyle S_x$ in the card.

/ – fraction bar · Tab or the arrows – between numerator and denominator, then a note above or below · Enter – check and a new line · * – times · ^ – power, ↓ – end of the power

/ – fraction bar · Tab or the arrows – between numerator and denominator, then a note above or below · Enter – a new line · * – times · ^ – power, ↓ – end of the power

b

Work out $\displaystyle \bar{y}$ and $\displaystyle S_y$ . Write $\displaystyle S_y$ in the card.

/ – fraction bar · Tab or the arrows – between numerator and denominator, then a note above or below · Enter – check and a new line · * – times · ^ – power, ↓ – end of the power

/ – fraction bar · Tab or the arrows – between numerator and denominator, then a note above or below · Enter – a new line · * – times · ^ – power, ↓ – end of the power

c

Work out the correlation coefficient.

/ – fraction bar · Tab or the arrows – between numerator and denominator, then a note above or below · Enter – check and a new line · * – times · ^ – power, ↓ – end of the power

/ – fraction bar · Tab or the arrows – between numerator and denominator, then a note above or below · Enter – a new line · * – times · ^ – power, ↓ – end of the power

Exercise 3

Here are the standard scores of five pupils in two tests.

$\displaystyle z_x$	$\displaystyle -1.5$	$\displaystyle -0.5$	0	0.5	1.5
$\displaystyle z_y$	$\displaystyle -0.5$	$\displaystyle -1.5$	0.5	0	1.5

Work out the correlation coefficient.

/ – fraction bar · Tab or the arrows – between numerator and denominator, then a note above or below · Enter – check and a new line · * – times · ^ – power, ↓ – end of the power

/ – fraction bar · Tab or the arrows – between numerator and denominator, then a note above or below · Enter – a new line · * – times · ^ – power, ↓ – end of the power

Formulas: statistics, grade 11 (4 units)

The mean and the standard deviation

The mean – $\displaystyle f_1, \dots, f_n$ the frequencies, $\displaystyle N$ the number of data
$\displaystyle \bar{x}=\frac{x_1f_1+x_2f_2+\dots+x_nf_n}{N}$
The standard deviation
$\displaystyle S=\sqrt{\frac{(x_1-\bar{x})^{2}f_1+(x_2-\bar{x})^{2}f_2+\dots+(x_n-\bar{x})^{2}f_n}{N}}$

The standard score

The standard score of the value $\displaystyle x$
$\displaystyle z=\frac{x-\bar{x}}{S}$
The value whose standard score is $\displaystyle z$
$\displaystyle x=\bar{x}+z\cdot S$

The normal distribution

The standard score in a normal distribution – $\displaystyle \mu$ the mean, $\displaystyle \sigma$ the standard deviation
$\displaystyle z=\frac{x-\mu}{\sigma}$
Within one standard deviation of the mean
$\displaystyle P(\mu-\sigma<X<\mu+\sigma)\approx68\%$
Within two standard deviations of the mean
$\displaystyle P(\mu-2\sigma<X<\mu+2\sigma)\approx95\%$
Above a standard score
$\displaystyle P(Z>z)=1-P(Z<z)$
The curve’s symmetry
$\displaystyle P(Z>z)=P(Z<-z)$
Between two standard scores
$\displaystyle P(z_1<Z<z_2)=P(Z<z_2)-P(Z<z_1)$

The cumulative standard normal table

In the table: the row – $\displaystyle z$ to its first decimal place; the column – the second. In a negative row the column goes further from 0: row $\displaystyle -1.2$ , column 3 holds $\displaystyle \Phi(-1.23)$ .
$\displaystyle \Phi(z)=P(Z<z)$

`z`	0	1	2	3	4	5	6	7	8	9
-3.0	0.0013	0.0013	0.0013	0.0012	0.0012	0.0011	0.0011	0.0011	0.0010	0.0010
-2.9	0.0019	0.0018	0.0018	0.0017	0.0016	0.0016	0.0015	0.0015	0.0014	0.0014
-2.8	0.0026	0.0025	0.0024	0.0023	0.0023	0.0022	0.0021	0.0021	0.0020	0.0019
-2.7	0.0035	0.0034	0.0033	0.0032	0.0031	0.0030	0.0029	0.0028	0.0027	0.0026
-2.6	0.0047	0.0045	0.0044	0.0043	0.0041	0.0040	0.0039	0.0038	0.0037	0.0036
-2.5	0.0062	0.0060	0.0059	0.0057	0.0055	0.0054	0.0052	0.0051	0.0049	0.0048
-2.4	0.0082	0.0080	0.0078	0.0075	0.0073	0.0071	0.0069	0.0068	0.0066	0.0064
-2.3	0.0107	0.0104	0.0102	0.0099	0.0096	0.0094	0.0091	0.0089	0.0087	0.0084
-2.2	0.0139	0.0136	0.0132	0.0129	0.0125	0.0122	0.0119	0.0116	0.0113	0.0110
-2.1	0.0179	0.0174	0.0170	0.0166	0.0162	0.0158	0.0154	0.0150	0.0146	0.0143
-2.0	0.0228	0.0222	0.0217	0.0212	0.0207	0.0202	0.0197	0.0192	0.0188	0.0183
-1.9	0.0287	0.0281	0.0274	0.0268	0.0262	0.0256	0.0250	0.0244	0.0239	0.0233
-1.8	0.0359	0.0351	0.0344	0.0336	0.0329	0.0322	0.0314	0.0307	0.0301	0.0294
-1.7	0.0446	0.0436	0.0427	0.0418	0.0409	0.0401	0.0392	0.0384	0.0375	0.0367
-1.6	0.0548	0.0537	0.0526	0.0516	0.0505	0.0495	0.0485	0.0475	0.0465	0.0455
-1.5	0.0668	0.0655	0.0643	0.0630	0.0618	0.0606	0.0594	0.0582	0.0571	0.0559
-1.4	0.0808	0.0793	0.0778	0.0764	0.0749	0.0735	0.0721	0.0708	0.0694	0.0681
-1.3	0.0968	0.0951	0.0934	0.0918	0.0901	0.0885	0.0869	0.0853	0.0838	0.0823
-1.2	0.1151	0.1131	0.1112	0.1093	0.1075	0.1056	0.1038	0.1020	0.1003	0.0985
-1.1	0.1357	0.1335	0.1314	0.1292	0.1271	0.1251	0.1230	0.1210	0.1190	0.1170
-1.0	0.1587	0.1562	0.1539	0.1515	0.1492	0.1469	0.1446	0.1423	0.1401	0.1379
-0.9	0.1841	0.1814	0.1788	0.1762	0.1736	0.1711	0.1685	0.1660	0.1635	0.1611
-0.8	0.2119	0.2090	0.2061	0.2033	0.2005	0.1977	0.1949	0.1922	0.1894	0.1867
-0.7	0.2420	0.2389	0.2358	0.2327	0.2296	0.2266	0.2236	0.2206	0.2177	0.2148
-0.6	0.2743	0.2709	0.2676	0.2643	0.2611	0.2578	0.2546	0.2514	0.2483	0.2451
-0.5	0.3085	0.3050	0.3015	0.2981	0.2946	0.2912	0.2877	0.2843	0.2810	0.2776
-0.4	0.3446	0.3409	0.3372	0.3336	0.3300	0.3264	0.3228	0.3192	0.3156	0.3121
-0.3	0.3821	0.3783	0.3745	0.3707	0.3669	0.3632	0.3594	0.3557	0.3520	0.3483
-0.2	0.4207	0.4168	0.4129	0.4090	0.4052	0.4013	0.3974	0.3936	0.3897	0.3859
-0.1	0.4602	0.4562	0.4522	0.4483	0.4443	0.4404	0.4364	0.4325	0.4286	0.4247
-0.0	0.5000	0.4960	0.4920	0.4880	0.4840	0.4801	0.4761	0.4721	0.4681	0.4641
0.0	0.5000	0.5040	0.5080	0.5120	0.5160	0.5199	0.5239	0.5279	0.5319	0.5359
0.1	0.5398	0.5438	0.5478	0.5517	0.5557	0.5596	0.5636	0.5675	0.5714	0.5753
0.2	0.5793	0.5832	0.5871	0.5910	0.5948	0.5987	0.6026	0.6064	0.6103	0.6141
0.3	0.6179	0.6217	0.6255	0.6293	0.6331	0.6368	0.6406	0.6443	0.6480	0.6517
0.4	0.6554	0.6591	0.6628	0.6664	0.6700	0.6736	0.6772	0.6808	0.6844	0.6879
0.5	0.6915	0.6950	0.6985	0.7019	0.7054	0.7088	0.7123	0.7157	0.7190	0.7224
0.6	0.7257	0.7291	0.7324	0.7357	0.7389	0.7422	0.7454	0.7486	0.7517	0.7549
0.7	0.7580	0.7611	0.7642	0.7673	0.7704	0.7734	0.7764	0.7794	0.7823	0.7852
0.8	0.7881	0.7910	0.7939	0.7967	0.7995	0.8023	0.8051	0.8078	0.8106	0.8133
0.9	0.8159	0.8186	0.8212	0.8238	0.8264	0.8289	0.8315	0.8340	0.8365	0.8389
1.0	0.8413	0.8438	0.8461	0.8485	0.8508	0.8531	0.8554	0.8577	0.8599	0.8621
1.1	0.8643	0.8665	0.8686	0.8708	0.8729	0.8749	0.8770	0.8790	0.8810	0.8830
1.2	0.8849	0.8869	0.8888	0.8907	0.8925	0.8944	0.8962	0.8980	0.8997	0.9015
1.3	0.9032	0.9049	0.9066	0.9082	0.9099	0.9115	0.9131	0.9147	0.9162	0.9177
1.4	0.9192	0.9207	0.9222	0.9236	0.9251	0.9265	0.9279	0.9292	0.9306	0.9319
1.5	0.9332	0.9345	0.9357	0.9370	0.9382	0.9394	0.9406	0.9418	0.9429	0.9441
1.6	0.9452	0.9463	0.9474	0.9484	0.9495	0.9505	0.9515	0.9525	0.9535	0.9545
1.7	0.9554	0.9564	0.9573	0.9582	0.9591	0.9599	0.9608	0.9616	0.9625	0.9633
1.8	0.9641	0.9649	0.9656	0.9664	0.9671	0.9678	0.9686	0.9693	0.9699	0.9706
1.9	0.9713	0.9719	0.9726	0.9732	0.9738	0.9744	0.9750	0.9756	0.9761	0.9767
2.0	0.9772	0.9778	0.9783	0.9788	0.9793	0.9798	0.9803	0.9808	0.9812	0.9817
2.1	0.9821	0.9826	0.9830	0.9834	0.9838	0.9842	0.9846	0.9850	0.9854	0.9857
2.2	0.9861	0.9864	0.9868	0.9871	0.9875	0.9878	0.9881	0.9884	0.9887	0.9890
2.3	0.9893	0.9896	0.9898	0.9901	0.9904	0.9906	0.9909	0.9911	0.9913	0.9916
2.4	0.9918	0.9920	0.9922	0.9925	0.9927	0.9929	0.9931	0.9932	0.9934	0.9936
2.5	0.9938	0.9940	0.9941	0.9943	0.9945	0.9946	0.9948	0.9949	0.9951	0.9952
2.6	0.9953	0.9955	0.9956	0.9957	0.9959	0.9960	0.9961	0.9962	0.9963	0.9964
2.7	0.9965	0.9966	0.9967	0.9968	0.9969	0.9970	0.9971	0.9972	0.9973	0.9974
2.8	0.9974	0.9975	0.9976	0.9977	0.9977	0.9978	0.9979	0.9979	0.9980	0.9981
2.9	0.9981	0.9982	0.9982	0.9983	0.9984	0.9984	0.9985	0.9985	0.9986	0.9986
3.0	0.9987	0.9987	0.9987	0.9988	0.9988	0.9989	0.9989	0.9989	0.9990	0.9990

The correlation coefficient

From raw data
$\displaystyle r=\frac{1}{N\cdot S_x\cdot S_y}\left[(x_1-\bar{x})(y_1-\bar{y})+\dots+(x_N-\bar{x})(y_N-\bar{y})\right]$
From standardised data – $\displaystyle z_x$ , $\displaystyle z_y$ the standard scores
$\displaystyle r=\frac{1}{N}\left[(z_x)_1(z_y)_1+\dots+(z_x)_N(z_y)_N\right]$
Always between $\displaystyle -1$ and $\displaystyle 1$
$\displaystyle -1\le r\le1$

The regression line

The slope of the regression line
$\displaystyle m=r\cdot\frac{S_y}{S_x}$
The regression line predicting $\displaystyle y$ from $\displaystyle x$ – through the point of the means
$\displaystyle y-\bar{y}=m(x-\bar{x})$