Régression et Corrélation

Question 1

cov(X,Y)

Answer 1

E(XY)-E(X).E(Y)
= cov(Y,X)
unite = unité X. unité Y

Question 2

cov(X,X)

Answer 2

= var(X)

Question 3

var(X+Y)

Answer 3

= var(X) + var(Y) + 2cov(X,Y)

Question 4

estimation de la covarience

Answer 4

cov(x,y) = ∑xy/n - (∑x.∑y/n^2)

Question 5

droite de régression pente a

Answer 5

= cov(X,Y)/ var(X)

unité (a) = unité (Y)/ unité (X)

Question 6

ordonné à l’origine b

Answer 6

b = Y-aX

unité (b) = unité (Y)

Question 7

coeff de corrélation linéaire

Answer 7

rx,y = cov(x,y)/√var(x). var(y)