9/28/24, 12:22 AM AM GM HM Relationship

The sum of the deviations of a set of given values from their

arithmetic mean is zero. Is the statement correct? What is the relation
among AM, GM and HM?

Yes, the statement is correct. The sum of the deviations of a set of values from their arithmetic mean
(AM) is always zero. This is because the arithmetic mean is the point where the total positive and
negative deviations balance each other out.

Relation among Arithmetic Mean (AM), Geometric Mean (GM), and Harmonic
Mean (HM):
For any set of positive numbers:

Arithmetic Mean (AM) is greater than or equal to Geometric Mean (GM), which is greater than
or equal to Harmonic Mean (HM).

The relation can be expressed as:

AM ≥ GM ≥ HM

This inequality holds with equality only when all the numbers in the set are identical.

Formulae:

Arithmetic Mean (AM):

a1 + a2 + ⋯ + an
AM =
​ ​ ​

n
Geometric Mean (GM):
1
GM = (a1 ⋅ a2 ⋅ ⋯ ⋅ an ) n
​ ​ ​

Harmonic Mean (HM):

n
HM = 1 1 1
+ +⋯+
​

a1 a2 an
​ ​ ​

​ ​ ​

In practical scenarios, AM ≥ GM ≥ HM is commonly used in statistical analysis and comparisons of

data sets.

What do you mean by cyclical fluctuation? What are irregular

variations in 2 marks

2/2

Cyclical Fluctuation:
Cyclical fluctuations refer to the recurring patterns of ups and downs in economic activity or data
series that occur over a period of time, typically associated with business cycles. These fluctuations
are influenced by various factors such as changes in consumer demand, investment patterns, and
overall economic conditions. They usually last several years and can be observed in indicators like
GDP, employment rates, and production levels. Cyclical fluctuations are distinct from seasonal
variations, which occur at regular intervals within a year.

Irregular Variations:
Irregular variations, also known as random variations or erratic variations, are unpredictable
fluctuations in a data series that do not follow any discernible pattern or trend. These variations are

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caused by unforeseen events such as natural disasters, political upheavals, or sudden market
changes. Irregular variations are short-term and can significantly affect data analysis, making it
challenging to identify underlying trends or cycles. They are not systematic and can be considered
noise in the data.

Summary:
Cyclical Fluctuation: Regular, recurring patterns in economic activity over several years.

Irregular Variations: Unpredictable, random fluctuations caused by unforeseen events.

2/2

Show that (i) correlation coefficient is the geometric mean of two

regression coefficients and (ii) absolute value of correlation coefficient
cannot exceed the arithmetic mean of the absolute values of the two
regression coefficients.

(i) Correlation Coefficient as the Geometric Mean of Two Regression

Coefficients
The relationship between the correlation coefficient (r) and the two regression coefficients
(b_xy and b_yx) is given by the following equation:

r2 = bxy × byx ​ ​

Taking the square root of both sides:

r= bxy × byx ​ ​ ​

Thus, the correlation coefficient (r) is the geometric mean of the two regression coefficients bxy and ​

byx .
​

(ii) Absolute Value of the Correlation Coefficient Cannot Exceed the

Arithmetic Mean of the Absolute Values of Two Regression Coefficients
We know that the correlation coefficient r is bounded between -1 and +1, i.e.,

−1 ≤ r ≤ 1

The absolute values of the regression coefficients are denoted as ∣bxy ∣ and ∣byx ∣. ​ ​

From the inequality of means (geometric mean and arithmetic mean), we know:

Geometric Mean ≤ Arithmetic Mean

So, applying this to our case:

∣bxy ∣ + ∣byx ∣
∣bxy ∣ × ∣byx ∣ ≤
​

2
​ ​ ​ ​

Since r = bxy × byx , the absolute value of the correlation coefficient is:
​ ​ ​

∣bxy ∣ + ∣byx ∣
∣r∣ ≤
​ ​

2
​

Thus, the absolute value of the correlation coefficient cannot exceed the arithmetic mean of the
absolute values of the two regression coefficients.

Conclusion:
(i) The correlation coefficient is the geometric mean of the two regression coefficients.

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(ii) The absolute value of the correlation coefficient is always less than or equal to the arithmetic
mean of the absolute values of the two regression coefficients.

What do you mean by statistical inference? Discuss the criteria of a

good estimator

Statistical Inference:
Statistical inference is the process of drawing conclusions or making predictions about a population
based on information obtained from a sample. It involves using statistical methods to estimate
population parameters (like mean, variance, or proportion) or test hypotheses. The goal is to
generalize the findings from the sample to the entire population while accounting for randomness
and uncertainty.

Statistical inference can be classified into two main categories:

1. Estimation: Estimating unknown population parameters using sample data.

Point estimation: Provides a single value estimate of a population parameter.

Interval estimation: Provides a range of values (confidence interval) within which the
parameter is likely to lie.

2. Hypothesis Testing: Testing claims or assumptions about a population parameter by comparing

sample data against the hypothesis.

Criteria of a Good Estimator:

A good estimator should satisfy the following criteria:

1. Unbiasedness:

An estimator is said to be unbiased if its expected value equals the true population
parameter. In other words, on average, it neither overestimates nor underestimates the
parameter.

E(θ^) = θ

where θ^ is the estimator and θ is the true parameter.

2. Consistency:

An estimator is consistent if it approaches the true population parameter as the sample size
increases. As the sample size tends to infinity, the estimator converges in probability to the
actual parameter.

lim P (∣θ^n − θ∣ < ϵ) = 1

​ ​

n→∞

for any small ϵ.

3. Efficiency:

An estimator is efficient if it has the smallest variance among all unbiased estimators. It
means the estimator gives estimates that are as close as possible to the true parameter with
minimum dispersion or variability.
~
Var(θ^) ≤ Var(θ)
~
for any other unbiased estimator θ .

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4. Sufficiency:

An estimator is sufficient if it uses all the available information in the sample related to the
parameter. A sufficient estimator captures all the relevant data in the sample to estimate
the parameter efficiently.

Formally, an estimator θ^ is sufficient for θ if the conditional distribution of the sample given
the estimator does not depend on θ .

5. Robustness:

A good estimator should be relatively insensitive to small deviations from the assumptions
of the underlying population or sample data. A robust estimator performs well even when
the data slightly deviates from normality or has outliers.

Summary:
Statistical Inference: The process of making conclusions about a population based on a sample.

Good Estimator Criteria:

Unbiasedness

Consistency

Efficiency

Sufficiency

Robustness

These properties ensure that the estimator provides reliable and accurate estimates of the
population parameter.

If AM and SD of a distribution are 50 and 2 respectively, find

coefficient of variation.

The coefficient of variation (CV) is a measure of the relative variability in a data set. It is defined as
the ratio of the standard deviation (SD) to the arithmetic mean (AM), expressed as a percentage.

The formula for the coefficient of variation is:

SD
CV = ( ) × 100
AM
​

Given:

Arithmetic Mean (AM) = 50

Standard Deviation (SD) = 2

Substitute the values into the formula:

2
CV = ( ) × 100 = 4%
50
​

Answer:
The coefficient of variation (CV) is 4%.

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Define Kurtosis. When a distribution is called to be platykurtic?

Kurtosis:
Kurtosis is a statistical measure that describes the shape of a distribution's tails in relation to its
overall shape, particularly focusing on how much data is concentrated in the tails compared to a
normal distribution. It essentially measures the "tailedness" or "peakedness" of the distribution.

There are three types of kurtosis:

1. Mesokurtic: A distribution that has kurtosis similar to a normal distribution. The kurtosis value is
typically 3.

2. Leptokurtic: A distribution with positive kurtosis (>3), indicating sharper peaks and fatter tails
compared to a normal distribution. There is more data in the tails.

3. Platykurtic: A distribution with negative kurtosis (<3), indicating flatter peaks and thinner tails
compared to a normal distribution.

Platykurtic Distribution:
A distribution is said to be platykurtic when it has a flatter peak and thinner tails than a normal
distribution. This means that the data is more evenly spread across the range, with fewer extreme
values (less data in the tails).

In terms of kurtosis value:

A platykurtic distribution has a kurtosis less than 3. This suggests that the distribution has less
concentrated peaks and more dispersion in the center compared to a normal distribution.

Example:

Uniform distribution is an example of a platykurtic distribution, as it is more flat and spread out
compared to a normal curve.

Summary:
Kurtosis measures the "peakedness" or "tailedness" of a distribution.

A platykurtic distribution has a flat peak and thin tails, with a kurtosis value less than 3,
indicating that the data is more evenly spread out across the range.

Show that Arithmetic Mean depends on both origin and scale.

2/2

Arithmetic Mean (AM) and Its Dependence on Origin and Scale:

The arithmetic mean (AM) of a data set is calculated as:

n
1
AM = ∑ xi
n
​ ​ ​

i=1

where xi represents the values in the data set, and n is the total number of data points.
​

Now, we’ll demonstrate that the arithmetic mean depends on both origin and scale by applying
transformations to the data.

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1. Dependence on Origin (Translation Transformation)

The origin refers to the point from which measurements are made. If we add or subtract a constant
a to all the values in the data set, the arithmetic mean will change accordingly.

Let the original data set be x1 , x2 , … , xn , and we add a constant a to each value, i.e., the new data
​ ​ ​

set becomes x1 ​ + a, x2 + a, … , xn + a.
​ ​

The new arithmetic mean, AMnew , is: ​

n
1
AMnew = ∑ (xi + a)
n
​ ​ ​ ​

i=1

Breaking it down:

n n n
1 1 1
AMnew = ( ∑ xi + ∑ a ) = ( ∑ xi ) + ( a × n )
n i=1 n i=1 n
​ ​ ​ ​ ​ ​ ​ ​ ​

i=1

AMnew = AMoriginal + a
​ ​

Thus, the arithmetic mean shifts by the same constant a, showing that it depends on the origin.

2. Dependence on Scale (Multiplication Transformation)

The scale refers to how much the values are multiplied or divided. If we multiply all the values by a
constant b, the arithmetic mean will also change accordingly.

Let’s multiply all values by a constant b, i.e., the new data set becomes b ⋅ x1 , b ⋅ x2 , … , b ⋅ xn . ​ ​ ​

The new arithmetic mean, AMnew , is: ​

n
1
AMnew = ∑ (b ⋅ xi )
n
​ ​ ​ ​

i=1

Breaking it down:
n
b
AMnew = ∑ xi = b ⋅ AMoriginal
n i=1
​ ​ ​ ​ ​

Thus, the arithmetic mean is multiplied by the constant b, showing that it depends on the scale.

Conclusion:
The arithmetic mean is affected by both translation (origin) and scaling (scale) transformations.

When a constant a is added to all values, the mean increases by a.

When all values are multiplied by a constant b, the mean is multiplied by b.

This demonstrates that the arithmetic mean is sensitive to both origin and scale transformations.

Define skewness and give its moment measure in 2marks

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Skewness:
Skewness is a statistical measure that describes the degree of asymmetry in the distribution of data.
It indicates whether the data is skewed to the left (negative skew) or to the right (positive skew). If
the distribution is symmetric, the skewness is zero.

Positive Skewness: The tail on the right side of the distribution is longer or fatter.

Negative Skewness: The tail on the left side is longer or fatter.

Moment Measure of Skewness:

The moment-based formula for skewness (denoted as γ1 ) is given by:
​

E ((X − μ)3 )
γ1 =
σ3
​ ​

Where:

X is a random variable,
μ is the mean,
σ is the standard deviation,
E ((X − μ)3 ) is the third central moment.

This measure indicates the direction and extent of skewness in a distribution.

What does a scatter diagram display and draw the scatter diagram
when the value of correlation coefficient is -1?

Scatter Diagram:
A scatter diagram (or scatter plot) is a graphical representation that displays the relationship
between two quantitative variables. Each point on the scatter diagram represents an observation in
the dataset, with one variable plotted along the x-axis (horizontal) and the other along the y-axis
(vertical).

Purpose: It helps visualize the correlation between the two variables, indicating whether they
have a positive, negative, or no correlation.

Interpretation of Correlation Coefficient:

Correlation Coefficient (r ):

r = 1: Perfect positive correlation (all points lie on a straight line with a positive slope).
r = −1: Perfect negative correlation (all points lie on a straight line with a negative slope).
r = 0: No correlation (points are scattered without any discernible pattern).

Scatter Diagram for r = −1:

When the correlation coefficient is -1, it indicates a perfect negative linear relationship between the
two variables. This means that as one variable increases, the other decreases in a perfectly linear
manner.

Scatter Diagram Example for r = −1:

Here's a simple representation of a scatter diagram when the correlation coefficient is -1:

diff Copy code

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Y | | ● | ● | ● | ● | ● |● +---------------- X

Explanation of the Diagram:

Each point is plotted in a straight line descending from left to right, indicating that as the value
of X increases, the value of Y decreases proportionally.

The slope of the line is negative, reflecting the perfect negative correlation.

In a real scatter diagram, points would be more scattered, but for a correlation of -1, they lie exactly
on the line.

If y = x ^ 2 can you say that the correlation coefficient between y and

x is perfect? Explain

The correlation coefficient measures the strength and direction of a linear relationship between two
variables. If y = x2 , then y and x have a quadratic relationship rather than a linear one.

Correlation Coefficient for y = x2 :

1. Nature of Relationship:

The relationship between y and x in this case is nonlinear, as y increases with the square of
x. For positive values of x, as x increases, y also increases; however, for negative values of x
, y also increases because squaring a negative value results in a positive value. Therefore,
the values of y do not change consistently as x changes.

2. Calculation of Correlation Coefficient:

The correlation coefficient (r ) specifically measures how well the data points fit a straight
line (linear relationship). For a perfect correlation (either +1 or -1), all points must lie exactly
on a straight line.

In the case of y = x2 , the points will not lie on a straight line; rather, they will form a
parabola.

3. Conclusion:

Since the relationship between y and x is nonlinear, the correlation coefficient will not be
equal to 1 (perfect positive correlation) or -1 (perfect negative correlation).

The correlation coefficient for y = x2 would be significantly less than 1 (it could be close to
0 depending on the range of x values), indicating that there is no perfect linear correlation
between y and x.

Summary:
No, the correlation coefficient between y = x2 and x is not perfect. The relationship is
nonlinear, and the correlation coefficient will not reflect a perfect linear relationship.

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a. Define Inter Quartile range.

b. When a distribution is called platykurtic? c. Give Pearson's second

measure of Skewness.

d. What is the frequency formula for standard deviation?

e. What does the area of a histogram represent?

5×1=5

f. If the value of rxy1, then what can you say regarding the relationship
between x and y?

g. Define seasonal variation.

h. What is frequency density?

Here are the definitions and explanations for each of your queries:

a. Inter Quartile Range (IQR):

The Inter Quartile Range (IQR) is a measure of statistical dispersion that represents the range within
which the middle 50% of the data points lie. It is calculated as the difference between the third
quartile (Q3) and the first quartile (Q1):

IQR = Q3 − Q1

b. Platykurtic Distribution:
A distribution is called platykurtic when it has a lower peak and thinner tails compared to a normal
distribution. This means that the data is more evenly spread out across the range, resulting in a
kurtosis value less than 3. In a platykurtic distribution, there are fewer extreme values, and the
distribution appears flatter.

c. Pearson's Second Measure of Skewness:

Pearson's second measure of skewness is given by the formula:

3(Mean − Median)
Skewness =
Standard Deviation
​

This measure quantifies the asymmetry of the data distribution around its mean.

d. Frequency Formula for Standard Deviation:

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The frequency formula for calculating the standard deviation of a grouped data set is:

∑ fi (xi − xˉ )2
σ=
​ ​

N
​ ​

Where:

fi = frequency of each group

​

xi = midpoint of each group

​

xˉ = mean of the dataset

N = total number of observations

e. Area of a Histogram:
The area of a histogram represents the total frequency of the data set. In other words, the area of
each bar (rectangle) corresponds to the frequency of observations within each interval (bin). For a
histogram with equal bin widths, the area can also be interpreted as the proportion of the total data
that falls within that interval.

f. Value of r = 1:
If the value of r= 1, this indicates a perfect positive linear relationship between the variables x and
y . This means that as x increases, y also increases in a perfectly linear manner, and all data points lie
exactly on a straight line with a positive slope.

g. Seasonal Variation:
Seasonal variation refers to periodic fluctuations in a time series data that occur at regular intervals,
often due to seasonal factors. These variations are predictable and can be observed annually,
quarterly, monthly, or weekly, reflecting changes due to seasons, holidays, or other recurring events.

h. Frequency Density:
Frequency density is a measure used in histograms to represent the frequency of observations in
relation to the width of the bins (intervals). It is calculated as:

Frequency
Frequency Density =
Width of the Bin
​

This allows for a clearer representation of the distribution of data, especially when bin widths are
unequal, by showing the relative density of observations per unit width.

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