: THEORY OF STATISTICS.
2. Consider first the case in which the two variables are com
pletely independent. Let the distributions of frequency for the
two variables x; and x,, singly, be
4
Y1="¢ 22
==
(1)
2 |
Fy
Yo=Ys¢ kr
Then, assuming independence, the frequency-distribution of pairs
of values must, by the rule of independence, be given by
2 2
33) ®
Yio Yee Eo
whera
oy
EX 2.00, i (3)
Equation (2) gives a normal correlation surface for one special
case, the correlation-coefficient being zero. If we put xz,=a con-
stant, we see that every section of the surface by a vertical plane
parallel to the z; axis, 7.e. the distribution of any array of a;’s, is
a normal distribution, with the same mean and standard-deviation
as the total distribution of z’s, and a similar statement holds for
the array of a,’s; these properties must hold good, of course, as
the two variables are assumed independent (cf. Chap. V. § 13).
The contour lines of the surface, that is to say, lines drawn on
the surface at a constant height, are a series of similar ellipses
with major and minor axes parallel to the axes of x; and «, and
proportional to o; and oy, the equations to the contour lines being
of the general form
z |,
Tr a : od)
Pairs of values of 2, and x, related by an equation of this form
are, therefore, equally frequent.
3. To pass from this special case of independence to the general
case of two correlated variables, remember (Chap. XII. § 8)
that if
yg =1y — by.
yy = y= by;
x, and x, ,, as also z, and «,, are uncorrelated. If they are not
merely uncorrelated but completely independent, and if the dis-
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