Correlation coefficient of a jumping particle

In summary, the conversation discusses calculating the probability distribution of X and Y, as well as determining if they are independent. The conversation also includes equations and calculations for expected value, variance, and correlation coefficient. The main point is that X and Y are equally likely to be at each of four positions, and further calculations are needed to determine if they are independent. However, the calculations done by the participants suggest that X and Y are indeed independent.
  • #1
Addez123
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21
Homework Statement
Assume the a particle to be in origo. Every step it jumps either -1 or 1 in either x or y plane.
So for each step it can move (1,0), (-1,0), (0,1) or (0,-1).
Let the particle start in origo and X, Y define the position after the first step.

Calculate ρ(X, Y)
Relevant Equations
ρ(X, Y) = C(X, Y) / (D(X) * D(Y))
C = Covariance
D = Standard deviation

C(X, Y) = E(XY) - E(X)E(Y)
What I need help with is how I would start..
I can say p(X, Y) = (1,0) = 1/4, and same for the other 3 coordinates. P = 0 for all other coordinates.
This doesn't give me anything to work with though.

C(X, Y) = E(XY) - E(X)E(Y)
What is XY? I don't even know what X is.
 
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  • #2
What is the probability distribution of X?
 
  • #3
Maybe 0 if x < -1, jumps to 1/2 if x = -1 then jumps to 1 at 1?
Idk how to express it in numbers though.
 
  • #4
Addez123 said:
Maybe 0 if x < -1, jumps to 1/2 if x = -1 then jumps to 1 at 1?
Idk how to express it in numbers though.
No I don't think its like that, I expect it to be symmetric around x=0, if by probability distribution we mean the probability ##P(X=x)## where x an integer. The particle can move to +1 or -1 of its current position with respect to x-axis. So it has a non zero probability to be found at any ##(x,y)## where (x,y) integers.

@haruspex any hints how to calculate the probability P(X=x) cause I am stuck also and my probabilities are rusty. The problem I am seeing is that there are infinite ways in which the particle can arrive at (x,y). Am I overcomplicating the issue (I probably am but I don't know where my thinking is wrong).

EDIT: I should have read the problems statement more carefully. X,Y are defined in a specific different way.
 
  • #5
Addez123 said:
Maybe 0 if x < -1, jumps to 1/2 if x = -1 then jumps to 1 at 1?
Idk how to express it in numbers though.
(X, Y) is defined as the position after one step. So it is equally likely at each of four positions. In how many of those is X=-1, etc.?
 
  • #6
I was able to calculate
$$E(x) = \sum_k g(k)*p_x(k) = -1 * 1/4 + 1 * 1/4 = 0$$
Then I got variance by
$$V(x) = E(x^2) - E(x)^2 = 1*1/4 + 1*1/4 - 0 = 1/2$$
$$D(x) = \sqrt{V(x)} = 1/\sqrt{2}$$
Same for y since they are identical.
$$ρ(X, Y) = C(X, Y) / (D(X) * D(Y)) $$
$$C(X, Y) = \sum_j \sum_k (j - ux)(k - uy)p(j, k) = 1/4 * (1*0 + -1*0 + 0*1 + 0*-1) = 0$$
Now the second question is: Are they independent?

X and Y are independent if
$$E(XY) = E(X)E(Y)$$
We can get E(XY) from this equation:
$$C(X,Y) = E(XY) - E(X)E(Y)$$
$$E(XY) = -E(X)E(Y) - C(X,Y) = -0*0 -0 = 0$$
Therefore x and y are independent. My book says they are NOT independent though.

Where did I do wrong?
 
  • #7
Addez123 said:
X and Y are independent if ##E(XY) = E(X)E(Y)##
If X and Y are independent then that is true, but it is not a sufficient condition for independence. Check your notes.
 

1. What is the correlation coefficient of a jumping particle?

The correlation coefficient of a jumping particle is a measure of the strength and direction of the linear relationship between the vertical displacement and the time elapsed during the particle's jump. It is denoted by the symbol "r" and can range from -1 to 1, with 0 indicating no correlation and values closer to -1 or 1 indicating a stronger correlation.

2. How is the correlation coefficient of a jumping particle calculated?

The correlation coefficient of a jumping particle is calculated by dividing the covariance of the vertical displacement and time elapsed by the product of their standard deviations. This can be represented by the formula r = cov(x,y) / (σx * σy), where x represents the vertical displacement and y represents the time elapsed.

3. What does a positive correlation coefficient of a jumping particle indicate?

A positive correlation coefficient of a jumping particle indicates that there is a positive linear relationship between the vertical displacement and time elapsed. This means that as the particle jumps higher, the time elapsed also increases, or vice versa. A correlation coefficient closer to 1 indicates a stronger positive correlation.

4. Is the correlation coefficient of a jumping particle affected by the initial velocity of the particle?

No, the correlation coefficient of a jumping particle is not affected by the initial velocity of the particle. It only measures the linear relationship between the vertical displacement and time elapsed, regardless of the initial velocity. However, the initial velocity may affect the actual values of the vertical displacement and time elapsed.

5. Can the correlation coefficient of a jumping particle be used to predict future jumps?

No, the correlation coefficient of a jumping particle only measures the strength and direction of the linear relationship between the vertical displacement and time elapsed during a single jump. It cannot be used to make predictions about future jumps, as it does not take into account other factors that may affect the particle's movement.

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