NO.PZ2015120604000064
问题如下:
According to the above table, what is the correlation of X and Y, given the joint probability table above?
选项:
A.
-0.98.
B.
0.16.
C.
0.98.
解释:
A is correct
,
Cov(X,Y)=-4.8, standard deviations of X and Y are 1.90 and 2.58, as calculated before,
thus correlation of X and Y is -0.98
我算出来,X期望和Y期望,以及X和Y的标准差,但是把这些值套入公式,得出-1,所以远的-0.98。我算最后xy协方差没算出-4.8,而是-4.92,不知道哪里错了。