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
这道题只要求出协方差是负的-4.8以后,都不需要计算σa和σb,因为σa和σb永远不可能为负(标准差都是正的),就可以判断选A了吧