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粉红豹 · 2018年10月15日

问一道题:NO.PZ2015121801000062 [ CFA I ]

问题如下图:

    

选项:

A.

B.

C.

解释:


探讨下,题目说uncorrelated 就是 不相关,但是rou = 0 代表的是“无线性相关关系”,二者是不能等同的吧?

1 个答案

Shimin_CPA税法主讲、CFA教研 · 2018年10月15日

这里我们默认不相关指的是不线性相关。

引用维基百科“correlation and dependence"的一句话:In the broadest sense correlation is any statistical association, though in common usage it most often refers to how close two variables are to having a linear relationship with each other.

粉红豹 · 2018年10月15日

OK, 那么以后如果说uncorrelated,我就默认rou =0来计算就ok,对哇?

粉红豹 · 2018年11月04日

OK, 那么以后如果说uncorrelated,我就默认rou =0来计算就ok,对哇?

Shimin_CPA税法主讲、CFA教研 · 2018年11月04日

没错~

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2023-11-21 18:43 1 · 回答

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