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大老王 · 2022年03月17日

答案D的意思

NO.PZ2016062402000002

问题如下:

Which one of the following statements about the correlation coefficient is false?

选项:

A.

It always ranges from -1 to +1.

B.

A correlation coefficient of zero means that two random variables are independent.

C.

It is a measure of linear relationship between two random variables.

D.

It can be calculated by scaling the covariance between two random variables.

解释:

Correlation is a measure of linear association. Independence implies zero correlation, but the reverse is not always true.

请问答案D是什么意思呢,有点看不懂,是指可以通过求covariance 来求correlation是吗?

1 个答案

DD仔_品职助教 · 2022年03月18日

嗨,从没放弃的小努力你好:


同学你好,

是的,D说的就是correlation是可以通过两个变量的covariance来计算得出。

考察的是公式:covariance=σ1*σ2*correlation

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虽然现在很辛苦,但努力过的感觉真的很好,加油!