NO.PZ2015120604000061
问题如下:
According to the above table, what is the standard deviation of Y?
选项:
A.6.64.
B.1.90.
C.2.58.
解释:
C is correct
Expected return of Y = (0.2)(5) + (0.6)(2) + (0.2)(-3) = 1.6
Var(Y) = 0.2(5-1.6)2 + 0.6(2- 1.6)2 + 0.2(-3-1.6)2 = 6.64
Standard deviation= square root of 6.64=2.58
里面算法没有用到x的数值,但是这个不仅仅是要的概率。他是联合概率啊,怎么第一步就可以直接用y*联合概率的和就可以得到要expected value呢
Expected return of Y = (0.2)(5) + (0.6)(2) + (0.2)(-3) = 1.6 ????这里面的是联合概率啊,不是单独Y的概率啊