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Olivia.W🌸 · 2023年10月28日

求方差

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

Corr(X,Y)=Cov(X,Y)σxσyCorr(X,Y)=\frac { Cov(X,Y) }{ { \sigma }_{ x }{ \sigma }_{ y } } ,

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

x的方差计算器怎么求?用的是第一列的数据还是哪些数据呢

1 个答案

星星_品职助教 · 2023年10月29日

同学你好,

本题是以概率为权重求方差,没有计算器的快捷按法。

求方差/标准差需要根据公式求,步骤如下:

通过方差的公式得到Var(X)=E[(X-E(X))^2]=0.2×(-2-1)^2+0.6×(1-1)^2+0.2×(4-1)^2=3.6,即σx=1.8974

Var(Y)=0.2×(5-1.6)^2+0.6×(2-1.6)^2+0.2×(-3-1.6)^2=6.64,即σY=2.5768

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