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嘉怡 · 2021年01月06日

问一道题:NO.PZ2015120604000062

问题如下:

According to the above table, what is the variance of X?

选项:

A.

3.6.

B.

1.90.

C.

6.64.

解释:

A is correct

Firstly ,We calulate expected return of X, E(X) = (0.2)(-2) + (0.6)(1) + (0.2)(4) = 1,

Then,Var(X) = 0.2(-2-1)2 + 0.6(1-1)2 + 0.2(4-1)2 = 3.6

Y是什么意思,给了3个值,是干扰项吗?

1 个答案

星星_品职助教 · 2021年01月07日

同学你好,

Y可以取到三个值,X也可以取到三个值,表格中给的joint probability就是当X和Y取到特定的值时的对应概率。

例如0.2就是当X=-2,Y=5时的概率。

根据这个表格可以计算出X或Y的均值,进而求方差。

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