开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)｜3.2.5(安卓)APP下载

返回

陆佳莹 · 2021年08月21日

这道题中mean这个条件有什么作用？

  1. CFA I
  2. Quantitative

NO.PZ2021061603000034

问题如下：

Consider two variables, A and B. If variable A has a mean of-0.56, variable B has a mean of 0.23, and the covariance between the two variables is positive, the correlation between these two variables is:

选项：

A.negative. B.zero. C.positive.

解释：

C is correct. The correlation coefficient is positive because the covariance is Dositive. The fact that one or both variables have a negative mean does not affect the sign of the correlation coefficient.

这道题中mean这个条件有什么作用？还有一个不理解的就是，covariance大于0推出correlation也大于0是如何得到的呢？correlation不是由covariance除以两个变量的标准差得到的么？这道题的逻辑怎么给他理顺？求助一下，谢谢

添加评论
2 个答案
已采纳答案

星星_品职助教 · 2021年08月21日

同学你好，

①mean是干扰条件，可以忽略。或者说题目想用负的mean来干扰判断选择出正的correlation，总之没有用。

②covariance＞0可以等价于correlation＞0，这是因为标准差都是正值，所以直接关联covariance和correlation的符号就可以了。

18816562889 · 2022年06月08日

老师，请问标准差都是正值，是肯定的对吗？因为每个数与平均数的距离的平方开根号肯定是大于等于0的？然后有没有可能会等于0？

星星_品职助教 · 2022年06月10日

@18816562889

当资产收益率为常数时，标准差为0

  • 2

    回答

  • 1

    关注

  • 943

    浏览
相关问题

NO.PZ2021061603000034 问题如下 Consir two variables, A anIf variable A ha meof-0.56, variable B ha meof 0.23, anthe covarianbetween the two variables is positive, the correlation between these two variables is: A.negative. B.zero. C.positive. C is correct. The correlation coefficient is positive because the covarianis positive. The fathone or both variables have a negative mees not affethe sign of the correlation coefficient. correlation =Sxy/(Sx*Sy),然后题目说的covarian方差永远都是positive ,题目强调positive 有什么意义呢？所以Sx和Sy有可能一正一负啊。是怎么退出正确答案的？

2023-12-05 20:35 1 · 回答

NO.PZ2021061603000034 问题如下 Consir two variables, A anIf variable A ha meof-0.56, variable B ha meof 0.23, anthe covarianbetween the two variables is positive, the correlation between these two variables is: A.negative. B.zero. C.positive. C is correct. The correlation coefficient is positive because the covarianis positive. The fathone or both variables have a negative mees not affethe sign of the correlation coefficient. No.PZ2021061603000034 (选择题)来源: 原版书Consir two variables, A anIf variable A ha meof-0.56, variable B ha meof 0.23, anthe covarianbetween the two variables is positive, the correlation between these two variables is:您的回答正确答案是: CAnegative.Bzero.Cpositive.求助老师

2022-11-29 17:39 2 · 回答

NO.PZ2021061603000034问题如下Consir two variables, A anIf variable A ha meof-0.56, variable B ha meof 0.23, anthe covarianbetween the two variables is positive, the correlation between these two variables is: A.negative.B.zero.C.positive. C is correct. The correlation coefficient is positive because the covarianis positive. The fathone or both variables have a negative mees not affethe sign of the correlation coefficient. 为什么cov大于零cor就一定大于零

2022-09-14 22:29 1 · 回答

NO.PZ2021061603000034 问题如下 Consir two variables, A anIf variable A ha meof-0.56, variable B ha meof 0.23, anthe covarianbetween the two variables is positive, the correlation between these two variables is: A.negative. B.zero. C.positive. C is correct. The correlation coefficient is positive because the covarianis positive. The fathone or both variables have a negative mees not affethe sign of the correlation coefficient. 根据公式 R=S/两个标准差的乘积， S是positive 那就是正号 ，标准差一正一负，然后相除以后得到CORRELATION,就是负的 所以是negative ,哪里理解错了？

2022-09-08 23:30 1 · 回答