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