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Reading 8: Probability Concepts - LOS l ~ Q1-2

Q1. Given P(X = 20, Y = 0) = 0.4, and P(X = 30, Y = 50) = 0.6, then COV(XY) is:

A)   125.00.

B)   25.00.

C)   120.00.

Q2. Given P(X = 2, Y = 10) = 0.3, P(X = 6, Y = 2.5) = 0.4, and P(X = 10, Y = 0) = 0.3, then COV(XY) is:

A)   24.0.

B)   -12.0.

C)   6.0.

答案和详解如下:

Q1. Given P(X = 20, Y = 0) = 0.4, and P(X = 30, Y = 50) = 0.6, then COV(XY) is:

A)   125.00.

B)   25.00.

C)   120.00.

Correct answer is C)

The expected values are: E(X) = (0.4 × 20) + (0.6 × 30) = 26, and E(Y) = (0.4 × 0) + (0.6 × 50) = 30. The covariance is COV(XY) = (0.4 × ((20 − 26) × (0 − 30))) + ((0.6 × (30 − 26) × (50 − 30))) = 120.

Q2. Given P(X = 2, Y = 10) = 0.3, P(X = 6, Y = 2.5) = 0.4, and P(X = 10, Y = 0) = 0.3, then COV(XY) is:

A)   24.0.

B)   -12.0.

C)   6.0.

Correct answer is B)

The expected values are: E(X) = (0.3 × 2) + (0.4 × 6) + (0.3 × 10) = 6 and E(Y) = (0.3 × 10.0) + (0.4 × 2.5) + (0.3 × 0.0) = 4. The covariance is COV(XY) = ((0.3 × ((2 − 6) × (10 − 4))) + ((0.4 × ((6 − 6) × (2.5 − 4))) + (0.3 × ((10 − 6) × (0 − 4))) = −12.

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Thansk

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thanks

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看答案,谢谢LZ

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为你失去理智

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d

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answers

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d

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