答案和详解如下: Q1.In addition to the usual parameters that describe a normal distribution, to completely describe 10 random variables, a multivariate normal distribution requires knowing the: A) 45 correlations. B) overall correlation. C) 10 correlations. Correct answer is A) The number of correlations in a multivariate normal distribution of n variables is computed by the formula ((n) × (n-1)) / 2, in this case (10 × 9) / 2 = 45. Q2. In a multivariate normal distribution, a correlation tells the: A) relationship between the means and variances of the variables. B) strength of the linear relationship between two of the variables. C) overall relationship between all the variables. Correct answer is B) This is true by definition. The correlation only applies to two variables at a time. |