1、Which of the following would NOT be categorized as a multivariate distribution? The:

A)   return of a stock and the return of the DJIA.

B)   days a stock traded and the days the DJIA went up.

C)   days a stock traded and the days it did not trade.

D)   returns of the stocks in the DJIA.

2、A multivariate distribution:

A)   gives multiple probabilities for the same outcome.

B)   applies only to normal distributions.

C)   specifies the probabilities associated with groups of random variables.

D)   applies only to binomial distributions.

答案和详解如下：

1、Which of the following would NOT be categorized as a multivariate distribution? The:

A)   return of a stock and the return of the DJIA.

B)   days a stock traded and the days the DJIA went up.

C)   days a stock traded and the days it did not trade.

D)   returns of the stocks in the DJIA.

The correct answer was C)

The number of days a stock traded and did not trade describes only one random variable. All the other cases involve two or more random variables.

2、A multivariate distribution:

A)   gives multiple probabilities for the same outcome.

B)   applies only to normal distributions.

C)   specifies the probabilities associated with groups of random variables.

D)   applies only to binomial distributions.

The correct answer was C)    

This is the definition of a multivariate distribution.