Suppose A, B are two events such that P(A)= 0.3, P(B)=0.4 and P(AUB)= 0.5.
Let X= Indicator A and Y=Indicator B. Find Corr(X,Y).
Simple Correlation
2013-05-09 9:51 pm
回答 (1)
2013-05-09 10:18 pm
✔ 最佳答案
E(X) = P(A) * 1 = 0.3, E(Y) = P(B) * 1 = 0.4E(XY) = P(A and B) * 1 = 0.2
Var(X) = P(A) * 1 - (0.3)^2 = 0.21, Var(B) = 0.4 - (0.4)^2 = 0.24
Corr(X,Y) = [E(XY) - E(X)E(Y)]/√[Var(X)Var(Y)]
= [(0.2) - (0.3)(0.4)]/√(0.21)(0.24)
= 0.3563
收錄日期: 2021-04-27 19:08:10
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https://hk.answers.yahoo.com/question/index?qid=20130509000051KK00093