Suppose that X and Y have the following joint probability distribution:
| Y / X | -3 | 2 | 4 | Sum |
|---|---|---|---|---|
| 1 | 0.1 | 0.2 | 0.2 | 0.5 |
| 3 | 0.3 | 0.1 | 0.1 | 0.5 |
| Sum | 0.4 | 0.3 | 0.3 | 1 |
The covariance between X and Y is:
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0 marksStatisticsJoint distributions, covariance and correlationCovariance and its propertiesModerateabout 2 min
JNU SIS 2021 Question 58: Joint distributions, covariance and correlation
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Plain-text version
Suppose that X and Y have the following joint probability distribution: | Y → / X ↓ | -3 | 2 | 4 | Sum | 1 | 0.1 | 0.2 | 0.2 | 0.5 | 3 | 0.3 | 0.1 | 0.1 | 0.5 | Sum | 0.4 | 0.3 | 0.3 | 1 | The covariance between X and Y is: (A) 0 (B) 1 (C) -1 (D) -1.2
Also written as: Suppose that X and Y have the following joint probability distribution: | Y -> / X down | -3 | 2 | 4 | Sum | 1 | 0.1 | 0.2 | 0.2 | 0.5 | 3 | 0.3 | 0.1 | 0.1 | 0.5 | Sum | 0.4 | 0.3 | 0.3 | 1 | The covariance between X and Y is:
Joint distributions, covariance and correlation has come up 61 times in 7 exams since 2005.
What this question tests
This question is on Covariance and its properties, part of Joint distributions, covariance and correlation in Statistics.
How two variables move together and how covariance combines.
TestStop has 9 past-paper questions on this subtopic.
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