设(X,Y)为二维随机向量,D(X)=16,D(Y)=25,ρXY=0.6,则Cov(X,Y)=(…
发布时间:2019-04-26 23:35
本题解答过程如下:
ρ = Cov(X,Y)/[D(X)D(Y)]^0.5
Cov(X,Y) = ρ[D(X)D(Y)]^0.5
= 0.6X4X5
= 12