multivariate trace statistic是什么意思

ee离职的ff2022-10-04 11:39:542条回答

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kanlinzon 共回答了34个问题 | 采纳率82.4%
  multivariate trace statistic
  多元统计跟踪
1年前
13DeLove 共回答了65个问题 | 采纳率
多元微量统计
1年前

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一道英文概率题 X and Y have a multivariate discrete distribution wi
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X and Y have a multivariate discrete distribution with the probability function
f(X,Y) where f(-1,1) = f(0,0) = f(1,1) = 1/3.What is the correlation
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臣以讨贼 共回答了20个问题 | 采纳率85%
1.先算出 mean of X and mean of Y:m(X)=1/3(-1+0+1)=0; m(Y)=1/3(1+0+1)=2/3
2.计算Covariance(X,Y)=(1/3)(-1)(1-2/3)+(1/3)(0)(0-2/3)+(1/3)(1)(1-2/3)=0,所以推出correlation coefficient is 0
3.fx(1)=1/3; fy(1)=2/3; However,1/3=f(1,1) 不等于 fx(1)fy(1)=2/9 从而推出X,Y are NOT independent.
This example shows us that uncorrelation does not imply independence.