问题 单项选择题

In addition to the usual parameters that describe a normal distribution, to completely describe 10 random variables, a multivariate normal distribution requires knowing the:()

A. 45 correlations.

B. overall correlation.

C. 10 correlations.

答案

参考答案:A

解析:

The number of correlations in a multivariate normal distribution of n variables is computed by the formula ((n)×(n-1))/2, in this ease (10×9)/2=45.

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