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.
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.