问题
单项选择题
Given P(X =2, Y= 10) =0.3, P(X=6, Y=2.5) =0.4, and P(X =10,Y=0)=0.3, then Cov(XY) is:（）
A. -12.0.
B. 24.0.
C. 6.0.
答案
参考答案：A
解析：
The expected values are: E(X) =(0.3×2)+(0.4×6)+(0.3×10)=6 and E(Y) =(0.3×10.0)+(0.4×2.5)+(0.3×0.0)=4. The covariance is Cov (XY) =0.3×(2-6)×(10-4)+0.4×(6-6)×(2.5-4)+0.3×(10-6)×(0-4)= -12.