Homework SourseSuppose that x and y have the following joint probability fu
Suppose that x and y have the following joint probability function:
Find the correlation of x, y (Corr(x,y)).
| X(going down), Y(to the right) | 0 | 1 |
| -1 | 0 | 1/3 |
| 0 | 1/3 | 0 |
| 1 | 0 | 1/3 |
Solution
The value of correlation of x,y = -1
| X | Y | |
| 0 | 0.33 | |
| 0.33 | 0 | |
| 0 | 0.33 | |
| X | Y | |
| X | 1 | |
| Y | -1 | 1 |
| The value of correlation of x,y = -1 |
