单选题
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.
【正确答案】
A
【答案解析】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.