FRM一级易错题精选:Use the following joint probability
时间:2018-02-26 16:21 作者:FRM
来源:FRM
Use the following joint probability distribution to answer the questions below.
|
Y=1 |
Y=2 |
Y=3 |
X=1 |
0.05 |
0.05 |
0.10 |
X=2 |
0.05 |
0.10 |
0.15 |
X=3 |
0.15 |
0.15 |
0.20 |
The expected value of Y is
closestto:
A. 0.2.
B. 1.0.
C. 2.2.
D. 2.3.
Answer:
12.C
p(Y=1)=0.05+0.05+0.15=0.25, p(Y=2)=0.05+0.10+0.15=0.30, and p(Y=3)=0.10+0.15+0.20=0.45, so E(Y)=0.25(1)+0.30(2)+0.45(3)=2.20.