試題詳解

29. 令(X, Y)為二元隨機變數，期望值分別 μx 與 μy，(X, Y)之共變異數以 Cov(X, Y)表示，則下列定義何者正確？
(A) Cov(X, Y)=E[(X - μx)(Y - μy)]
(B) Cov(X, Y)=E[(X + μx)(Y + μy)]
(C) Cov(X, Y)=E[(μx - μy)]
(D) Cov(X, Y)=E[(μx + μy)]