FRM一级经典题：定量分析

ndence requires\rthat Pr(X) x Pr (Y) = P(X x Y) for all cells. These variables are almost uncorrelated: their\rcorrelation , p = - 0.08758.\rSee be low three examples that illustrate the three key probab小tyconcepts: joint,\runcondit ional and conditional:\rY\r1 3 5\r1 60/。 80/。 60/。 20°/4。\rX 2 20 % 20 % 15 % 55°/c。\r3 90/4。 12% 40;.。 25°/4。\r35% 40% 25% 100% .\rJoint Prob(X = l n Y = 3) = 8%\rUnconditional Prob(X = 2) = 20% + 20% + 15% = 55%\rConditional Prob(Y = SIX= 3) = 4%/25% = 16%