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ICAR JRF Agricultural Statistics 29 Jun 2024Shift 1
MCQ (Single Correct)
+4
−1
If x ~N(0,1) and y = x2, then the correlation between X and Y is
EXPLANATION
Probability Theory, Random Variables, Expecta
- Correlation vs. Independence in Standard Normal Variables:
- Given $X \sim N(0, 1)$ and $Y = X^2$:
- The Pearson correlation coefficient is given by:
- For a standard normal distribution:
- $E[X] = 0$
- $E[XY] = E[X \cdot X^2] = E[X^3]$
- Since the standard normal distribution is symmetric about 0, all its odd central moments are zero:
- Therefore, the covariance is:
- Consequently, $\rho(X, Y) = 0$.
- Key Insight: A correlation coefficient of 0 indicates absence of linear association, even though $X$ and $Y$ have a perfect non-linear functional dependence ($Y = X^2$) (Option 2).
Correct option: (2) 0
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