Examveda

If the covariance of two random variable X and Y is µXY, their correlation coefficient ρXY is:

A. $$\ell n{\mu _{XY}}$$

B. $$\ell n\left( {\frac{{{\mu _{XY}}}}{{{\sigma _X}{\sigma _Y}}}} \right)$$

C. $$\frac{{{\sigma _X}{\sigma _Y}}}{{{\mu _{XY}}}}$$

D. $$\frac{{{\mu _{XY}}}}{{{\sigma _X}{\sigma _Y}}}$$

Answer: Option D


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