GATE 2026 ST – Question 15
Joint Distributions · Joint and Conditional Distributions · 1 mark · Multiple choice
Identically distributed X,Y have variance σ²∈(0,∞). Their correlation coefficient is which expression?
- 1−E[(X−Y)²]/(2σ²)
- 1−2E[(X−Y)²]/σ²
- 1−E[(X−Y)²]/σ²
- 1−E[(X+Y)²]/σ²
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Show answer and explanation
Correct answer: (A) 1−E[(X−Y)²]/(2σ²)
Explanation
Equal distributions give equal means, so E[(X−Y)²]=Var(X−Y)=2σ²−2Cov(X,Y). Divide by 2σ² and rearrange to obtain **A**. Independence was not assumed.
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