急救5.设随机变量X与Y相互独立,且E(X)=E(Y)=1,D(X)=2,D(Y)=3,试求(1)D(X-Y) (2)D(XY)
5.设随机变量X与Y相互独立,且E(X)=E(Y)=1,D(X)=2,D(Y)=3,试求(1)D(X-Y) (2)D(XY)
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人气:243 ℃ 时间:2019-10-17 07:27:37
解答
D(-y)=(-1)^2*D(y)=3,E(-y)=-E(y)=-1,E(-xy)=-E(xy)=-E(x)E(y)=-1,D(x-y)=D(x)+D(-y)+2*{E(-xy)-E(x)E(y)}=2+3+2*(-1-1*(-1))=5.
D(xy)=E(x^2*y^2)-[E(xy)]^2=E(x^2)*E(y^2)-1=(D(x)+E(x)^2)*(D(y)+E(y)^2)-1=(2+1)(3+1)-1=11
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