两个随机变量X与Y,已知DX=25,DY=36,Pxy=0.4,求Cov(x,y)及D(X-Y)
问题描述:
两个随机变量X与Y,已知DX=25,DY=36,Pxy=0.4,求Cov(x,y)及D(X-Y)
答
Pxy根号[D(X)D(Y)]=Cov(X,Y)
0.4*30=Cov(X,Y)
Cov(X,Y)=12
D(X-Y)=D(X)+D(Y)=61