求方差的公式到底是d(x)=e(x)^2-e(x^2)还是e(x^2)-e(x)^2还是要加绝对值
问题描述:
求方差的公式到底是d(x)=e(x)^2-e(x^2)还是e(x^2)-e(x)^2还是要加绝对值
答
设X是一个随机变量,若E{[X-E(X)]^2}存在,则称E{[X-E(X)]^2}为X的方差,记为D(X)或DX.即D(X)=E{[X-E(X)]^2},
D(X)=E(X^2)-[E(X)]^2