概率论方差计算设随机变量X与Y相互独立,且D(X)=1,D(Y)=2,求D(X-Y).

问题描述:

概率论方差计算
设随机变量X与Y相互独立,且D(X)=1,D(Y)=2,求D(X-Y).

回答:
设Z=-Y,于是D(Z) = D(-Y),D(X-Y) = D(X)+D(-Y) = D(X)+D(Z) = 1+2 = 3.