设随机变量X,Y相互独立,且X~N(2,1),N(1,1),则P(X-Y

问题描述:

设随机变量X,Y相互独立,且X~N(2,1),N(1,1),则
P(X-Y

E(X-Y)=E(X)-E(Y)=1
D(X-Y)=D(X)+D(Y)=2
X-Y~N(1,2)
E(X+Y)=E(X)+E(Y)=3
D(X+Y)=D(X)+D(Y)=2
X+Y~N(3,2)
P(X-Y