Fundamentals|概率论-基础计算公式

一、均值与方差 【Fundamentals|概率论-基础计算公式】 D ( X Y ) = E { [ X Y ? E ( X Y ) ] 2 } = E { X 2 Y 2 ? 2 X Y E ( X Y ) + E 2 ( X Y ) } = E ( X 2 ) E ( Y 2 ) ? 2 E 2 ( X ) E 2 ( Y ) + E 2 ( X ) E 2 ( Y ) = E ( X 2 ) E ( Y 2 ) ? E 2 ( X ) E 2 ( Y ) \begin{array}{ll} D(XY) &= E\{[XY-E(XY)]^2\} \\ &= E\{X^2Y^2-2XYE(XY)+E^2(XY)\} \\ & = E( X^2) E( Y^2 ) -2E^2(X)E^2(Y)+E^2(X)E^2(Y) \\ & = E( X^2) E( Y^2 ) - E^2(X)E^2(Y) \end{array} D(XY)?=E{[XY?E(XY)]2}=E{X2Y2?2XYE(XY)+E2(XY)}=E(X2)E(Y2)?2E2(X)E2(Y)+E2(X)E2(Y)=E(X2)E(Y2)?E2(X)E2(Y)?
IfE 2 ( X ) = 0 E^2(X)=0 E2(X)=0 orE 2 ( Y ) = 0 E^2(Y)=0 E2(Y)=0, then we have
D ( X Y ) = E ( X 2 ) E ( Y 2 ) = D ( X ) D ( Y ) \begin{array}{ll} D(XY) &= E( X^2) E( Y^2 ) \\ & = D(X) D(Y) \end{array} D(XY)?=E(X2)E(Y2)=D(X)D(Y)?
whereD ( X ) = E ( X 2 ) ? E 2 ( X ) = E ( X 2 ) D(X) = E(X^2) - E^2(X) = E(X^2) D(X)=E(X2)?E2(X)=E(X2).

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