考研数学,概率,如何从题中知道相关系数为O?谢谢你
∫D(X+Y)= E(X+Y)?-[E(X+Y)]?
=E[X+Y-E(X)-E(Y)]?
=E[X-E(X)]?+E[Y-E(Y)]?+2E[X-E(X)][Y-E(Y)]
=D(X)+D(Y)+2COV(X,Y)
=D(X)+D(Y)+2r√XYD(X)?D(Y)
∴假设x和y的方差存在且不等于0: d (x) ≠ 0,D(Y)≠0,我们得到:
D(X+Y)=DX+DY?rXY=0
=E[X+Y-E(X)-E(Y)]?
=E[X-E(X)]?+E[Y-E(Y)]?+2E[X-E(X)][Y-E(Y)]
=D(X)+D(Y)+2COV(X,Y)
=D(X)+D(Y)+2r√XYD(X)?D(Y)
∴假设x和y的方差存在且不等于0: d (x) ≠ 0,D(Y)≠0,我们得到:
D(X+Y)=DX+DY?rXY=0