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Cov(U,V)

高老师2年前 (2024-03-26)概率论与数理统计（经管类）(04183)13

Cov(U,V)

COV(U,V)=E[(U-E(U)(V-E(V))]

&NBSP; &NBSP; &NBSP; &NBSP; &NBSP; &NBSP; &NBSP; &NBSP;=E(UV)-E(U)E(V)

&NBSP; &NBSP; &NBSP; &NBSP; &NBSP; &NBSP; &NBSP; &NBSP;=E(UV)-0

&NBSP; &NBSP; &NBSP; &NBSP; &NBSP; &NBSP; &NBSP; &NBSP;=E(X²)-E(Y²)

&NBSP; &NBSP; &NBSP; &NBSP; &NBSP; &NBSP; &NBSP; &NBSP;=D(X)+[E(X)]²-(D(Y)+[E(Y)]²)

&NBSP; &NBSP; &NBSP; &NBSP; &NBSP; &NBSP; &NBSP; &NBSP;=1-4

&NBSP; &NBSP; &NBSP; &NBSP; &NBSP; &NBSP; &NBSP; &NBSP;=-3

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