Question

设随机变量X的数学期望EX和方差DX都存在且DX!=0,X*=(X-EX)/√DX,求EX*,DX*

Answer 1

应用公式E(AX+B)=AEX+B D(AX+B)=A^2DX

X*=(X-EX)/√DX

EX*=E[(X-EX)/√DX]=1/√DX(EX-EX)=0

DX*=D[(X-EX)/√DX]=DX/DX=1