两个随机变量X与Y,已知DX=25,DY=36,Pxy=0.4,求Cov(x,y)及D(X-Y)
1个回答
Pxy根号[D(X)D(Y)]=Cov(X,Y)
0.4*30=Cov(X,Y)
Cov(X,Y)=12
D(X-Y)=D(X)+D(Y)=61
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