D(aξ+b)=(a^2)Dξ 怎么证的?
证:D(aξ+b)= E{[(aξ+b-(E(aξ)+b)]^2}
=E{[(aξ+b-a(Eξ)-b)]^2}
=E{[aξ-a(Eξ)]^2}
=(a^2)Dξ