NO.PZ2020010304000032
问题如下:
Suppose four independent random variables X1, X2, X3, and X4 all have mean u = 1 and variances of 0.5, 0.5, 2, and 2, respectively.
Compute the expectation and variance of
解释:
The expectation is
E[2X1+2X2+0.5X3+0.5X4]
=2u+2u+0.5u+0.5u
=5u=5.
The variance is
Var[2X1+2X2+0.5X3+0.5X4]
=4Var[X1]+4Var[X2]+0.25Var[X3]+0.25Var[X4]
=2+2+0.5+0.5
=5
varience公式没看懂 谢谢