NO.PZ2020010304000031
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.
What is the expectation and variance of
选项:
解释:
The expectation is
E[(1/4)(X1+X2+X3+X4)]
=(1/4)(E[X1]+E[X2]+E[X3]+E[X4])
=(1/4)(u+u+u+u)
=u=1
The Variance is
Var[(1/4)(X1+X2+X3+X4)]
=(1/16)(Var[X1]+Var[X2]+Var[X3]+Var[X4])
=(1/16)(0.5+0.5+2+2)
=5/16
variance不是0.25乘吗? 0.25是Weight,然后乘以每个数