题目
随机变量X,Y满足:D(X)=4,D(Y)=9,相关系数rho_(XY)=(1)/(3),则D(2X+Y)=____.
随机变量X,Y满足:$D(X)=4$,$D(Y)=9$,相关系数$\rho_{XY}=\frac{1}{3}$,则$D(2X+Y)=$____.
题目解答
答案
根据题目条件,已知 $D(X) = 4$,$D(Y) = 9$,相关系数 $\rho_{XY} = \frac{1}{3}$。首先,计算协方差 $Cov(X, Y)$:
\[
Cov(X, Y) = \rho_{XY} \sqrt{D(X)D(Y)} = \frac{1}{3} \times \sqrt{4 \times 9} = \frac{1}{3} \times 6 = 2
\]
接下来,利用方差的性质计算 $D(2X + Y)$:
\[
D(2X + Y) = D(2X) + D(Y) + 2Cov(2X, Y)
\]
其中,$D(2X) = 4D(X) = 4 \times 4 = 16$,且 $Cov(2X, Y) = 2Cov(X, Y) = 2 \times 2 = 4$。因此:
\[
D(2X + Y) = 16 + 9 + 2 \times 4 = 16 + 9 + 8 = 33
\]
最终结果为:
\[
\boxed{33}
\]