题目
546 已知随机变量X1,x2,···Xn相互独立且 (X)_(i)=mu , (x)_(i)=(e)^2gt 0, 记 overline (X)=dfrac (1)(n)sum _(i=1)^n(X)_(i), 则-|||-_(1)-overline (x) 与 _(2)-overline (X)-|||-(A)不相关且相互独立. (B)不相关且相互不独立.-|||-(C)相关且相互独立. (D)相关且相互不独立.A、AB、BC、CD、D
- A、A
- B、B
- C、C
- D、D
题目解答
答案
D
解析
步骤 1:计算 $\overline{X}$ 的期望和方差
由于 $X_1, X_2, \cdots, X_n$ 相互独立且 $E(X_i) = \mu$,$D(X_i) = \sigma^2$,则
$$
E(\overline{X}) = E\left(\frac{1}{n}\sum_{i=1}^{n}X_i\right) = \frac{1}{n}\sum_{i=1}^{n}E(X_i) = \frac{1}{n}\sum_{i=1}^{n}\mu = \mu
$$
$$
D(\overline{X}) = D\left(\frac{1}{n}\sum_{i=1}^{n}X_i\right) = \frac{1}{n^2}\sum_{i=1}^{n}D(X_i) = \frac{1}{n^2}\sum_{i=1}^{n}\sigma^2 = \frac{\sigma^2}{n}
$$
步骤 2:计算 $X_1 - \overline{X}$ 与 $X_2 - \overline{X}$ 的协方差
$$
Cov(X_1 - \overline{X}, X_2 - \overline{X}) = E\left[(X_1 - \overline{X})(X_2 - \overline{X})\right] - E(X_1 - \overline{X})E(X_2 - \overline{X})
$$
由于 $E(X_1 - \overline{X}) = E(X_2 - \overline{X}) = 0$,则
$$
Cov(X_1 - \overline{X}, X_2 - \overline{X}) = E\left[(X_1 - \overline{X})(X_2 - \overline{X})\right]
$$
$$
= E\left[X_1X_2 - X_1\overline{X} - X_2\overline{X} + \overline{X}^2\right]
$$
$$
= E(X_1X_2) - E(X_1\overline{X}) - E(X_2\overline{X}) + E(\overline{X}^2)
$$
由于 $X_1, X_2, \cdots, X_n$ 相互独立,则
$$
E(X_1X_2) = E(X_1)E(X_2) = \mu^2
$$
$$
E(X_1\overline{X}) = E(X_1)\cdot E(\overline{X}) = \mu^2
$$
$$
E(X_2\overline{X}) = E(X_2)\cdot E(\overline{X}) = \mu^2
$$
$$
E(\overline{X}^2) = D(\overline{X}) + [E(\overline{X})]^2 = \frac{\sigma^2}{n} + \mu^2
$$
则
$$
Cov(X_1 - \overline{X}, X_2 - \overline{X}) = \mu^2 - \mu^2 - \mu^2 + \frac{\sigma^2}{n} + \mu^2 = \frac{\sigma^2}{n}
$$
步骤 3:判断 $X_1 - \overline{X}$ 与 $X_2 - \overline{X}$ 是否相关
由于 $Cov(X_1 - \overline{X}, X_2 - \overline{X}) = \frac{\sigma^2}{n} \neq 0$,则 $X_1 - \overline{X}$ 与 $X_2 - \overline{X}$ 相关。
步骤 4:判断 $X_1 - \overline{X}$ 与 $X_2 - \overline{X}$ 是否相互独立
由于 $X_1, X_2, \cdots, X_n$ 相互独立,但 $X_1 - \overline{X}$ 与 $X_2 - \overline{X}$ 之间存在线性关系,因此 $X_1 - \overline{X}$ 与 $X_2 - \overline{X}$ 相互不独立。
由于 $X_1, X_2, \cdots, X_n$ 相互独立且 $E(X_i) = \mu$,$D(X_i) = \sigma^2$,则
$$
E(\overline{X}) = E\left(\frac{1}{n}\sum_{i=1}^{n}X_i\right) = \frac{1}{n}\sum_{i=1}^{n}E(X_i) = \frac{1}{n}\sum_{i=1}^{n}\mu = \mu
$$
$$
D(\overline{X}) = D\left(\frac{1}{n}\sum_{i=1}^{n}X_i\right) = \frac{1}{n^2}\sum_{i=1}^{n}D(X_i) = \frac{1}{n^2}\sum_{i=1}^{n}\sigma^2 = \frac{\sigma^2}{n}
$$
步骤 2:计算 $X_1 - \overline{X}$ 与 $X_2 - \overline{X}$ 的协方差
$$
Cov(X_1 - \overline{X}, X_2 - \overline{X}) = E\left[(X_1 - \overline{X})(X_2 - \overline{X})\right] - E(X_1 - \overline{X})E(X_2 - \overline{X})
$$
由于 $E(X_1 - \overline{X}) = E(X_2 - \overline{X}) = 0$,则
$$
Cov(X_1 - \overline{X}, X_2 - \overline{X}) = E\left[(X_1 - \overline{X})(X_2 - \overline{X})\right]
$$
$$
= E\left[X_1X_2 - X_1\overline{X} - X_2\overline{X} + \overline{X}^2\right]
$$
$$
= E(X_1X_2) - E(X_1\overline{X}) - E(X_2\overline{X}) + E(\overline{X}^2)
$$
由于 $X_1, X_2, \cdots, X_n$ 相互独立,则
$$
E(X_1X_2) = E(X_1)E(X_2) = \mu^2
$$
$$
E(X_1\overline{X}) = E(X_1)\cdot E(\overline{X}) = \mu^2
$$
$$
E(X_2\overline{X}) = E(X_2)\cdot E(\overline{X}) = \mu^2
$$
$$
E(\overline{X}^2) = D(\overline{X}) + [E(\overline{X})]^2 = \frac{\sigma^2}{n} + \mu^2
$$
则
$$
Cov(X_1 - \overline{X}, X_2 - \overline{X}) = \mu^2 - \mu^2 - \mu^2 + \frac{\sigma^2}{n} + \mu^2 = \frac{\sigma^2}{n}
$$
步骤 3:判断 $X_1 - \overline{X}$ 与 $X_2 - \overline{X}$ 是否相关
由于 $Cov(X_1 - \overline{X}, X_2 - \overline{X}) = \frac{\sigma^2}{n} \neq 0$,则 $X_1 - \overline{X}$ 与 $X_2 - \overline{X}$ 相关。
步骤 4:判断 $X_1 - \overline{X}$ 与 $X_2 - \overline{X}$ 是否相互独立
由于 $X_1, X_2, \cdots, X_n$ 相互独立,但 $X_1 - \overline{X}$ 与 $X_2 - \overline{X}$ 之间存在线性关系,因此 $X_1 - \overline{X}$ 与 $X_2 - \overline{X}$ 相互不独立。