10.设随机变量X的数学期望 (X)=u ,方差 (X)=(sigma )^2gt 0 ,且 =dfrac (X-mu )(sigma ) ,则E(Y)、 -|||-值分别为[ 】-|||-A.0,1 B.1,0 C.μ,σ^2 D.μ,σ

题目解答
答案
解析
本题考查随机变量的数学期望和方差的性质,解题思路是根据数学期望和方差的性质,分别计算$E(Y)$和$D(Y)$的值。
1. 计算$E(Y)$的值
已知$Y = \dfrac{X - \mu}{\sigma}$,根据数学期望的性质:对于任意常数$a$、$b$和随机变量$X$,有$E(aX + b) = aE(X) + b$。
在$Y = \dfrac{X - \mu}{\sigma}$中,$a = \dfrac{1}{\sigma}$,$b = -\dfrac{\mu}{\sigma}$,则:
$E(Y)=E\left(\dfrac{X - \mu}{\sigma}\right)=E\left(\dfrac{1}{\sigma}X - \dfrac{\mu}{\sigma}\right)$
根据上述性质可得:
$E\left(\dfrac{1}{\sigma}X - \dfrac{\mu}{\sigma}\right)=\dfrac{1}{\sigma}E(X) - \dfrac{\mu}{\sigma}$
又已知$E(X)=\mu$,将其代入上式可得:
$\dfrac{1}{\sigma}E(X) - \dfrac{\mu}{\sigma}=\dfrac{1}{\sigma}\times\mu - \dfrac{\mu}{\sigma}=\dfrac{\mu}{\sigma}-\dfrac{\mu}{\sigma}=0$
2. 计算$D(Y)$的值
根据方差的性质:对于任意常数$a$、$b$和随机变量$X$,有$D(aX + b) = a^2D(X)$。
在$Y = \dfrac{X - \mu}{\sigma}$中,$a = \dfrac{1}{\sigma}$,$b = -\dfrac{\mu}{\sigma}$,则:
$D(Y)=D\left(\dfrac{X - \mu}{\sigma}\right)=D\left(\dfrac{1}{\sigmaigg\sigma}X - \dfrac{\mu}{\sigma}\right)$
根据上述性质可得:
$D\left(\dfrac{1}{\sigma}X - \dfrac{\mu}{\sigma}\right)=\left(\dfrac{1}{\sigma}\right)^2D(X)$
又已知$D(X)=\sigma^2$,将其代入上式可得:
$\left(\dfrac{1}{\sigma}\right)^2D(X)=\dfrac{1}{\sigma^2}\times\sigma^2 = 1$