题目
6.随机变量X与Y满足Xsimpi(4),Ysim N(1,16),ρ_(XY)=0.5,则E(2X+Y)=______,D(X-Y)=
6.随机变量X与Y满足$X\sim\pi(4)$,$Y\sim N(1,16)$,$ρ_{XY}=0.5$,则E(2X+Y)=______,D(X-Y)=
题目解答
答案
已知 $X \sim \pi(4)$,$Y \sim N(1, 16)$,$\rho_{XY} = 0.5$,则:
-
计算 $E(2X+Y)$:
$E(X) = 4$,$E(Y) = 1$,利用期望线性性质:
$E(2X+Y) = 2E(X) + E(Y) = 2 \times 4 + 1 = 9$ -
计算 $D(X-Y)$:
$D(X) = 4$,$D(Y) = 16$,$\rho_{XY} = 0.5$,计算协方差:
$\text{Cov}(X,Y) = \rho_{XY} \sqrt{D(X)} \sqrt{D(Y)} = 0.5 \times 2 \times 4 = 4$
利用方差性质:
$D(X-Y) = D(X) + D(Y) - 2\text{Cov}(X,Y) = 4 + 16 - 2 \times 4 = 12$
答案:
$\boxed{\begin{array}{ll}E(2X+Y) = & 9 \\D(X-Y) = & 12 \\\end{array}}$