题目
若随机变量X的期望和方差分别为E(X)和D(X),则等式( )成立.A. D(X) = E[X - E(X)]B. D(X) = E(X^2) + E[X]^2C. D(X) = E(X^2)D. D(X) = E(X^2) - E[X]^2
若随机变量$X$的期望和方差分别为$E(X)$和$D(X)$,则等式( )成立.
A. $D(X) = E[X - E(X)]$
B. $D(X) = E(X^2) + E[X]^2$
C. $D(X) = E(X^2)$
D. $D(X) = E(X^2) - E[X]^2$
题目解答
答案
D. $D(X) = E(X^2) - E[X]^2$
解析
本题考查随机变量方差的计算公式,解题思路是根据方差的定义推导出方差与期望和随机变量平方期望之间的关系。
步骤一:明确方差的定义
随机变量$X$的方差$D(X)$定义为$D(X)=E\{[X - E(X)]^2\}$,这里$E(X)$是随机变量$X$的期望。
步骤二:展开$[X - E(X)]^2$
根据完全平方公式$(a - b)^2=a^2 - 2ab + b^2$,将$[X - E(X)]^2$展开可得$[X - E(X)]^2=X^2 - 2XE(X)+[E(X)]^2$。
步骤三:对展开式求期望
因为$D(X)=E\{[X - E(X)]^2\}$,把$[X - E(X)]^2=X^2 - 2XE(X)+[E(X)]^2$代入可得:
$D(X)=E(X^2 - 2XE(X)+[E(X)]^2)$
根据期望的性质$E(aY + bZ)=aE(Y)+bE(Z)$($a,b$为常数,$Y,Z$为随机变量),可得:
$D(X)=E(X^2)-E(2XE(X))+E([E(X)]^2)$
由于$E(X)$是常数,所以$E(2XE(X)) = 2E(X)E(X)=2[E(X)]^2$,$E([E(X)]^2)=[E(X)]^2$。
则$D(X)=E(X^2)-2[E(X)]^2+[E(X)]^2=E(X^2)-[E(X)]^2$。