mean solution概率論與隨機(jī)過(guò)程

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??!?m????! E?????m? var?????m???1????var?N??N???var?????var??則? m???????1??????m???1???? ??m???令X???Z，其中，Z為非負(fù) 量且Z?（2）證明：Var????Var????Var??（3）利用（2）的結(jié)論，證明Var????Var?max?0,X???Var?max?0,因?yàn)閅Z?0，則E?YZ??Cov??,Z??E?YZ??E?Y?E?Z???E?Y?E?Z??

Var????Var????Var????2Cov??,Z??Var????Var??令U?max?0X?，V?max?0?當(dāng)X?0時(shí)，U?X，V?0此時(shí)UV?0，U?V?X，U、V當(dāng)X?0時(shí)，U?0，V??X此時(shí)UV?0，U??X，U、UV?0，U?V?X，U、V

Var????Var?max?0,X???Var?max?0,?當(dāng)X?0時(shí)，max?0X??Xmax?0?X??因此Var????Var?max?0,X???Var?max?0,?因此Var????Var?max?0,X???Var?max?0,?YZ?00YZ00時(shí)，討論就相當(dāng)于分段討論。而方差是對(duì)隨機(jī)等概率出現(xiàn)，則P?N?n?可以求解：A?A??50?n?P?N?n??5??46?1???46?2??…?n?50?49?…??50????5? 1??…? 4???46??n?3???…?n??50?49?…?46??1??…? ?5??49???…??46?50?…???

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