DX=4,DY=9,Pxy=0.4,求D(x+y)及D(x-y)?

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DX=4,DY=9,Pxy=0.4,求D(x+y)及D(x-y)?DX=4,DY=9,Pxy=0.4,求D(x+y)及D(x-y)?DX=4,DY=9,Pxy=0.4,求D(x+y)及D(x-y)?D

DX=4,DY=9,Pxy=0.4,求D(x+y)及D(x-y)?
DX=4,DY=9,Pxy=0.4,求D(x+y)及D(x-y)?

DX=4,DY=9,Pxy=0.4,求D(x+y)及D(x-y)?
D(x+y)=Dx+Dy+2*cov(x,y)=Dx+Dy+2*Pxy*Dx(开方)*Dy(开方)=
4+9+2*0.4*2*3=17.8
D(x-y)=Dx+Dy-2*cov(x,y)=Dx+Dy+2*Pxy*Dx(开方)*Dy(开方)=
4+9-2*0.4*2*3=8.2
cov(x,y)协方差

D(x+y)=13
D(x-y)=-5

D(X+Y)=
DX+DY=4+9=13
D(X-Y)=
DX-DY=4-9=-5