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P(Y<=2)=P(2X+1<=2)
=P(X<=0.5)=P(X=0)
=1 - 1/4
= 3/4
D(Z)=D( X/4 - Y/2 )= D( X/4 )+D( Y/2 )-2COV( X/4 , Y/2 )
=[1/16]*D( X )+[1/4]*D(Y)-[1/4]*COV(X,Y)
=[1/16]*4+[1/4]*9-[1/4]*[(1/2)*2*3]
= 1/4 +9/4 - 3/4
=7/4
说明COV(aX,bY)=abCOV(X,Y), COV(X,Y)=r*D( X )^0.5*D(Y )^0.5
=P(X<=0.5)=P(X=0)
=1 - 1/4
= 3/4
D(Z)=D( X/4 - Y/2 )= D( X/4 )+D( Y/2 )-2COV( X/4 , Y/2 )
=[1/16]*D( X )+[1/4]*D(Y)-[1/4]*COV(X,Y)
=[1/16]*4+[1/4]*9-[1/4]*[(1/2)*2*3]
= 1/4 +9/4 - 3/4
=7/4
说明COV(aX,bY)=abCOV(X,Y), COV(X,Y)=r*D( X )^0.5*D(Y )^0.5
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谢谢你
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