概率论与数理统计习题册 第五章 答案精选.pdfVIP

n X 1 , X 2 , , X n , X n X −2n 0 2n n 2−(2n+1) 1 −2−2n 2−(2n+1) X 1 , X 2 , , X n , n −(2n+1) −2n n −(2n+1) E (X n ) (=−2 )×2 +0×(1 −2 ) +2 ×2 0 2 n 2 −(2n+1) 2 −2n n 2 −(2n+1) D(X n ) E (X n ) (−2 ) ×2 +0 ×(1 −2 ) +(2 ) ×2 1 X 1 , X 2 , , X n , X 1 , X 2 , , X n , 2 n 2 E (X ) µ, D (X ) σ =≠0 (k 1,2, ), Y ∑kX k k n k ( 1) n n + k 1 Y n X 1 , X 2 , , X 100 E (X k ) µ, D (X k ) 16 P {| X −µ |≤1} 1 100 1 100 16 4 E (X ) E ( ∑X i ) µE (X ) E ( ∑X i ) 100 i 1 100 i 1 100 25 | X −µ | 1 1 { −µ ≤ =≤ ≈ Φ − P | X | 1} P { } 2 ( ) 1 D (X ) D (X ) D (X ) 5 2=Φ( ) −1 ≈0.9876 2 16 V k 1, 2,,16V ∑V E (V ) 100 k k k k 1 D(Vk ) 10000 - 85