概率论与数理统计理工类版多媒体教学系统.pdfVIP

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(1)分布的数学期望与方差：

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若~(n),则

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E()n,D()2n.

证由Xi~N(0,1),故

E(X2)D(X)1,

ii

D(X2)E(X4)−[E(X2)]23−12,i1,2,,n,

iii

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tt

414−21+3−2)

E(Xi)2tedt−2td(e

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t3−t2++21e−t2dt

−e+3t

2−−2

22

tt

414−21+3−2)

E(Xi)2tedt−2td(e

22

t3−t2++21e−t2dt

−e+3t

2−−2

22

tt

41+4−213−2)

E(Xi)2−tedt−2−td(e

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t3−t2+