要使E[Y-(aX+b)]2达到最小,则常数a=( )。b=( )。
A.a=Cov(X,Y)/D(X);b=E(Y)-[E(X)Cov(X,Y)/D(X)D(Y)] B.a=Cov(X,Y)/D(X);b=E(Y)-[E(X)Cov(X,Y)/D(X)] C.a=Cov(X,Y);b=E(Y)-[E(X)Cov(X,Y)/D(X)] D.a=Cov(X,Y);b=E(Y)-[E(X)Cov(X,Y)/D(X)D(Y)]正确答案B
要使E[Y-(aX+b)]2达到最小,则常数a=( )。b=( )。
A.a=Cov(X,Y)/D(X);b=E(Y)-[E(X)Cov(X,Y)/D(X)D(Y)] B.a=Cov(X,Y)/D(X);b=E(Y)-[E(X)Cov(X,Y)/D(X)] C.a=Cov(X,Y);b=E(Y)-[E(X)Cov(X,Y)/D(X)] D.a=Cov(X,Y);b=E(Y)-[E(X)Cov(X,Y)/D(X)D(Y)]正确答案B