证明D(X-Y)=D(X)+D(Y)-2Cov(X,Y).
证明:D(X-Y)=E[X-Y-E(X-Y)] 2 =E[(X-E(X))-(y-E(y))] 2 =E[(X-E(X))2]+E[(Y-E(Y))2]-2E[X-E(X)]•E[Y-E(Y)] =D(X)+D(Y)-2Cov(X,Y)
证明D(X-Y)=D(X)+D(Y)-2Cov(X,Y).
证明:D(X-Y)=E[X-Y-E(X-Y)] 2 =E[(X-E(X))-(y-E(y))] 2 =E[(X-E(X))2]+E[(Y-E(Y))2]-2E[X-E(X)]•E[Y-E(Y)] =D(X)+D(Y)-2Cov(X,Y)