设随机变量X的概率密度为
fX(x)=(1/2)e-∣x∣,-∞﹤x﹤+∞,求D(X).
E(X)=∫+∞-∞(x/2)e-∣x∣dx =∫0-∞(x/2)exdx+∫+∞0(x/2)e-xdx =-(1/2)+1/2=0 E(X2)=∫+∞-∞(x2/2)e-∣x∣dx =∫0-∞(x2/2)exdx+∫+∞0(x2/2)e-xdx=1+1=2 ∴D(X)=E(X2)-E2(X)=2
设随机变量X的概率密度为
fX(x)=(1/2)e-∣x∣,-∞﹤x﹤+∞,求D(X).
E(X)=∫+∞-∞(x/2)e-∣x∣dx =∫0-∞(x/2)exdx+∫+∞0(x/2)e-xdx =-(1/2)+1/2=0 E(X2)=∫+∞-∞(x2/2)e-∣x∣dx =∫0-∞(x2/2)exdx+∫+∞0(x2/2)e-xdx=1+1=2 ∴D(X)=E(X2)-E2(X)=2