Ch4-99 4cov(x,)-4D(X)D()≤0 即|cov(X,Y)≤D(X)D(Y) 等号成立→→g()=0有两个相等的实零点 -COV(r, r) DY D(X) YD(X) g()=0即 E[(Y-E(Y)-t1(X-E(X)=0 显然E(Y-E()-(X-E(X)=0Ch4-99 4cov ( , ) 4 ( ) ( ) 0 2 X Y − D X D Y  即 | cov( , )| ( ) ( ) 2 X Y  D X D Y 等号成立 g(t) = 0 有两个相等的实零点       = =  ( ) ( ) ( ) cov( , ) 0 D X D Y D X X Y t [( ( )) ( ( ))] 0 2 E Y − E Y −t 0 X − E X = ( ) 0 g t 0 = 即 显然 [( ( )) ( ( ))] 0 E Y − E Y −t 0 X − E X =