例1设随机变量X具有数学期望E(X)=4方差 D(X)=a3≠0.记X=(x1)a 则E(X)=E(X-1)=[E(X)-A=0; D(X)=E(X"2)-[E(x')2=E X-u E[(X-1)]= 即x=x=/的数学期望为0.方差为 称X*为X的标准化变量.2 例1 设随机变量X具有数学期望E(X)=m, 方差 D(X)=s20. 记X *=(X-m)/s . 0, 1. [( ) ] 1. 1 ( ) ( ) [ ( )] * 2 2 2 2 2 * *2 * 2 即 的数学期望为 方差为 s m s s m s s m - = = - = =               - = - = X X E X X D X E X E X E [ ( ) ] 0; 1 ( ) 1 ( ) * = - = - m = s m s 则 E X E X E X 称X *为X的标准化变量