证明:设联合样本为X1,X12…,1n,X21,X2…,Y2n0则 X1=∑X 2 ∑(xn-Xx) ∑X 2i 3 n.12(x-x2) X1+)X n,+ n X,+ ∑X n,+ n 2 11 2j=1 n,XI+nX2 X1+ 2 X2 n 2 n1+n21 2 X ,X , ,X ,X ,X ,X 11 12 1 21 22 2 … … n n 证明：设联合样本为 则 ( ) ( ) ( ) ( ) 1 1 2 2 1 2 1 2 2 2 1 1 1 1 1 1 1 1 1 2 2 2 2 2 2 2 2 2 1 1 1 2 1 2 1 1 1 12 2 12 1 1 1 2 1 2 1 2 1 2 1 2 1 2 1 2 1 1 1 1 1 1 1 1 11 1 1 n n i i i i n n i i i i n n i j i j n n i j i j X X ,S X X , n n X X ,S X X . n n X XX n n n Xn X nn n n nX n X nX n X . n n n n = = = = = = = = = =− − = =− − ⎛ ⎞ = + ⎜ ⎟ + ⎝ ⎠ ⎛ ⎞ = + ⎜ ⎟ + ⎝ ⎠ + = += + + ∑ ∑ ∑ ∑ ∑ ∑ i i ∑ ∑