第四章随机变量的数字特征 §4协方差 COV(X,Y) 解得 DX a= Ey-bEX= EY-eX COV(X,Y) DX min ElY(a+bX]=elr -(ao+box) b =E(Y-Er+E COV(X,Y) CO(X,Y)、2 DX DX E((Y-EY(-EX Ov(,Y DX DY+ DX COv(X,Y 2COV(X,Y) COV(X,Y (DX) DX DY+ COv(X,Y COv(X,Y) DX DX[返回主目录解得 DX COV X Y a EY b EX EY EX DX COV X Y b ( , ) ; ( , ) 0 0 0 = − = −  = − + = 2 , min E[Y (a bX)] a b 2 0 0 E[Y − (a + b X )] 2 ) ( , ) ( , ) ( DX COV X Y X DX COV X Y = E Y − EY + EX −  2 ) ( , ) (( ) ( ) DX COV X Y = E Y − EY − X − EX  第四章 随机变量的数字特征 §4 协方差 DX COV X Y DX COV X Y DY ( , ) 2 ( , ) 2 2 = + − DX COV X Y COV X Y DX COV X Y DY DX ( , ) 2 ( , ) ( ) ( , ) 2 2 = +  −  返回主目录