∏f(x,O o(x1,6) f(,, 8 if(x, 0)08 g(0)=Jox1x2x)-8②/21x 由 Schwarz不等式知: 定义随机变量:i= a log f(51,6) 则Eny=∑EgO)=0 06 Dy=yr f(5, 6) g(6)≤Dn,Dyn=Dnn/( g(O)]2 Denny(0) 2。计算信息 a r(x,eraf(x,0) a0J a0 a02 则I(B)=-E a2log∫(,0) a- log f(, 0), ra log f(x, 0) Elan f(x, 0)dx 2_1 )2lf(x,0)d f- ae )(x.O) ()  =  n i i f x 0 [ ( , )]  =   =  =  ⎯⎯ ⎯→ n i i n i i i f x f x 1 f x 1 ]. ( , ) ( , ) ( , ) 1 [     各项求导 ,     =   = − i i n i i n f x dx f x g u x x x g ] ( , ) log ( , ) ( ) ... [ ( , ,... ) ( )].[ 1 1 2 ,      由 Schwarz 不等式知：        = =  =   − n i i i n i n i i n i i f x dx f x g u x x x g f x dx 1 2 1 1 2 1 2 , 2 ] ( , ) log ( , ) ( ) ... [ ( , ,... ) ( )] ( , ) . ... [       定义随机变量： =   = n i i f i 1 log ( , )    ， 则 ) 0. log ( , ) ( 1 = =   = n i i f E E      2 1 ) log ( , )  ( =   = n i i f D E      ( ) . . . ( ). , 2 g   D D  n = D nI  ( ) [ ( )] , 2    nI g D  2。计算信息 Th1.若         . ( , ) ( , ) 2 2 dx f x dx f xi      则 ] log ( , ) ( ) [ 2 2       = − f I E f x dx f f x E . ( , ) log ( , ) ] log ( , ) [ 2 2 2 2          =   = f x dx f f f f ) ] ( , ) 1 ( 1 [ 2 2 2       −   =     −   f x dx f dx f ) ( , ) log ( 2 2 2    = − I( )