Assume m and =are independent and normally distributed,E[z]=0,so p;and r;are independent and normally distributed. up,), v.Ip:-Elpll if p,=E[p],EIrp]=0; if pi>E[p],E[rpi]>O; if p;<E[p],E[r,p ]<0. 电子科大经管学院马捷 99 Assume m and zi are independent and normally distributed, E[zi]=0, so pi and ri are independent and normally distributed. ( | ) [ p E[ p]] v v v E r p i r p r i i    if [ ], [ | ] 0. if [ ], [ | ] 0; if [ ], [ | ] 0;       i i i i i i i i i p E p E r p p E p E r p p E p E r p 电子科大经管学院 马捷