数字期望和方差 RS积分性质: 1)1f(x)±/(x)g(x)= fi(x)dg(x)+f2(x)dg(x) b 2)f(x)lg1(x)±g2(x)= Jf(x)g(x)土J(x)42(x) 3)设a,是任意常数,则 Caf(x)dlBg(x)l=aBl,f(x)d[g(x) 电子科技大数字期望和方差 电子科技大学 R-S积分性质: b a 1) [ f (x) f (x)]dg(x) 1 2 b a b a f (x)dg(x) f (x)dg(x) 1 2 b a 2) f (x)d[g (x) g (x)] 1 2 3) 设α,β是任意常数,则 b a b a f (x)dg (x) f (x)dg (x). 1 2 ( ) [ ( )] ( ) [ ( )]. b a b a f x d g x f x d g x