证明e(=E空c,X,)=4 2=D2eX)-2D) →c,=11n. s.t∑c,=1 故D(X)=三DX,)=DX的方差最小( ) ( ) ( ) . / . . min ( ) ( ˆ) ( ) ( ) ( ) ( ˆ) ( ) 故 的方差最小 证明: ; = = = = = = = = = = = = = = n i i i n i i n i i n i i n i i i n i i i D X n D X n D X c n s t c c D D c X c D X E E c X 1 2 1 1 2 1 2 1 1 1 1 1 1 2 1