概華论与款程统外 (2)D(X+Y)=E{I(X+Y)-E(X+Y)} =E(X-E(X)+(Y-E(Y) =EX-E(X+EY-E(Y) +2E{X-E(X)[Y-E(Y)]} =D(X)+D(Y)+2Cov(X,Y) (2) ( ) {[( ) ( )] } 2 D X + Y = E X + Y − E X + Y {[( ( )) ( ( )] } 2 = E X − E X + Y − E Y + 2E{[X − E(X)][Y − E(Y )]} {[ ( )] } {[ ( )] } 2 2 = E X − E X + E Y − E Y = D(X) + D(Y ) + 2Cov(X,Y )