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设随机变量(X,Y)的方差D(X)=4,D(Y)=1,相关系数ρXY=0.6,则方差D(3X-2Y)
设随机变量(X,Y)的方差D(X)=4,D(Y)=1,相关系数ρXY=0.6,则方差D(3X-2Y)
发布时间:2021-02-28 05:22:02
设随机变量(X,Y)的方差D(X)=4,D(Y)=1,相关系数ρXY=0.6,则方差D(3X-2Y)=( )A. 40B. 34C. 25.6D. 17.6
网友回答
由题意可知,相关系数ρXY=0.6
根据相关系数性质ρXY=COV(X,Y)DXDY
======以下答案可供参考======
供参考答案1:
D(3X+2Y)=9D(X)+4D(Y)+12Cov(X,Y)
Cov(X,Y)=0.1*根号D(X)*根号D(Y)
随机变量3X+2Y的方差为42.4
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随机变量X,Y的方差分别为4和1,相关系数为0.1,则随机变量3X+2Y的方差为多少?
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