期望方差
期望
E ( x ) = ∑ x i p ( x i ) E(\boldsymbol x)=\sum x_ip(x_i) E(x)=∑xip(xi)
E ( x ) = ∫ − ∞ ∞ x f ( x ) d x E(x)=\int_{-\infty}^{\infty}xf(x)dx E(x)=∫−∞∞xf(x)dx
方差
D ( x ) = E ( ( x − E ( x ) ) 2 ) = E ( x 2 ) − E ( x ) 2 D(x)=E((x-E(x))^2)=E(x^2)-E(x)^2 D(x)=E((x−E(x))2)=E(x2)−E(x)2
协方差
c o v ( x 1 , x 2 ) = E ( ( x 1 − E ( x 1 ) ) ∗ ( x 2 − E ( x 2 ) ) ) cov(x_1,x_2)=E((x_1-E(x_1))*(x_2-E(x_2))) cov(x1,x2)=E((x1−E(x1))∗(x2−E(x2)))
c o v ( x 1 , x 2 ) = E ( x 1 x 2 ) − E ( x 1 ) E ( x 2 ) cov(x_1,x_2)=E(x_1x_2)-E(x_1)E(x_2) cov(x