设有 N N N 个随机变量: x 1 , x 2 , x 3 , . . . x N x_1,x_2,x_3,...x_N x1,x2,x3,...xN,则
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E=N∑x
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\begin{aligned} V&= \frac{\sum{(E- x)^2}}{N}\\& = \frac{\sum{E^2-2Ex+x^2}}{N}\\&=\frac{NE^2-2E\sum{x}+\sum{x^2}}{N}\\&=E^2-2E\frac{\sum{x}}{N}+\frac{\sum{x^2}}{N}\\&=E^2-2E^2+E(x^2) \\&=E(x^2)-E^2(x) \end{aligned}
V=N∑(E−x)2=N∑E2−2Ex+x2=NNE2−2E∑x+∑x2=E2−2EN∑x+N∑x2=E2−2E2+E(x2)=E(x2)−E2(x)