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
均值
E
=
∑
x
N
E = \frac{\sum x}{N}
E=N∑x
方差
V
=
∑
(
E
−
x
)
2
N
=
∑
E
2
−
2
E
x
+
x
2
N
=
N
E
2
−
2
E
∑
x
+
∑
x
2
N
=
E
2
−
2
E
∑
x
N
+
∑
x
2
N
=
E
2
−
2
E
2
+
E
(
x
2
)
=
E
(
x
2
)
−
E
2
(
x
)
\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)
2万+
被折叠的 条评论
为什么被折叠?
到【灌水乐园】发言
