概率论-基础计算公式与函数

Mean and Variance

D ( X Y ) = E { [ X Y − E ( X Y ) ] 2 } = E { X 2 Y 2 − 2 X Y E ( X Y ) + E 2 ( X Y ) } = E ( X 2 ) E ( Y 2 ) − 2 E 2 ( X ) E 2 ( Y ) + E 2 ( X ) E 2 ( Y ) = E ( X 2 ) E ( Y 2 ) − E 2 ( X ) E 2 ( Y ) \begin{array}{ll} D(XY) &= E\{[XY-E(XY)]^2\} \\ &= E\{X^2Y^2-2XYE(XY)+E^2(XY)\} \\ & = E( X^2) E( Y^2 ) -2E^2(X)E^2(Y)+E^2(X)E^2(Y) \\ & = E( X^2) E( Y^2 ) - E^2(X)E^2(Y) \end{array} D(XY)​=E{[XY−E(XY)]2}=E{X2Y2−2XYE(XY)+E2(XY)}=E(X2)E(Y2)−2E2(X)E2(Y)+E2(X)E2(Y)=E(X2)E(Y2)−E2(X)E2(Y)​

If $E^2(X)=0$ or $E^2(Y)=0$, then we have
$$\begin{array}{ll}D(XY)& =E(X^2)E(Y^2)\\ & =D(X)D(Y)\end{array}$$
where $D(X)=E(X^2)-E^2(X)=E(X^2)$.

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Bessel Functions and Modified Bessel Function

Denition	Symbol	function in Matlab
Bessel function of the first kind with $\alpha$-th order	$J_{\alpha }(x)$	besselj($\alpha ,x$)
Bessel function of the first kind with $\alpha$-th order	$Y_{\alpha }(x)$	bessely($\alpha ,x$)
Modified Bessel function of the first kind with $\alpha$-th order	$I_{\alpha }(x)$	besseli($\alpha ,x$)
Modified Bessel function of the first kind with $\alpha$-th order	$K_{\alpha }(x)$	besselk($\alpha ,x$)

The conversion between the Bessel function of the first kind and modified Bessel function of the first kind is given by
$$I_{\alpha }(x)=j^{-\alpha }{J}_{\alpha }(jx)=\frac{1}{\pi }{\int }_0^{\pi }{e}^{x\cos \theta }d\theta ,$$ and when $\alpha =0$, it is equal to
$$I_0(x)=J_0(jx),$$ where the Bessel function of the first kind with $0$-th order is given by
$$J_0(x)=\frac{1}{\pi }{\int }_0^{\pi }{e}^{-jx\cos \theta }d\theta .$$