若X为随机变量,且X满足 X ∼ χ 2 ( n ) X\sim \chi ^2(n) X∼χ2(n),则期望E(X)=n,方差D(X)=2n。
E(X)=n
证明如下: E ( X ) = E ( ∑ i = 1 n X i 2 ) = ∑ i = 1 n E ( X i 2 ) = ∑ i = 1 n ( D ( X i ) + E 2 ( X i ) ) E(X)=E(\sum_{i=1}^nX_i^2)=\sum_{i=1}^nE(X_i^2)=\sum_{i=1}^n(D(X_i)+E^2(X_i)) E(X)=E(i=1∑nXi2)=i=1∑nE(Xi2)=i=1∑n(D(Xi)