作者vincestar (VinceStar)
站内Electronics
标题Re: [问题] 机率与统计的问题
时间Thu Jun 22 00:57:28 2006
※ 引述《winjia (睡觉睡到自然醒)》之铭言：
: 1.(a)find E[(X+Y)^2]
=E[X^2]+2*E[XY]+E[Y^2]
再利用题目给的机率模型去算
: (b)find the variance of X + Y.
Var[X+Y]=Var[X]+Var[Y]+2Cov(X,Y) 这应该机率书有写吧
: (c)under what condition is the variance of the sum equal to the sum of
: the individual variance ?
X Y 独立
: 2.let X = aU+bV and Y = cU+dV,where |ad-bc| =\= 0
: (a)find the joint characteristic function of X and Y in terms of the
: joint characteristic function of U and V.
: (b)find an expression for E[XY] in terms of joint moment of U and V.
这题有我就不清楚再问什麽了
而且手边也没这本书
还有太久没碰机率，有错还请指教
: 拜托板上的高手...
: 这是Leon-Garcia的
: Probability and Random Processes for Electrical Engineering , 2nd.
: 上的第四章的习题....拜托拜托...
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