作者warep (我不知道)
看板Statistics
标题[问题] Var(X^2)
时间Tue Sep 26 22:40:37 2006
如果X->N(0,2)
那麽Var(X^2)应该要怎麽算呢?
另外请问
Let {Xi,Yi} be i.i.d. with the means μ_x and μ_y, the variances σ^2_x and
σ^2_y, and the covariance σ_xy.
_ _
X - Y
---------
_ _
X + Y
上式的渐近分配要怎麽求?
谢谢^^
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1F：推 szuyuancheng:VAR(X^2)=E((X^2)^2)-(E(X^2))^2 09/26 22:54