作者imagine1002 (十月浪人)
看板Statistics
标题[问题]辅大经研去年考古题
时间Wed Dec 6 11:22:16 2006
辅大经研去年入学考题
问题如下 麻烦高手们帮忙罗 感恩
The random variables X1,X2,....X2n-1 are identically
and independently distributed with mean μ and
variance σ^2 .
What is the covariance of X1+X2+...+Xn and Xn + Xn+1 +...+ X2n-1?
答案是 σ^2 (why?)
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1F：推 jangwei:题目都已经讲独立了.这样还不会吗? 原式=Var(Xn) 12/06 12:34
2F：推 imagine1002:感谢J大 一语点破 我之前还用共变异数公式导半天> < 12/07 01:29