統計~隨機變數之期望值及變異數

2007-11-25 8:05 am
X為隨機變數,機率分配如下:
x=0 , f(0)=0.5
x=1 , f(1)=0.3
x=2 ,f(2)=0.2
w=1+3X^2(平方),求期望值E(w) = ? 變異數V(w)=?
可否把計算過程詳細列出,感恩!

回答 (2)

2007-11-25 6:31 pm
✔ 最佳答案
X 0 1 2
f(X) 0.5 0.3 0.2
w 1 4 13
期望值E(X)=0*0.5+1*0.3+2*0.2=0.7
變異數V(X)=E(X^2)-E(X)^2
=0^2*0.5+1^2*0.3+2^2*0.2-0.7^2=0.61
E(X^2)=0^2*0.5+1^2*0.3+2^2*0.2=1.1

期望值E(w)=1*0.5+4*0.3+13*0.2=4.3
變異數V(w)=1^2*0.5+4^2*0.3+13^2*0.2-4.3^2=20.61
E(W)=E(1+3*X^2)=1+3*E(X^2)=1+3*1.1=4.3
V(w)=V(1+3*X^2)=9*V(X^2)=9*2.29=20.61
E(X^4)=0^4*0.5+1^4*0.3+2^4*0.2=3.5
V(X^2)=E(X^4)-E(X^2)^2=3.5-1.1^2=2.29
2007-11-25 8:16 am
只是基本練習! 代入定義式計算就成了!


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