✔ 最佳答案
Solution
(1) P(UV < 0 )= P[(X+Y)(X-Y) < 0 ]= P(X^2 - Y^2 < 0)= P(X^2 < Y^2)= P(|X| < |Y|)(2) E(U) = E(X) + E(Y); E(V) = E(X) - E(Y)E(UV) = E[(X+Y)(X-Y)] = E(X^2) - E(Y^2)E(UV) - E(U)E(V)= E(X^2) - E(Y^2) - [(E(X) + E(Y))(E(X) - E(Y))]= E(X^2) - [E(X)]^2 - E(Y^2) + [E(Y)]^2=Var(X) - Var(Y)= 0So,U and V are uncorrelated.