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(3) 随机变量函数的数学期望

(3) 随机变量函数的数学期望. X -1 0 1 2 P 0.2 0.1 0.4 0.3. 定理 1 设 X 是随机变量 ,Y=g(X), 且 E(g(X)) 存在 , 则 ; (1) 若 X 为离散型 ,P(X=x n )=p n ,n=1,2,..., 则. (2) 若 X 为连续型随机变量 ,X~f(x), 则. 例如. 则.

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(3) 随机变量函数的数学期望

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  1. (3) 随机变量函数的数学期望 X -1 0 1 2 P 0.2 0.1 0.4 0.3 定理1设X是随机变量,Y=g(X),且E(g(X))存在,则; (1)若X为离散型,P(X=xn)=pn,n=1,2,...,则 (2)若X为连续型随机变量,X~f(x),则 例如 则

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