D(X)=4,D(Y)=9,ρXY=0.5,则D(X-Y)=______,D(X+y)=_______.

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问题 D(X)=4,D(Y)=9,ρXY=0.5,则D(X-Y)=______,D(X+y)=_______.

选项

答案7,19

解析 D(X-Y)=D(X)+D(Y)-2Cov(X,Y)

同理可得    D(X+Y)=D(X)+D(Y)+2Cov(X,Y)=19.
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