企源知识库

证明D(X-Y)=D(X)+D(Y)-2Cov(X，Y)．
【正确答案】：证明：D(X-Y)=E[X-Y-E(X-Y)]² =E[(X-E(X))-(Y-E(y))]² =E[(X-E(X))²]+E[(Y-E(Y))²]-2E[X-E(X)]•E[Y-E(Y)] =D(X)+D(Y)-2Cov(X，Y)