If X and Y are any random variables, which of the following

If X and Y are any random variables, which of the following identities is not always true?
A.
E (X+Y) = E(X) + E(Y)
B.
Var(X+Y) = V(X) + V(Y)
C.
E(4X+5Y) = 4E(X) + 5 E(Y)
D.
Var(4X+5Y) = 16V(X) + 25V(Y) + 40COV(X,Y)
a00123 1年前 已收到1个回答 举报

qingmei0211 幼苗

共回答了12个问题采纳率:91.7% 举报

B.应为Var(X+Y) = V(X) + V(Y)+2COV(X,Y),相互独立时才是V(X) + V(Y)

1年前

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