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设随机变量X的期望为E(x),方差为D(x)>0,X*=(X-E(x))/根号下D(x),求E(X*),D(X*)

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设随机变量X的期望为E(x),方差为D(x)>0,X*=(X-E(x))/根号下D(x),求E(X*),D(X*)
设随机变量X的期望为E(x),方差为D(x)>0,X*=(X-E(x))/根号下D(x),求E(X*),D(X*)
E(X*) = E[(X-E(X))/√D(X)] = [E(X)-E(X)]/√D(X) = 0
D(X*) = E{[X*-E(X*)]^2} = E{[(X-E(x))/√D(x)]^2}
= E[X-E(x)]^2] / D(X)
= D(X)/D(X)
= 1
因此随机变量X*的数学期望E(X*) = 0,方差D(X*) = 1.