两个均值为0方差为1的因子相加之后,均值和方差是多少
时间: 2024-05-17 17:14:33 浏览: 281
假设两个均值为0,方差为1的因子为 X 和 Y,则它们的和为 Z = X + Y。由于期望的线性性质,Z 的均值为 E(Z) = E(X) + E(Y) = 0 + 0 = 0。对于方差,有 Var(Z) = Var(X + Y) = Var(X) + Var(Y) + 2Cov(X,Y),其中 Cov(X,Y) 表示 X 和 Y 的协方差。由于 X 和 Y 的方差都为1,所以 Var(Z) = 1 + 1 + 2Cov(X,Y) = 2 + 2Cov(X,Y)。如果 X 和 Y 是独立的,则它们的协方差为0,因此 Var(Z) = 2;否则,它们的协方差可能为正数或负数,具体取决于它们之间的关系,所以无法确定 Var(Z) 的具体值。
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