Теория вероятностей. Барышева В.К - 122 стр.

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D[Y ] =
ZZ
D
(y m
y
)
2
· f (x, y) dxdy =
=
ZZ
D
[y ψ(x) + ψ(x) m
y
]
2
· f (x, y) dxdy =
=
ZZ
D
[y ψ(x)]
2
· f (x, y) dxdy +
ZZ
D
[ψ(x) m
y
]
2
· f (x, y) dxdy+
+ 2
ZZ
D
[y ψ(x)][ψ(x) m
y
] · f (x, y) dxdy
ZZ
D
[y ψ(x)][ψ(x) m
y
] · f (x, y) dxdy =
=
Z
−∞
[ψ(x) m
y
]
Z
−∞
[y ψ(x)f(y | x) dy]
f
1
(x) dx =
=
Z
−∞
[ψ(x) m
y
] {ψ(x) ψ(x)}f
1
(x) dx = 0
D[Y ] = D
ψ
(y) + D
m
y
(ψ)
g(x)