随机变量二次型方差的注记  

A Note on the Variance of Quadratic Form Connected with Random Variables

作　　者：丁永臻[1] 

机构地区：[1]胜利油田师范专科学校数学系,山东东营257097

出　　处：《工程数学学报》1999年第3期127-129,共3页Chinese Journal of Engineering Mathematics

摘　　要：在随机变量前四阶原点矩不同的条件下，给出了随机变量二次型的方差、协方差的计算公式，改进推广了已有结果。The formulas to calculate the variance and the covariance of a quadratic form connected with random variables, which under the conditions that the forth 4th origin moments of random variables are different, are given. The known results are improved and generalized. The gotten results are used to compute the variance and covariance of normal variable.

关 键 词：二次型 方差 协方差 正态分布 随机变量 

分 类 号：O212.1[理学—概率论与数理统计]