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ï¼D(X+Y)=D(X)+D(Y)+2Cov(Xï¼Y)
D(X-Y)=D(X)+D(Y)-2Cov(Xï¼Y)
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Cov(Xï¼Y)=E(XY)-E(X)E(Y)ã
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Cov(Xï¼Y)=Cov(Yï¼X)ï¼
Cov(aXï¼bY)=abCov(Xï¼Y)ï¼ï¼aï¼bæ¯å¸¸æ°ï¼ï¼
Cov(X1+X2ï¼Y)=Cov(X1ï¼Y)+Cov(X2ï¼Y)ã
Cov(Xï¼X)=D(X)ï¼Cov(Yï¼Y)=D(Y)ã
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