单选题
设随机变量X的分布函数为F(x)=αΦ(x)+(1-α)Φ
【正确答案】
A
【答案解析】[解析] 由已知得
记
，f
X
(x)=αf
1
(x)+(1-α)f
2
(x)，
则
E(X 1 )=0，D(X 1 )=1；E(X 2 )=1，D(X 2 )=4．
记
，f
X
(x)=αf
1
(x)+(1-α)f
2
(x)，
则
E(X 1 )=0，D(X 1 )=1；E(X 2 )=1，D(X 2 )=4．