单选题
11.设随机变量X和Y独立同分布，记U=X—Y，V=X+Y，则随机变量U与V必然( )
【正确答案】
D
【答案解析】因为
Cov(U，V)=E(UV)一E(U).E(V)
=E(X2一Y2)一E(X一Y).E(X+Y)
=E(X2)一E(Y2)一E2(X)+E2(Y)
=D(X)一D(Y)=0．
则
Cov(U，V)=E(UV)一E(U).E(V)
=E(X2一Y2)一E(X一Y).E(X+Y)
=E(X2)一E(Y2)一E2(X)+E2(Y)
=D(X)一D(Y)=0．
则