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一个方差公式的多种证明 被引量:2

A Various Proofs on a Variance Formula
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摘要 运用方差性质,协方差定义,函数凸性等方法,给出一个方差公式Var max(a,X)≤Var X的多种证明. We present various proofs on a variance formula Var max(a,X)≤ VarX ,based on properties of variance, eovariance and convexity.
出处 《大学数学》 2012年第1期165-167,共3页 College Mathematics
关键词 方差 协方差 独立同分布 凸函数 variance covariance independent identical distribution convex function
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