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2.8(易) 期待値の性質

Last updated at Posted at 2021-07-16

方針

f_Y(y)=f_Y(-y)より分布は左右対称.その中心が期待値である.

答案

y=x-muとおくと,f_Y(y)=f_Y(-y)より,

\mathbb{E}_{Y\sim f_Y}[Y]=0\Rightarrow\mathbb{E}_{X\sim f_X}[X]=\mu

参考文献

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