原始问题:
设随机变量X在区间[0,2π]上服从均匀分布,求 Y=sinx 的方差
方差 = E[Y2] - (E[Y])2
= E[sin2x] - (E[sinx])2
= (1/2π)∫0,2πsin2x dx - [(1/2π)∫0,2πsinx dx]^2
= 1/3 - (1/4π^2)(4-4cos(2π))
= 1/3 - 1/12
= 1/12
设随机变量X在区间[0,2π]上服从均匀分布,求 Y=sinx 的方差
方差 = E[Y2] - (E[Y])2
= E[sin2x] - (E[sinx])2
= (1/2π)∫0,2πsin2x dx - [(1/2π)∫0,2πsinx dx]^2
= 1/3 - (1/4π^2)(4-4cos(2π))
= 1/3 - 1/12
= 1/12
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