試題詳解

4 X，Y 為兩個非獨立之隨機變數，且 a，b 為兩個常數。請問下列敘述何者錯誤？
(A) Var ( X ) = E ( X² ) - [ E ( X )]²
(B) Cov( X , Y ) = E (XY ) - E (X )E (Y )
(C) Var (aX + bY ) = a²Var (X ) + b²Var (Y )
(D) Var (aX + b) = a²Var (X )