1、 ),(X T t t T t)t(2EX n),(X T t t,n,T,i ti 2 1 T1 2 nX=X t,X t,X t)()(212121|)2(1)(m x B m xnTeBx f m=E X TB=E X-m X-m n),(X T t t,n,T,i ti 2 1 T ti n i,2,1),;,(2 1 2 1 n nx x x t t t F),;,(2 1 2 1 n nx x x t t t F ),(T t t X T t t t t 2 1 2 1,);();(1 1 1 1x t F x t F),;,(),;,(2 1 2 1 2 1 2 1x x t t
2、 F x x t t F ),(T t t X C EX t=m t=)(),(2 1 2 1t t t t ),(X T t t T t t t tn 2 1)(/)()(,)(,)(/)(2 2 1 1n nn nx t X x t X Px t X x t X x t X x t X P i ix t X)(x t X)(1 2 1,t t tn n ),(X T t t T t t t t 4 3 2 10)()()()(3 4 1 2 t X t X t X t X E 3 4 3 2 1,0)(t t t t t X 0)()()(3 4 3 t X t X t X E 1 2 2 22 1 1 12 1),(),(),(t t t tt t t tt t n),(X T t t nt t t 2 1)()(,),()(),()(1 2 3 1 2 n nt X t X t X t X t X t X s)()(s X s X
