摘要：$$ 方差:D(x)=E{[x-E(x)]^2} = E(x^2) - E(x)^2 \Longrightarrow E(x^2)=D(x)-E(x)^2 \ 协方差:Cov(x,y)=E(xy)-E(x)E(y) \ 相关系数:\rho_{xy}=\frac{Cov(x,y)}{\sqrt[]{D 阅读全文