关于二维随机向量数学期望定理的探讨

Study on Two-dimensional Random Vector Mathematical Expectation Theorem

结合概率论与数理统计中随机变量数学期望的定义及二维随机向量函数的数学期望定理,给出了二维随机向量中某一随机变量数学期望的定理及证明,同时将此定理应用到了实际的计算中,说明定理法明显优于定义法.最后将此定理推广到了n维随机向量的情形.

Mathematical expectation theorem and two dimensional random vectors with random variable mathematical probability and statistics in the expected are given is this paper. The theorem and certify of a mathematical expectation of a random variable in two - dimensional random vector are given, too. And applied the theorem to the practical calculation, the theorem method is better than the method of definition. Finally, this theorem is extended to the n -dimensional random vector.