方差的计算公式D(X)=E(X²)-[E(X)]²例题:随机变量X的分布函数F(X)=﹛0,x<0﹜,{x³,0<=x<=1},{1,x>1},求E(X),D(X).步骤:E(X)=∫{-∞,+∞}xdF(x)=∫{0,1}3x³dx=3/4,E(X²)=∫{-∞,+∞}x²dF(x)=∫{0,1}3x^4dx=3/5D(X)=E(X²)-[E(X)]²=3/80