随机向量(X,Y),有D(X)=36,D(Y)=25,协方差COV（X,Y）=12,则D(X-Y)=?求详解

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随机向量(X,Y),有D(X)=36,D(Y)=25,协方差COV（X,Y）=12,则D(X-Y)=?求详解
随机向量(X,Y),有D(X)=36,D(Y)=25,协方差COV（X,Y）=12,则D(X-Y)=?
求详解

随机向量(X,Y),有D(X)=36,D(Y)=25,协方差COV（X,Y）=12,则D(X-Y)=?求详解
D(X-Y)=D(X)+D(Y)-2COV(X,Y)
=36+25-2*12
=37