X，Y是两个相互独立的随机变量，则D(X-Y)=D(X)+(-1)^2*D(Y)=5D(X)=E(X^2)-[E(X)]^2E(X^2)=2+1=3同理E(Y^2)=3+1=4而cov(X,Y)=0,E[(X-E(X))(Y-E(Y))]=0E(XY)=E(X)E(Y)=1同理E(X^2*Y^2)=E(X^2)E(Y^2)=12D(XY)=E(X^2*Y^2)-[E(XY)]^2=11
