?ˉèvD? ?Dy ? o = ?=c ??|¥s ? | | ?B? ?B? ?V?¥B? í ? ?V?¥B? í ? ?=? ?=? ?V?¥?s í ? ?V?¥?s í ? —— ?3+? ?3+? ? ?? ? ?? ü× ?V? ü× ?V? ? 1? ú ?V? ú ?V? ??? ??? . 2 . 2 ?ˉèvD? ?Dy ? o = ?B? ?V?¥B? í ? ? ??| —— μ ??¥ HW?| ? ?. 2 ——? ???¥. 2 ?ˉèvD? ?Dy ? o = Ba ?V? ?1 ?V?¥ '+? ? 1 ^B? HWf ? ? 2 ?? H Y 43?¥′ ^? ??¥ — — ^B? ?M  ?2 ?V?¥ ?? HWf ? ?——?1B? LC ?—— ?V? V AT ^B?? ?? V ? ¥ LC?¥98b ?ˉèvD? ?Dy ? o = Ba ?V?¥B? í ? ? 1 !2  t ^B? ?V?5 2 t ?B H Y t 1 ¥′2  t 1  ^B ? ?M b ? ?M ¥d9+? ^ V[¨à q s?f ?aà qs? áf ? ? d? ùf ?¥± fMD T1? < 1 10 1 0 —— ? í ?¥b ?ˉèvD? ?Dy ? o = ?22 t 1 ? x 1 ¥à q P[2 t 1 ? x 1 ]: T F 1  x 1  t 1 ?1 ?V?2  t¥B ?s?f ?' F 1  x 1  t 1  = P[2 t 1  ?x 1 ]?12 t¥B?à q áf ? ?n¨ ê? ——?1 n?à qs? ?B? L=ù5?=?à q áf ?¨¤ Kb ?3 è? g t——1 B M?¥  ° x 1 ——1B?¥ ü ( ? d9 ?? M?? g P[2 10 25 ° ?4oC] ?ˉèvD? ?Dy ? o = ?=? ?V?¥?s í ? —— ?3+? ?K訥 ?3+?μ 1? ? 1 ?D ù?a ? 2Zμa ? 3xZμa ? 4M1f ?b ?ˉèvD? ?Dy ? o = Ba ?D ù? ?1?l ?V? ?i H Y¥ ?D ù ? a t1 ?a t =E{2 t } ?2 a t ^B? ?f ? 'é ^ ? V? ?μ"'f ?¥d9 ü (f ? ?—— ^B? HWf ? ——V U ?é?ò H Y ?D ù? ? HW¥M? f ? ?——Q? ?V? HW "?¥ê?b () ∫ ∞ ∞? = dxfxxf , 1 ?ˉèvD? ?Dy ? o = Ba Zμ ? 1?l D{2 t } ? =E{[2 t —a t ] 2 } ? =E [2 t ] 2 —[a t ] 2 ? 2 D{2 t }9è:T?1 ?V ? 2  t¥ Zμ (Zμb ?V U ?V?  H Y t? (′ a t¥ êM?b ? 3 è P505 1a 2 () ()[] ∫ ∞ ∞? ?= 2 1 2 , tadxtxfx ?ˉèvD? ?Dy ? o = ?  1s ξ 1 =2cos 2π+θ =2cosθ ? E[ξ (1)]=2cos0°×=1+0=1 ? R ξ  0 1 =E[ξ 0 ξ 1 ] =E[2cosθ2cos 2π+θ ] =4E[cos 2 θ]=4E[cos2θ] 2 2 1 2 1 2 1 2 1 4 2 2cos 2 1 2 1 2 1 4 2cos 2 1 2 1 42cos 2 1 2 1 4 = ? ? ? ? ? ? ? ? ? ? ? ? ?×+= ? ? ? ? ? ? ? ? ? ? ? ? ××+= ? ? ? ? ? ? ? ? ? ? ? ? + ? ? ? ? ? ? = ? ? ? ? ? ? += π θθ EEE ?ˉèvD? ?Dy ? o = ?  2s? E[y t ] =E@ x 1 cosω 0 t x 2 sinω 0 tB =cosω 0 tE[x 1 ] sinω 0 tE[x 2 ]" 0 ? E{y 2  t }=E{[ x 1 cosω 0 t x 2 sinω 0 t] 2 } = E{x 1 2 cos 2 ω 0 t 2x 1 x 2 cosω 0 tsinω 0 t x 2 2 sin 2 ω 0 t} = cos 2 ω 0 tE[x 1 2 ] sin2ω 0 tE[x 1 x 2 ] sin 2 ω 0 tE@ x 2 2 B = cos 2 ω 0 t σ 2  sin2ω 0 tE[x 1 ]E[x 2 ]+ sin 2 ω 0 t σ 2 = cos 2 ω 0 t+sin 2 ω 0 t σ 2 = σ 2 ?ˉèvD? ?Dy ? o = ? ?C t 1  t 2  =R t 1  t 2  a t 1  a t 2  ? =R t 1  t 2  =E@ ξ t 1  ξ t 2 B ? =E{[x 1 cosω 0 t 1  x 2 sinω 0 t 1 ][x 1 cosω 0 t 2  x 2 sinω 0 t 2 ] ? =E{x 1 2 cosω 0 t 1 cosω 0 t 2  x 1 x 2 sinω 0 t 1 cosω 0 t 2  x 1 x 2 cosω 0 t 1 sinω 0 t 2  x 2 2 sinω 0 t 1 sinω 0 t 2 } ? =cosω 0 t 1 cosω 0 t 2 E@ x 1 2 B sinω 0 t 1 cosω 0 t 2 E@ x 1 x 2 B  cosω 0 t 1 sinω 0 t 2 E@ x 1 x 2 B sinω 0 t 1 sinω 0 t 2 E@ x 2 2 B ? =σ 2 cosω 0 t 1 cosω 0 t 2  σ 2 sinω 0 t 1 sinω 0 t 2 ? =σ 2 cosω 0  t 1  t 2  ? =σ 2 cosω 0 τ  τ=t 1  t 2  ?ˉèvD? ?Dy ? o = BaxZμf ??M1f ? ? 1¨?Q? ?V??] H Y-W¥ = ó" ? ?  ?V? ?i ? H Y ¤¥ ?M  ¥d9M1+?b ? 21xZμf ?  ?V??] H Y¥ Zμ?l1 C t 1  t 2  =E{[2 t 1  —a t 1  ][2 t 2  —a t 2  ]} ()[]()[]() ∫∫ ∞ ∞? ∞ ∞? ??= 21212122211 ,;, dxdxttxxftaxtax ?ˉèvD? ?Dy ? o = ?1M1f ??l  ?D ù? =0¥ ? V??] H Y¥Zμ1 ?R t 1  t 2  =E[2 t 1 2 t 2  ] () ∫∫ ∞ ∞? ∞ ∞? = 212121221 ,;, dxdxttxxfxx ?ˉèvD? ?Dy ? o = ?1 !2 (t)a+ (t)sY1 ? ?V?o xZμf ? ?] ?V??] H Y ¥Zμ?l1 C 2+  t 1  t 2  =E{[2 t 1  —a t 1  ][+ t 2  —a t 2  ]} ?oM1f ??l ?D ù? =0¥?] ? V??] H Y¥Zμ1 R 2+  t 1  t 2  =E[2 t 1 + t 2  ] ?ˉèvD? ?Dy ? o = ?2M1f ? R t 1  t 2  VV U1 R t 1  t 1 +7 ? a üM1f ?G ??  S H Y t 1 # HW W?7'M1f ? ^ t 1 ?7¥f ?b ?ˉèvD? ?Dy ? o = ? ?? ü× ?V? ?ˉèvD? ?Dy ? o = Ba ?V??l ?1?l ? ?V?2  t¥ n? s?f ?à q áf ?? ? HW M?? a? ? HWe? t 1 ¥ ê |7M? ——5?2 (t) ^ ü× ? V? ?ˉèvD? ?Dy ? o = ?2 ü× ?V?¥+? ? 1 ? D ù??ZμD tí1 Os Y1è ? a#6 2 ? 2 1 M1f ?oD HWW?7μ1 ?ˉèvD? ?Dy ? o = ?3 ?T E[2 (t)]=è ? ——' ?D ù?1è ? ? E[2 2 (t)]s+?——' ü (? q1 μK′ ? E[2 (t) 2 (t+7 )]=R 7 ——1 M1f ?oD HWW?7μ1 ?——5?2 (t)1<l ü× ?V?  z ü× ?V?b ?ˉèvD? ?Dy ? o = =aò ? ?ü?D HW ü ( ? 1 ò ? ?ü? ¥cl ^V ?V?? ¤?¥ ?B LCz^ ?ü ?  ?V ?¥ ?μ V ? ?byN ¨B? LC ¥ HW ü (ü V[}9 ?¥d9 ü (  "? ü ( ?ˉèvD? ?Dy ? o = ? 2ò ? ?ü? ^· ?@B?¥H q / ü × ?V? V[¨ HW ü ( ?} 9d9 ü ( ——'? μò ? ?ü? ¥ ü× ?V?/ T? ? () () ? ? ? ? ? = = = ττ σσ RR aa 22 ?ˉèvD? ?Dy ? o = ?  μò ? ?ü?¥ ?V?A? ^ ü × ?V? ü× ?V??B? ^ò ? ?ü?¥b ?ˉèvD? ?Dy ? o = ?a ü× ?V?1M1f ?¥?é ?ˉèvD? ?Dy ? o = 1×1?é ?  1 R 0 =E[2 2 (t)]=S——1 ü× ?V ?2 (t)¥ ü (? q ?  2 R ? =[E2 (t)] 2 =E 2 [2 (t)]——12 (t) ¥° @? q ?  3 R 0 —R ? =6 2 ——Zμ12 (t) ¥? @? q ——' ü× ?V?¥ ü (? q D° @? q-μ = ?¥? @? q ?  4 R 7 =R —7 ——' R 7 1 7¥ }f ? ?  5 R 0? |R 7 |——1M1f ? R  77 =0 HμKv′b ?ˉèvD? ?Dy ? o = 2 ü× ?V?¥? q ? á ? !2 T  t1 ü× ?V?2 t¥? f ? ? O ± fMDi'μ 2 T  to1 F 2 T  < ?5  ü× ?V?¥? q ? á P 2  <1 () () T FE p T 2 lim ω ω ξ ξ = ?ˉèvD? ?Dy ? o =  ü× ?V?? q á1 2  <¥?é  11 2  <1<¥ }f ?  21 2  <  ?× ¥ ??? ? V?¥ ü (? q  31 2  <1dμ Lf ?b ?ˉèvD? ?Dy ? o = 1a ü× ?V?¥? q ? á  ? 1 ? q á P 2  < D1M1 f ? R 2  7 ^B° ú=MD ?ˉèvD? ?Dy ? o = ? 1? ú ?V? ?Y??訥ey ? 1ú ?V?¥??é? ?¤? 32T ? 2¨ú ? ?V Ut ?C` ?á 3¥Bt ?V? Hèè ^ aR ¥b ?ˉèvD? ?Dy ? o = Ba?l ? ?V?2 T  t ? ?¥ ?i n?s ??V? ?s? n=1 2 …… ?5?2 t?1ú ?V?b ?ˉèvD? ?Dy ? o = =a?é ? 1 ?T ?V?2  t ^ú ?¥5 ? M  x 1  x 2  …… x n ¥ n? ó?à q á f ???ò ?M ¥ ?D ù?aZμ?  -W¥BB?xZμf ? ? %? ? 2 ?TB?ú ?V? ^<l ü×¥ ? 3 ?Tú ?V??¥ ?M -Wo? M15 ? ì9 ^d9? ?¥ ? 4 ?T|B?ú ?V?F?B?L?? ?   { ¥ ?V?9 ^ú ?¥b ?ˉèvD? ?Dy ? o = ??? . 2 ?Ba?l·t ?"d??|¥. { D) ?  ? yT¨7?? ?? ? e?¥ B??31¥o? ——4?? ? ?ˉèvD? ?Dy ? o = =a ? ì. 2 ? · ü (′1 0?¥à q áf ?1ú ?s?¥. 2 ?ˉèvD? ?Dy ? o = ?a £. 2 ?1·?8?è0¥ ?? ?á 3¥ B?è. 2 ?2 £. 29 ^ (′1 0¥ú ?s?b ?ˉèvD? ?Dy ? o = 1aú ?. 2 ??. 2¥ ?i n?s???Vú ?s ? H??. 2d?1ú ?. 2b ?ˉèvD? ?Dy ? o = Ba a. 2 ? 1 ?. 2 n t¥? q ? á p n  <  —? +?¥?? ? qS? =? ^ ( s?¥5? ?1a. 2 —— ? ? ?;D?c  ?? Vn;; ?¥a ? ;b ?ˉèvD? ?Dy ? o = ?2?a. 2 ^ü ? q ? á ^ ( s?7 y¥7 àμ # ??V I 1"¥à qs? ??ü;?Vú ?s?7? q ? á ? ^ ( s ?¥. 2?1ú ?a. 2 ? £. 2? ??. 2ü ^ú ?a. 2b