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∑xP(X=x)\sum xP(X=x)∑xP(X=x)
Var(X)=E[X2]−(E[X])2\text{Var}(X) = E[X^2] - (E[X])^2Var(X)=E[X2]−(E[X])2
σ=Var(X)\sigma = \sqrt{\text{Var}(X)}σ=Var(X)
μ=n+12\mu = \frac{n+1}{2}μ=2n+1
σ2=n2−112\sigma^2 = \frac{n^2-1}{12}σ2=12n2−1
aE(X)+baE(X) + baE(X)+b
a2Var(X)a^2\text{Var}(X)a2Var(X)
E(X)+E(Y)E(X) + E(Y)E(X)+E(Y)
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