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【简答题】
设二维随机变量(X，Y)服从二维正态分布，则随机变量ξ=X+Y与η=X-Y不相关的充要条件为[ ] (A) E(X)＝E(Y)； (B) E(X 2 )-[E(X)] 2 ＝E(Y 2 )-[E(Y)] 2 ； (C) E(X 2 )＝E(Y 2 )； (D) E(X 2 )+[E(X)] 2 =E(Y 2 )+[E(Y)] 2 ．
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is
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will be
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