(X)为随机变量, (p(x))为它的概率密度或质量函数.
期望
[mu = E(X) = int_{-infty}^{{+infty}} x p(x) dx
]
方差
[sigma^2 = D(X) = int_{-infty}^{{+infty}} (x - mu)^2 p(x)dx \= int_{-infty}^{{+infty}} x^2 p(x) dx + int_{-infty}^{{+infty}} mu^2 p(x) dx - 2mu int_{-infty}^{{+infty}} x p(x) = E(X^2) - E^2(X)
]
(sigma)为标准差.