(1)(sumlimits_{i=1}^{n}{({{X}_{i}}-overline{X})}=0);
(2)若总体(X)的均值、方差存在,且$EX=mu $, (DX={{sigma }^{2}}),则
$Eoverline{X}=mu $ ,(Doverline{X}=frac{{{sigma }^{2}}}{n})
(3)当$n o infty $ 时,$ overline{X}xrightarrow{p}mu $ .
证明 :
(1) (sumlimits_{i=1}^{n}{({{X}_{i}}-overline{X})} ext{=}sumlimits_{i=1}^{n}{{{X}_{i}}}-noverline{X}=nfrac{sumlimits_{i=1}^{n}{{{X}_{i}}}}{n}-noverline{X}=noverline{X}-noverline{X}=0)
(2) (Eoverline{X}=E(frac{1}{n}sumlimits_{i=1}^{n}{{{X}_{i}}})=frac{1}{n}sumlimits_{i=1}^{n}{E{{X}_{i}}}=frac{1}{n}sumlimits_{i=1}^{n}{EX}=mu) ,
(Doverline{X}=D(frac{1}{n}sumlimits_{i=1}^{n}{{{X}_{i}}})=frac{1}{{{n}^{2}}}sumlimits_{i=1}^{n}{D{{X}_{i}}}=frac{1}{{{n}^{2}}}sumlimits_{i=1}^{n}{DX}=frac{1}{{{n}^{2}}}n{{sigma }^{2}}=frac{{{sigma }^{2}}}{n}) .
(3) 由概率论中的大数定律知,当$n o infty $ 时,(overline{X}xrightarrow{p}a) .