题目内容

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. EX=EY
B. E(X2)- (EX)2= E(Y2)- (EY)2
C. E(X2)= E(Y2)
D. E(X2)+(EX)2=E(Y2)+(EY)2

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