DISTRIBUSI NORMAL

2
Var(x) = Mx(t) (Mx(t))
=
=

(e
(e

= e

2t 2
2

2t 2
2

2t 2
2

4 2

2t 2
2

( 2 .t )) 2

( 2 2 2t 4t 2 2 )) - (e 2 t t ( 2 2 2t 4t 2 ))
2 2

( 2 ) t 0

( 2 )

2
= 1. ( )
2
=

( 2 t t - 2 t t

2t 2
2

0
2

( 2 t t )) - (e
2

4 2

4 2