Xi+Xi+1 服从N(2μ,4σ^2) ,E(Xi + Xi+1)=2μ
E(Y)=E((Xi+Xn+i -2X均值)^2)
=E[(Xi+Xn+i)^2+4X均值^2-4X均值(Xi+Xn+i)]
=E[(Xi+Xn+i)^2]+4E(X均值^2)-4E(X均值(Xi+Xn+i))
=D(Xi+Xi+n)+(E(Xi+Xi+n))^2+4 (D(X均值)+(E(X均值))^2)-4(cov(X均值(Xi+Xn+i)+E(X均值)E(Xi+Xi+n)
=4σ^2+4μ^2+4(σ^2+μ^2)-4(0+2μ^2)
=8σ^2