若X1+X2+X3+...+Xn的平均数为p,方差q,
则(X1+X2+X3+...+Xn)=np,
[(X1-p)²+(X2-p)²+(X3-p)²+.+(Xn-p)²]=nq
∴1/n(ax1-b+ax2-b+ax3-b+...+axn-b)
=1/n[a(x1+x2+x3+...+xn)-nb]
=1/n(anp-nb)
=ap-b
1/n{[(ax1-b)-(ap-b)]²+[(ax2-b)-(ap-b)]²+[(ax3-b)-(ap-b)]+...+[(axn-b)-(ap-b)]²}
=1/n{ [a(x1-p)]² +[a(x2-p)]²+[a(x3-p)]²+...+[a(xn-p)]²}
=1/n(a²)[(X1-p)²+(X2-p)²+(X3-p)²+.+(Xn-p)²]
=1/n*a²*nq
=a²q