简单计算一下即可，答案如图所示
Y N(0,1) 则： EY = aEX + b =aμ + b = 0 DY= a²DX = a²σ² =1 a = 1/σ b = - μ/σ 或者将X标准化 Y=aX+b = X-μ/σ N(0,1) 判断出 a=1/σ b= - μ/σ
