《概率论课件-第三章 随机向量及其分布.pptVIP

Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. 例 设X在区间(0,1)上服从均匀分布, 而当X=x(0＜x＜1)时，Y在(x,1)上服从均匀分布，试求： (1) (X?Y)的联合密度函数f(x,y)； (2) 关于Y的边缘密度； (3) 概率P(X+Y＞1)。 解 X的密度函数为： Y的条件密度函数为： Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. (1) (2) Y的边缘密度 y≤0或y≥1时， 0＜y＜1时， Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. (3) Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. §3.4 二维随机向量函数的分布 二维随机向量(X?Y)的函数Z=f(X?Y)一般也是随机向量，其分布的求取是不容易的。它涉及到随机向量的分布类型和函数的复杂程度。 对离散型随机变量仅讨论其和函数的分布函数；对连续型随机变量则讨论其和、差、积、商等类函数的分布函数。 3.4.1 离散型随机向量的和函数的分布 设离散随机向量(X?Y)的联合分布为 则和函数Z?X?Y的所有可能取值仍为非负数0,1,2,…，其分布列为 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. 例 已知X~P(?1)，Y~P(?2)，且X，Y相互独立，求Z=X+Y的分布。 解 因为 X~P(?1)，Y ~P(?2) 则Z=X+Y的取值为z=0,1,2,3,…,k,… Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. 例3.2.3 设(X,Y)的联合分布如下表所示。 (1)试求{Y=1}条件下，X的条件分布列。 (2)试求{X=2}条件下，Y的条件分布列。 (X,Y) 的联合分布 X Y 0 1 2 3 p?j 0 0 0 3/210 2/210 5/210 1 0 15/210 30/210 5/210 50/210 2 10/210 60/210 30/210 0 100/210 3 20/210 30/210 0 0 50/210 4 5/210 0 0 0 5/210 pi? 35/210 105/210 63/210 7/210 1 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 Aspose Pty Ltd. Evaluation only. Created with