概率论与数理统计作业解答1.ppt

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二、7. 设二维随机变量(X,Y)在矩形域 上服从均匀分布,求(X,Y)的概率密度及边缘概率密度。 X与Y是 否独立? 解 (X,Y)的概率密度 X边缘概率密度 Y边缘概率密度 故X与Y是 相互独立。 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. 二、8. 设二维随机变量(X,Y)在联合分布列为 2 1 3 2 1 试问 为何值时, X,Y才能独立? 解 解得 要使X,Y独立需满足 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. 二、9:设 (X,Y)的分布函数为: (1)确定常数A, B, C; (2)求(X,Y)的概率密度; (3)求边缘分布函数及边缘概率密度。X、Y是否独立? 解 对任意的x与y,有 (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. (2) X与Y 的边缘密度函数为: X的边缘分布: (3) Y的边缘分布函数为: ∴X与Y是相互独立的。 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. 二、10.设 (X,Y)的密度函数为: 求:(1)常数A; (4)求(X,Y)落在区域R: (2)分布函数F(x, y); 解 (1) (2) 内的概率。 (3)边缘密度函数; 显然,F(x,y)=0 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. (3 ) 同理: 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. (4) 所求的概率为: y x 3 2 Evaluation only. Created with Aspose.Slides for .NET 3.5 Client Profile 5.2.0.0. Copyright 2004-2011 A

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