2.6二维随机变量的联合分布一、多维随机变量.ppt

Chapter 3 Random vectors and their numerical characteristics;3.1 Random vectors; Let (X, Y) be bivariable and (x, y)?R2, define F(x,y)=P{X?x, Y?y} the bivariate joint distribution of (X, Y) ; For (x1, y1), (x2, y2)?R2, (x1 x2， y1y2 ), then P{x1X? x2， y1Y?y2 } ＝F(x2, y2)－F(x1, y2)－ F (x2, y1)＋F (x1, y1).;EX;Joint distribution F(x, y) has the following characteristics:; (2) Monotonically increment for any fixed y ?R, x1x2 yields F(x1, y) ? F(x2 , y)； for any fixed x ?R, y1y2 yields F(x, y1) ? F(x , y2). ;(4) for al