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 all (x1, y1), (x2, y2)?R2, (x1 x2， y1y2 ), F(x2, y2)－F(x1, y2)－ F (x2, y1)＋F (x1, y1)?0.;Example 1. Let the joint distribution of (X,Y) is ;Discrete joint distribution ;X Y y1 y2 … yj … p11 p12 ... P1j ... p21 p22 ... P2j ... pi1 pi2 ... Pij ... ;Example 2. Suppose that there are two red balls and three white balls in a bag, catch one ball form the bag twice without put back, and define X and Y as follows:;Continuous joint distributions and density functions ;2. characteristics of f(x, y) (1) f (x, y)?0, (x, y)?R2; (2) ;(4) For any region G? R2, ;Find (1)the value of A； (2) the value of F(1,1)； (3) the probability of (X, Y)stand in region D：x?0, y?0, 2X+3y?6 ;(3) ; 3. Bivariate uniform distribution Bivariate (X, Y) is said to follow uniform distribution if the density function of is specified by ; Suppose that (X,Y) is uniformly distributed on area D, which is indicated by the graph on the left hand, try to determine: (1)the density function of (X,Y)； (2)P{Y2X} ； (3)F(0.5,0.5);;where，?1、?2 are constants and ?10,?20、| ? |1 are also constant , then, it is said that (X, Y) follows the two-di