概率论与数理统计版理工类多媒体教学系统ch0302klb.pdfVIP

2.设(X,Y)的概率密度是

e−x/ye−y

,0x+,0y+

f(x,y)y,

0,其它

求P{X1|Yy}.

1X|Y

fX|Y(x|y),由于f(y)+f(x,y)dx

Y−

+ex/yeyey−x/y+

0dx[−ye]|0e−y,0y+

yy

于是对y0,有fX|Y(x|y)f(x,y)e−x/y,

fY(y)y

1X|Y

fX|Y(x|y),由于f(y)+f(x,y)dx

Y−

+ex/yeyey−x/y+

0dx[−ye]|0e−y,0y+

yy

于是对y0,有fX|Y(x|y)f(x,y)e−x/y,

fY(y)y

1X|Y

fX|Y(x|y),由于f(y)+f(x,y)dx

Y−

+ex/yeyey−x/y+

0dx[−ye]|0e−y,0y+

yy

于是对y0,有fX|Y(x|y)f(x,y)e−x/y,x0

fY(y)y

故对y0,有P{X1|Yy}+e−x/ydx

1

y

−e−x/y|+

1

e1/y.

完