概率论教程第三讲：期望与方差计算.pdfVIP

Tutorial3:Solutions

1.IngeneralwehavethatE[aX+bY+c]=aE[X]+bE[Y]+c.Therefore,

E[Z]=2·E[X]−3·E[Y].

Forthecaseoftrandomvariab,wehavethatifZ=a·X+b·Y,then

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var(Z)=a·var(X)+b·var(Y).

Therefore,var(Z)=4·var(X)+9·var(Y).

2.Seeonlinesolutions.

3.(a)Wecanfindcknowingthattheprobabilityoftheentiresamplespacemustequal1.

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1=pX,Y(x,y)

x=1y=1

=c+c+2c+2c+4c+3c+c+6c

=20c

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Therefore,c=.

20

P

(b)pY(2)=3pX,Y(x,2)=2c+0+4c=6c=3.

x=110

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(c)Z=YX

2

E[Z|Y=2]=E[YX|Y=2]

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=E[2X|Y=2]

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