概率论与数理统计：条件概率密度函数练习解答.pdfVIP

练习解答

2.设(X,Y)的概率密度是

−x/y−y

ee



y

,0x,0y

0,,

f(x,y)

其它

求P{X1|Yy}.

+

解P{X1|Yy}1fX|Y(x|y)dx,为此先求

+

fX|Y(x|y),由于fY(y)−f(x,y)dx

y

X|Y

fY(y)y

练习解答

y

e−x/y+−y

+ex/yedx[−ye]|e,0y

0yy

f(x,y)e−x/y

于是对y0,有f(x|y),

0

X|Y

fY(y)y

练习解答

解P{X1|Yy}fX|Y(x|y)dx,为此先求

+

fX|Y(x|y),由于fY(y)−f(x,y)dx

yy

e

+ex/yedx[−ye−x/y]|+e−y,0y

0yy

X|Y

fY(y)y

练习解答

f(x|y)f(x,y)e−x/y

于是对y0,有,