概率论基础：边缘与条件概率密度习题精解.pdfVIP

【知识15—边缘及条件概率密度】

1.边缘概平密度：投影”穿线”

+∞

f(x)  ∫f(x, y)dy

X−∞

+∞

f(y)  ∫0f(x, y)dx

$$f(x,y)=\left\{\begin{array}{ll}4\\0\end{array}\right.$$

$$\begin{array}{l}{(x,y)\inD}\\{\mathrm{其他}}\end{array}$$

$$f_{X}(x)=\int_{0}^{+\infty}f(x,y)dy=\left\{\begin{array}{ll}\int_{0}^{x}f(y)

dy\\0\end{array}\right.$$

0  x|

其他

$$f_{Y}(y)=\int_{-\infty}^{+\infty}f(x,y)dx=\left\{\begin{array}{ll}\in