Ò»¡¢Ìî¿Õ£¨Ã¿Ð¡Ìâ4·Ö£©
1.ÉèÀëÉ¢ÐÍËæ»ú±äÁ¿(X,Y)µÄ·Ö²¼ÂÉÈç±í£¨1£©£¬Ôòa? . 2.ÉèÀëÉ¢ÐÍËæ»ú±äÁ¿(X,Y)µÄ·Ö²¼ÂÉÈç±í£¨2£©£¬ÔòP{X?1,Y?2}? .
2 Y 0 1 1 X
1/6 1/3 1 0.1 0 a 1 1/9 2 0.3 0
2 1/18 1/9 3 0 0.2
(1) (2)
3£®ÉèXÓëYµÄ·Ö²¼ÂÉ·Ö±ðΪ
0 0 1 Y X
q q p pk pk Y X 0 3 0.1 0.1 0 4 0 0.2 0 1 p 0?p?1,p?q?1,ÇÒXÓëYÏ໥¶ÀÁ¢£¬Ôò(X,Y)µÄ·Ö²¼ÂÉΪ .
4. ÉèÁ½¸öÏ໥¶ÀÁ¢µÄËæ»ú±äÁ¿XÓëY¾ùÔÚ[0£¬1]ÉÏ·þ´Ó¾ùÔÈ·Ö²¼£¬Ôò(X,Y)µÄ¸ÅÂÊÃܶÈΪ .
¶þ¡¢£¨15·Ö£©ÉèËæ»ú±äÁ¿(X,Y)µÄ¸ÅÂÊÃܶȺ¯ÊýΪ£º
?ke?(2x?5y),x?0,y?0, f(x)??0, ÆäËü?(1) È·¶¨³£Êýk;
(2) Çó(X,Y)µÄ·Ö²¼º¯Êý¡£
Èý¡¢£¨10·Ö£©ÉèËæ»ú±äÁ¿(X,Y)µÄ¸ÅÂÊÃܶȺ¯ÊýΪ£º
?24y(1?x),0?x?1,0?y?x£¬Çó¹ØÓÚX¡¢YµÄ±ßÔµ·Ö²¼Ãܶȡ£ f(x)??0,ÆäËü?ËÄ¡¢£¨15·Ö£©ÉèËæ»ú±äÁ¿XÓëYÏ໥¶ÀÁ¢£¬ÇÒËüÃǵĸÅÂÊÃܶȷֱðΪ£º
?e?x,x?0,?2e?2y,, fY(y)??fX(x)???0,ÆäËü?0,y?0,ÆäËü
ÊÔÇó£º1. (X,Y)µÄÁªºÏ·Ö²¼ÃܶÈÓë·Ö²¼º¯Êý£»2. P{0?X?1,0?Y?2}. Îå¡¢£¨10·Ö£©ÉèËæ»ú±äÁ¿(X,Y)µÄ·Ö²¼º¯ÊýΪ£º
???sinxsiny,0?x?,0?y??F(x,y)??22
??0, ÆäËü Çó(X,Y)µÄ¸ÅÂÊÃܶȣ¬ÇÒÎÊXÓëYÊÇ·ñÏ໥¶ÀÁ¢£¿
Áù¡¢£¨10·Ö£©ÉèÏ໥¶ÀÁ¢µÄËæ»ú±äÁ¿XÓëYµÄ¸ÅÂÊÃܶȷֱðΪ£º
xy?1?3?1?4?e,?e,x?0,, fY(y)??4fX(x)??3?0,?0,ÆäËü??y?0,ÆäËü
ÊÔÇóZ?X?YµÄ·Ö²¼Ãܶȡ£
Æß¡¢£¨10·Ö£©ÉèËæ»ú±äÁ¿XÓëYµÄÁªºÏ·Ö²¼ÊÇÕý·½ÐÎG?{(x,y):1?x?3,1?y?3}ÉϵľùÔÈ·Ö²¼£¬ÊÔÇóËæ»ú±äÁ¿U?|X?Y|µÄ¸ÅÂÊÃܶÈf(u).
°Ë¡¢(14·Ö)Éè¶þÎ¬Ëæ»ú±äÁ¿(X,Y)µÄÃܶȺ¯ÊýΪ£º
?ce?(3x?4y),x?0,y?0, f(x)??0,ÆäËü?£¨1£© È·¶¨³£Êýc;
£¨2£© Çó±ßÔµ·Ö²¼ÃܶÈfX(x),fY(y); £¨3£© Çó(X,Y)µÄÁªºÏ·Ö²¼Ãܶȣ» £¨4£© ÌÖÂÛXÓëYµÄ¶ÀÁ¢ÐÔ£» £¨5£© ÇóP{0?X?1,0?Y?2}.
Ôº£¨Ïµ£© °à ÐÕÃû ѧºÅ
a) Ëæ»ú±äÁ¿µÄÊý×ÖÌØÕ÷ Á·Ï°4.1 ÊýѧÆÚÍû
Ò»¡¢Ìî¿Õ
1.ÉèËæ»ú±äÁ¿XµÄ·Ö²¼ÂÉΪ£º
X pk
?1 0.2 0 0.1 1 0.3 2 0.4 ÔòE(X)? ; E(|X|)? ; E(X2)? ; E(2X)? .
x??1,?0, ???1x?Ôò1,a? ; 2. Ëæ»ú±äÁ¿XµÄ·Ö²¼º¯ÊýΪF(x)??a?barcsinx, ?1, x?1,?b? ;E(X)? ;E(X2)? . 3. ÉèËæ»ú±äÁ¿(X,Y)µÄ·Ö²¼ÃܶÈΪ£ºf(x,y)???k,0?x?1£¬0?y?1,
ÆäËü?0,Ôòk? ; E(X)? ;E(Y)? ;E(XY)? . 4. ÉèËæ»ú±äÁ¿X~N(?,?2),ÔòE(|X??|)? .
x?0,?0, ?35. ÉèËæ»ú±äÁ¿XµÄ·Ö²¼º¯ÊýΪF(x)??x, 0?x?1,ÔòE(X)? .
?1, x?1,?6. ÉèP(X?n)?1,(n?1,2,?,),ÔòE(X)? . 2n(n?1)£¨X£©7. ÈôËæ»ú±äÁ¿XµÄÆÚÍûE´æÔÚ£¬ÔòE[E[E£¨X£©]]? .
8. ÉèX1,X2,X3¶¼·þ´Ó[0£¬2]ÉϵľùÔÈ·Ö²¼£¬ÔòE(3X1?X2?2X3)? . 9. Éè(X,Y)µÄÁªºÏ·Ö²¼ÂÉÈçϱíËùʾ£¬ÔòE(X,Y)? . Y 0 1/10 3/10 1/20 1/10 1 7/20 1/10 2 X -1 2
¶þ¡¢¶Ôһ̨ÒÇÆ÷½øÐÐÖØ¸´²âÊÔ£¬Ö±µ½·¢Éú¹ÊÕÏΪֹ£¬¼Ù¶¨²âÊÔÊǶÀÁ¢½øÐеģ¬Ã¿´Î²âÊÔ·¢Éú¹ÊÕϵĸÅÂʾùΪ0.1£¬ÇóÊÔÑé´ÎÊýXµÄÊýѧÆÚÍû¡£
Èý¡¢ÉèËæ»ú±äÁ¿XµÄ¸ÅÂÊÃܶÈΪf(x)???2(1?x),0?x?1£¬,ÊÔÇóÊýѧÆÚÍûE(X).
ÆäËü?0,ËÄ¡¢¶ÔÔ²µÄÖ±¾¶×÷½üËÆ²âÁ¿£¬ÉèÆäÖµ¾ùÔÈ·Ö²¼ÔÚÇø¼ä[a,b]ÄÚ£¬ÇóÔ²Ãæ»ýµÄÊýѧÆÚÍû¡£
l½»xÖáÓÚB£¨0,a),ÆäÖÐa?0,¹ýAµãµÄÖ±ÏßlÓëyÖáµÄ¼Ð½ÇΪ?£¬Îå¡¢Æ½ÃæÉϵãAµÄ×ø±êΪ
µã£¬ÒÑÖª?ÔÚ[0,?4]ÉϾùÔÈ·Ö²¼£¬Çó?OABµÄÃæ»ýµÄÊýѧÆÚÍû¡£
Áù¡¢ÉèXÓëYÊÇÏ໥¶ÀÁ¢µÄÁ½¸öËæ»ú±äÁ¿£¬ÃܶȺ¯Êý·Ö±ðΪ£ºfX(x)???2x,0?x?1£¬
ÆäËü£»?0,?e?(y?5),y?5£¬ÇóE(XY). fY(y)??ÆäËü.?0,
Ôº£¨Ïµ£© °à ÐÕÃû ѧºÅ