当x?1,0?y?1时,F(x,y)?p?X?0,Y?0??p?X?1,Y?0??0.6, 当x?1,y?1时,F?x,y??1。
?0,?0.35,??所以,?X,Y?的联合分布函数为F?x,y???0.7,?0.6,???1,x?0或y?0,0?x?1,0?y?1,0?x?1,y?1,x?1,0?y?1,x?1,y?1.
11、解 由(X,Y)的联合分布律可知,在{X?1}的条件下,Y的条件分布律为:
P{Y?0,X?1}P{X?1}P{Y?1,X?1}P{X?1}0.250.30.050.35616P(Y?0|X?1)???
P(Y?1|X?1)???
因此在{X?1}的条件下,Y的条件分布函数为
?0,y?0??5(Y|1)??,0?y?1
?6??1,y?1FY|X
12解:设F?x,y??kxy,?x,y??D, 则x?1,y?1时,k?0.2?1,即k?0.8。 所以?X,Y?的联合分布函数为 0,??0.8xy?0.1,??F?x,y???0.8x?0.1,?0.8y?0.1,?1,??x?0或y?0,0?x?1,0?y?1,0?x?1,y?1,x?1,0?y?1,x?1,y?1.
13,解 由f(x,y)的性质,得:
1???????????f(x,y)dxdy??dy?c(y?x)dx?001yc6,
所以 c?6
(2)设D1?{(x,y)|x?y?1,0?x?y?1},则
1P{X?Y?1}???D1f(x,y)dxdy??2dx?01?xxc(y?x)dy?0.5
(3)设D2?{(x,y)|0?x?y?1,X?0.5},则
1P{X?0.5}???D2f(x,y)dxdy??dx?c(y?x)dy?0x2178
14解:(1)由1???124?xxc?x?1?dydx?c3得c?3。
?3?x?1?,1?x?2,(2)由(1)知,f?x,y???
0,其他。?则fX?x???????34?xx?1dy,???f?x,y?dy???x?0,?1?x?2,?3?x?1??4?2x?,=?0,其他。?1?x?2,其他。
fY?y???????3yx?1dx,????1?4?yf?x,y?dx??3??x?1?dx,1?0,???3?y?1?2,?21?y?2,??33?y2???2?y?3,=?,2?其他。?0,???1?y?2,2?y?3,其他。
15、解 (1)由题意,知 当x?(0,??),fX(x)??????f(x,y)dy??x0edy?xe?x?x
当x?(??,0] ,fX(x)?0 ?0,x?0所以:fX(x)???x;
?xe,x?0当y?(0,??) ,fY(y)??????f(x,y)dx????yedx?e?x?y
当y?(??,0], fY(y)?0 ?0,y?0所以 :fY(y)???y;
?e,y?0(2)当x?0时,有
?1f(x,y)?,0?y?x (y|x)???xfX(x)?0,y取其他值?fY|X(3)当已知{X?x}时,由fY|X(y|x)的公式可以判断出,Y的条件分布为[0,x]上的均匀分布。
16解:(1)由ff?x,y?YX?yx??f得,
X?x?yf?x,y??fYX???yxf??2e?x??x,0,y?0,X?x???x?
??0,其他。(2)当x?0时,
yFf?x,v?y?1?vYX?yx???y??f?vx?dv????0xexdv,y?0,?X?x?dv????fYX???1?e?yx,??0,y?0。??0,(3)p?Y?1X?1??p?X?1??p?Y?1X?1??e?1。 17、解 (1)由题意可得: 当y?1时,fY(y)????54??f(x,y)dx??15y24xdx?8(1?y),
当y?1,fY(y)?0
?所以 f?5(1?y4),y?1Y(y)??8;
??0,y?1(2)当y2?1时
?5?4xff(x,y)??2x4,y2?x?1X|Y(x|y)?f??51Y(y)?(1?y4)?y ?8?0,x取其他值11?32x1(3)当y?2时,f?,?x?1X|Y(x|2)??154
??0,x取其他值所以 P{X?12|Y?12}????1fX|Y(x|1dx?22)?132x1215dx?0.8。
y?0,
y?0。?1,18解:(1)因fX?x????0,0?x?1,其他。,fYX?1,?yx????1?x?0,?x?y?1,其他。,
所以f?x,y??fYX?1,??yx?fX?x???1?x?0,?0?x?y?1,其他。
(2)fY?y???????y1dx,?f?x,y?dx???01?x?0,?0?y?1,??ln?1?y?,??0,其他。?0?y?1,其他。
fXY1??,f?x,y??1?xln1?y???????xy??fY?y??0,?0?x?y?1,其他.
19、解 设事故车与处理车的距离Z的分布函数为FZ(t),X和Y都服从(0,m)的均匀分布,且相互独立,由题意知:
当0?t?m时, FZ(t)?P(Z?t)?P{X?Y?t}?有
?0,t?0?2?2mt?tFZ(t)??,0?t?m 2m??1,t?m?m?(m?t)m222?2mt?tm22,
所以Z的概率密度函数fZ(t)为:
?2(m?t),?fZ(t)??m20?t?m
?0,t取其他值?
?2?,20解:由题意得?X,Y??U?D?,即f?x,y?????0,??1?y22dx,?f?x,y?dx????1?y2??0,??x,y??D,其他。
(1)fY?y??????0?y?1,?4????其他。??1?y,0,20?y?1,其他。
(2)p?Y?1/2???1/20fY?y?dy?1?x,0,24??1/201?ydy?213?32?
?4?(3)同理得fX?x??????0?x?1,其他。,
所以f(x,y)?fX?x??fY?y?,故X和Y不独立。
21、解 (1)设X,Y的边际概率密度分别为fX(x),fY(y),由已知条件得,
????fX(x)???f(x,y)dy?12?12?e?x22
2fY(y)?????f(x,y)dy?e?(y?1)4
(计算的详细过程见例3.3.5)
(2)有条件概率密度的定义可得: fY|X(y|x)?f(x,y)fX(x)?13?e112?[y?1?x]32
在{X?0}的条件下,Y的条件概率密度为:
13?12?[y?1]3fY|X(y|0)?e
(3)P(Y?1|X?0}?
22解:(1)fX?x?? ? =1212?1??fY|X(y|0)dy??1??13?e12?[y?1]3dy?0.5
????f?x,y?dy
????[f1?x,y??f2?x,y?]dy
(f1X?x??e?x2f2X?x?)
?12?2,x??
y2
fY?y??12?e2?,y??
(2)当?i?0?i?1,2?时,X1与Y1,X2与Y2均独立,则