(6)z?0时FM(z)?0
z?0时FM(z)?P{M?z}?P{X?z,Y?z}
??z0du?uedv?1?(uz?v12z?z?1)e2?z
??故FM(z)??1???0,z?0?12??z
?z?z?1?e,z?0?2?M?max(X,Y)的概率密度为
?12?z?ze,?(z)??2(z)?FM?0,?z?0z?0 fM
z?0时FN(z)?0
z?0时FN(z)?P{N?z}?1?P{N?z}?1?P{X?z,Y?z}
?1????zdv?uezv?vdu?1?(z?2z?2)e2?z
故FM(z)???0,z?0?1?z?2z?2e?2??z,z?0
N?min(X,Y)的概率密度为 ?ze?z,?(z)?? fN(z)?FN?0,1z?0z?0dy?
(7)P{X?Y?1}?32?12?1?20dx?1?xxxe?y1?e?e
?1?xy?,五 设(X,Y)~f(x,y)??4??0,x?1,y?1其它2
(1)证明X与Y不相互独立; (2)证明X与Y相互独立。 证明:(1)
2fX(x)??????f(x,y)dy ?11??(1?xy)dy,x?1???14?其他?0,?1?,?1?x?1 ??2??0,其他?1?,?1?y?1由对称性可知fY(y)??2
??0,其他因为f(x,y)?fX(x)fY(y),所以X和Y不独立
(2)
FU,V(u,v)?P{U?u,V?v
?P{X2?u,Y2?v)?2??f(x,y)dxdy2
x?u,y?v????????=???????0,uuu?0或v?0vv1dx?uu?11?xy??dx??141?xy41?xy44dy,0?u?1,0?v?0dy,0?u?1,v?1dy,u?1,0?v?1?1
???11dx?dx?vv1?xy?1?1dy,u?1,v?1
u?0或v?0?0,?uv,0?u?1,0?v?0?? u,0?u?1,v?1??v,u?1,0?v?1??1,u?1,v?1?FU(u)?limFU,Vv????0,u?0?(u,v)??u,0?u?1
?1,u?1?
FV(v)?limFU,Vu????0,v?0?(u,v)??v,0?v?1
?1,v?1?显然FU(u)FV(v)?FU,V(u,v) 所以U,V相互独立,即 X与Y相互独立。
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六 设某班车起点站上客人数X~?(?),每位乘客在中途下车的概率为p,且他们中途下车与否相互独立,以Y表示在中途下车的人数,求:
(1)在发车时有n个乘客的条件下,中途有m个乘客下车的概率; (2)二维随机变量(X,Y)的概率分布;(3)关于Y的边缘分布。 [解](1)P?Y?m|X?n??Cnpmm?1?p?n?m,m?1,2,?,n,n?0,1,2,?
(2)P?X?n,Y?m??P?Y?m|X?n?P?X?n?
?n ?Cp(1?p)mnmn?m?n!?e??,m?1,2,?,n,n?0,1,2,?
m(3)P{Y?m}??P{Xn?m?n,Y?m}?(?p)m!e???e?(1?p)?(?p)m!me??p(m?0,1,2,?)
即Y~?(?p)