设二维连续随机变量(X,Y)的概率密度为
f(x,y)=
{Ae-(2x+3y),x﹥0,y﹥0;
0,其他
求:(1)常数A;
(2)(X,Y)的分布函数.
【正确答案】:(1)利用∫+∞-∞∫+∞-∞f(x,y)dxdy= 1定出A.
∫+∞-∞∫+∞-∞f(x,y)dxdy=
∫+∞0∫+∞0Ae-(2x+3y)dxdy
=A∫+∞0Ae-(2x+3y)dx∫+∞0e-3ydy, =A(1/2)(1/3)=(1/6)A=1,得A=6.
(2)F(x,Y)=∫x-∞∫y-∞f(u,υ)dudυ,
当x﹥0,y﹥0时,有
F(x,y)=∫x0∫y06e-(2u+3υ)dudυ=6
∫x0e-2udu∫y0e-3υdυ=(1-e-2x)(1-e-3y),
而在其他区域,因为f(x,y)=0,故F(x,y)=0.从而有:
F(x,y)=
{(1-e-2x)(1-e-3y),当x﹥0,y﹥0;
0 ,其他
设二维连续随机变量(X,Y)的概率密度为 f(x,y)= {Ae-(2x+3y),x﹥0,y﹥0; 0,其他 求:(1)常数A;
- 2024-11-07 16:23:24
- 概率论与数理统计(工)(13174)