答:
均匀分布的概率密度函数为:
f
(
x
)
=
{
1
b
−
a
,
a
<
x
<
b
0
,
e
l
s
e
f(x) = \begin{cases} \frac{1}{b-a}, & a<x<b \\ 0, & else \end{cases}
f(x)={b−a1,0,a<x<belse
因为a,b独立,所以二维随机变量(a,b)的概率密度函数为:
f
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a
,
b
)
=
f
(
a
)
f
(
b
)
=
1
(
1
−
0
)
2
f(a,b)=f(a)f(b)=\frac{1}{(1-0)^2}
f(a,b)=f(a)f(b)=(1−0)21
于是根据期望值公式可以得到:
E
(
m
a
x
(
a
,
b
)
)
=
∫
−
∞
+
∞
∫
−
∞
+
∞
m
a
x
(
a
,
b
)
f
(
a
,
b
)
d
a
d
b
E(max(a,b))=\int{-\infty}^{+\infty} \int{-\infty}^{+\infty} max(a,b)f(a,b)\ da\ db
E(max(a,b))=∫−∞+∞∫−∞+∞max(a,b)f(a,b) da db
又有:
(1)当a>b时,
E
(
m
a
x
(
a
,
b
)
)
=
E
(
a
)
=
∫
0
1
d
a
∫
0
a
a
d
b
=
1
3
E(max(a,b))=E(a)=\int_0^1da \int_0^aadb=\frac{1}{3}
E(max(a,b))=E(a)=∫01da∫0aadb=31
(2)当b>a时,
E
(
m
a
x
(
a
,
b
)
)
=
E
(
b
)
=
∫
0
1
d
b
∫
0
b
b
d
a
=
1
3
E(max(a,b))=E(b)=\int_0^1db \int_0^bbda=\frac{1}{3}
E(max(a,b))=E(b)=∫01db∫0bbda=31
综上所述:
E
(
m
a
x
(
a
,
b
)
)
=
E
(
a
)
+
E
(
b
)
=
2
3
E(max(a,b))=E(a)+E(b)=\frac{2}{3}
E(max(a,b))=E(a)+E(b)=32