题目
若
X
X
X和
Y
Y
Y具有联合密度
f
(
x
,
y
)
=
6
7
(
x
+
y
)
2
,
0
≤
x
≤
1
,
0
≤
y
≤
1
f(x,y)=\frac67(x+y)^2,0\leq x\leq 1 ,0\leq y\leq 1
f(x,y)=76(x+y)2,0≤x≤1,0≤y≤1
a.利用合适的区域上的积分,计算
(
i
)
P
(
X
>
Y
)
,
(
i
i
)
P
(
X
+
Y
≤
1
)
,
(
i
i
i
)
P
(
X
≤
1
2
)
(i)P(X>Y),(ii) P(X+Y\leq1),(iii)P(X\leq\frac12)
(i)P(X>Y),(ii)P(X+Y≤1),(iii)P(X≤21)
b.计算
x
x
x和
y
y
y边际密度.
c.计算这两个变量的条件密度.
解题思路
a.利用合适的区域上的积分,计算
(
i
)
P
(
X
>
Y
)
,
(
i
i
)
P
(
X
+
Y
≤
1
)
,
(
i
i
i
)
P
(
X
≤
1
2
)
(i)P(X>Y),(ii) P(X+Y\leq1),(iii)P(X\leq\frac12)
(i)P(X>Y),(ii)P(X+Y≤1),(iii)P(X≤21)
(
i
)
(i)
(i)
P
(
X
>
Y
)
=
∫
0
1
∫
0
x
6
7
(
x
+
y
)
2
d
y
d
x
=
1
2
\begin{aligned} P(X>Y)&=\int_0^1\int_0^x \frac67(x+y)^2 dydx=\frac12 \end{aligned}
P(X>Y)=∫01∫0x76(x+y)2dydx=21
(
i
i
)
(ii)
(ii)
P
(
X
+
Y
≤
1
)
=
∫
0
1
∫
0
1
−
x
6
7
(
x
+
y
)
2
d
y
d
x
=
3
14
\begin{aligned} P(X+Y\leq1)&=\int_0^1\int_0^{1-x} \frac67(x+y)^2 dydx=\frac3{14} \end{aligned}
P(X+Y≤1)=∫01∫01−x76(x+y)2dydx=143
(
i
i
i
)
(iii)
(iii)
P
(
X
≤
1
2
)
=
∫
0
1
2
∫
0
1
6
7
(
x
+
y
)
2
d
y
d
x
=
2
7
\begin{aligned} P(X\leq\frac12)&=\int_0^{\frac12}\int_0^{1} \frac67(x+y)^2 dydx=\frac27 \end{aligned}
P(X≤21)=∫021∫0176(x+y)2dydx=72
b.计算
x
x
x和
y
y
y边际密度.
f
X
(
x
)
=
∫
0
1
6
7
(
x
+
y
)
2
d
y
=
6
7
x
2
+
6
7
x
+
2
7
f_X(x)=\int_0^1\frac67(x+y)^2 dy=\frac67x^2+\frac67x+\frac27
fX(x)=∫0176(x+y)2dy=76x2+76x+72
f
Y
(
y
)
=
∫
0
1
6
7
(
x
+
y
)
2
d
x
=
6
7
y
2
+
6
7
y
+
2
7
f_Y(y)=\int_0^1\frac67(x+y)^2 dx=\frac67y^2+\frac67y+\frac27
fY(y)=∫0176(x+y)2dx=76y2+76y+72
c.计算这两个变量的条件密度.
f
X
∣
Y
(
x
∣
y
)
=
f
(
x
,
y
)
f
(
y
)
=
(
x
+
y
)
2
y
2
+
y
+
1
3
f_{X|Y}(x|y)=\frac{f(x,y)}{f(y)}=\frac{(x+y)^2}{y^2+y+\frac13}
fX∣Y(x∣y)=f(y)f(x,y)=y2+y+31(x+y)2
f
Y
∣
X
(
y
∣
x
)
=
f
(
x
,
y
)
f
(
x
)
=
(
x
+
y
)
2
x
2
+
x
+
1
3
f_{Y|X}(y|x)=\frac{f(x,y)}{f(x)}=\frac{(x+y)^2}{x^2+x+\frac13}
fY∣X(y∣x)=f(x)f(x,y)=x2+x+31(x+y)2