数理统计完全教程作业1

2.3. 引理证明：

1. $\mathbb{P}(X=x)=F(x)-F(x^{-})，其中，F(x^{-})=\underset{y\to x}{\lim }F(y).$
   $证:根据中值定理F(x)-F(x^{-})={\int }_{x^{-}}^{x}f(x)dx=f(x)$
   $因为P(X=x)=f(x)$
   $得P(X=x)=F(x)-F(x^{-})$
2. $\mathbb{P}(x<X⩽y)=F(y)-F(x).$
   $证：\mathbb{P}(x<X⩽y)={\int }_x^{y}f(x)dx={\int }_{-\infty }^{y}f(x)dx-{\int }_{-\infty }^{x}f(x)dx=F(y)-F(x)$
3. $\mathbb{P}(X>x)=1-F(x).$
   $证：P(X>x)=1-P(X⩽x)=1-F(x)$

2.4.
(a)
$$\begin{gathered} 当x<0时F(x)=0 \\ 当0<x<1，F(x)={\int }_{-\infty }^{x}f(x)dx={\int }_{-\infty }^x\frac{1}{4}dx=\frac{1}{4}x \\ 当0<x⩽3，F(x)={\int }_{-\infty }^{x}f(x)dx={\int }_0^1\frac{1}{4}dx=\frac{1}{4} \\ 当3<x<5，F(x)=\frac{1}{4}+{\int }_3^{x}f(x)dx=\frac{1}{4}+\frac{3}{8}x-\frac{9}{8}=\frac{3}{8}x-\frac{7}{8} \\ 当x⩾5时F(x)=1 \end{gathered}$$
$$所以X的CDF为：F(x)=\{\begin{array}{ll}0& \text{x<0}\\ \frac{1}{4}x& 0⩽x<1\\ \frac{1}{4}& 1⩽x<3\\ \frac{3}{8}x-\frac{7}{8}& 3⩽x<5\\ 1& 5\end{array}$$
(b)
$$\begin{array}{rl}Y的分布函数为F(y)& =P(Y<y)\\ & =P(\frac{1}{X}<y)\\ & =1-P(X<\frac{1}{y})\end{array}$$

$$P(X<\frac{1}{y})=F(\frac{1}{y})\{\begin{array}{ll}1& \frac{1}{y}<0\\ 1-\frac{1}{4y}& 0⩽\frac{1}{y}<1\\ \frac{3}{4}& 1⩽\frac{1}{y}<3\\ -\frac{3}{8y}+\frac{15}{8}& 3⩽\frac{1}{y}<5\\ 0& \frac{1}{y}⩾5\end{array}$$
$$\begin{gathered} 对F(y)求导得出Y的概率密度函数： \\ f(y)=\{\begin{array}{ll}0& y<\frac{1}{5}\\ \frac{3}{8y^2}& \frac{1}{5}<y<\frac{1}{3}\\ 0& \frac{1}{3}<y<1\\ \frac{1}{4y^2}& y>1\end{array} \end{gathered}$$
2.10. 令X和Y独立，证明g(x)和h(Y)独立.
$$\begin{array}{rl}证：& \because X、Y独立\\ & \therefore F(X,Y)=F(X)(Y)\\ & 又F(g(x),h(y))=F(g(x))F(h(y))\\ & \therefore g(X)和h(Y)独立\end{array}$$

2.21

3.2. 证明V(X)=0时，存在常数c使得P(X=c)=1成立。
$$\begin{array}{rl}证：& 已知V(X)=0,方差为0\\ & 即，x=E(X)\equiv c\\ & \therefore P(X=c)=1\end{array}$$
3.4.

3.10.
$$\begin{gathered} \because X\backsim N(0,1) \\ x的概率密度函数为f(x)=\frac{1}{\sqrt{2\pi }}{e}^{-\frac{x^2}{2}} \\ \begin{array}{rl}E(Y)& ={\int }_{-\infty }^{+\infty }{e}^{x}f(x)dx\\ & ={\int }_{-\infty }^{+\infty }\frac{1}{\sqrt{2\pi }}{e}^{\frac{2x-x^2}{2}}dx\\ & =e^{\frac{1}{2}}{\int }_{-\infty }^{+\infty }\frac{1}{\sqrt{2\pi }}{e}^{-\frac{(x-1{)}^2}{2}}f(x)dx\\ & =e^{\frac{1}{2}}\\ 同理：V(Y)& =E(Y^2)-E^2(Y)\\ & ={\int }_{-\infty }^{+\infty }{e}^{2x}f(x)dx-e\\ & =e^2-e\end{array} \end{gathered}$$
3.18. 证明：若 E(X|Y=y)=c 则 X与Y不相关
$$\begin{array}{rl}证：\because E(X|Y=y)& =c\\ 则E(X|Y=y)& ={\int }_{-\infty }^{+\infty }\frac{x{f}_{X,Y}(x,y)}{f_Y(y)}dx\\ & =\frac{1}{f_Y(y)}{\int }_{-\infty }^{+\infty }x{f}_{X,Y}(x,y)dx\\ & =c\\ 即{\int }_{-\infty }^{+\infty }x{f}_{X,Y}(x,y)dx& =c{f}_Y(y)\\ 两边同时积分：& \\ {\int }_{-\infty }^{+\infty }{\int }_{-\infty }^{+\infty }xy{f}_{X,Y}(x,y)dxdy& =c{\int }_{-\infty }^{+\infty }y{f}_Y(y)dy\\ 即E(XY)& =cE(Y)\\ 又E(E(X|Y))& =E(X)=c\\ 则E(XY)& =E(X)E(Y)\\ 得出X,Y& 不相关\end{array}$$

矩阵代码
$$\begin{array}{ccc}a11& a12& a13\\ a21& a22& a23\end{array}$$
$$\begin{array}{cc}0& 1\\ 1& 0\end{array}\left(\begin{array}{cc}0& -i\\ i& 0\end{array}\right)\left[\begin{array}{cc}0& -1\\ 1& 0\end{array}\right]\left\{\begin{array}{cc}1& 0\\ 0& -1\end{array}\right\}\left|\begin{array}{cc}a& b\\ c& d\end{array}\right|\Vert \begin{array}{cc}i& 0\\ 0& -i\end{array}\Vert$$
参考链接：
Cmd Markdown 公式指导手册
Markdown下LaTeX公式、编号、对齐
一份其实很短的 LaTeX入门文档
[CSDN_Markdown]使用LaTeX基本数学公式
https://blog.csdn.net/weixin_39278265/article/details/88406290
http://www.mohu.org/info/symbols/symbols.htm
https://blog.csdn.net/zgj926503/article/details/52757631
http://latex.91maths.com/eg/dxgailvlun.html
https://blog.csdn.net/ying_xu/article/details/51240291
https://blog.csdn.net/shmilychan/article/details/51482945
https://www.zybuluo.com/fyywy520/note/82980
https://www.cnblogs.com/csu-lmw/p/10434854.html
https://www.jianshu.com/p/25f0139637b7
https://blog.csdn.net/hhy_csdn/article/details/83722106
http://blog.sciencenet.cn/blog-812827-1129613.html