若二维随机变量(X,Y)恒取一定值(a,b),则其分布函数为什么? 已知二维随机变量(X,Y)的联合分布函数为F(x,y),则P...
\u8bbe\u4e8c\u7ef4\u968f\u673a\u53d8\u91cf(X,Y)\u7684\u5206\u5e03\u51fd\u6570\u4e3aF(x,y),\u5219F(x,+\u221e)=\u5f53y\u8d8b\u4e8e\u6b63\u65e0\u7a77\u65f6\uff0c\u4e8c\u5143\u5206\u5e03\u51fd\u6570F(x,y)\u5c31\u662f\u5173\u4e8eX\u7684\u8fb9\u7f18\u5206\u5e03\u51fd\u6570\u3002
\u8bbe\u968f\u673a\u53d8\u91cfX\u662f\u51fa\u73b0\u6b63\u9762\u7684\u6b21\u6570\uff0c\u90a3\u4e48\u968f\u673a\u53d8\u91cfX=X(e)={0\uff0c1\uff0c2\uff0c3}\u3002
\u6709\u4e9b\u968f\u673a\u53d8\u91cf\uff0c\u5168\u90e8\u53ef\u80fd\u53d6\u5230\u7684\u503c\u662f\u6709\u9650\u591a\u4e2a\u6216\u53ef\u5217\u65e0\u7ebf\u591a\u4e2a\uff0c\u8fd9\u79cd\u968f\u673a\u53d8\u91cf\u79f0\u4e3a\u79bb\u6563\u578b\u968f\u673a\u53d8\u91cf\u3002\u8981\u638c\u63e1\u4e00\u4e2a\u79bb\u6563\u578b\u968f\u673a\u53d8\u91cfX\u7684\u7edf\u8ba1\u89c4\u5f8b\uff0c\u53ea\u9700\u8981\u76f4\u5230X\u7684\u6240\u6709\u53ef\u80fd\u53d6\u503c\uff0c\u4ee5\u53ca\u53d6\u6bcf\u4e00\u4e2a\u53ef\u80fd\u503c\u5f97\u6982\u7387\u3002
\u6269\u5c55\u8d44\u6599\uff1a
\u6ce8\u610f\u4e8b\u9879\uff1a
1\u3001\u53ef\u4ee5\u5229\u7528\u6982\u7387\u5bc6\u5ea6\u7684\u5f52\u4e00\u6027\u6c42\u51fa\u5bc6\u5ea6\u51fd\u6570\u4e2d\u6240\u542b\u7684\u672a\u77e5\u53c2\u6570\u3002
2\u3001\u5229\u7528\u8054\u5408\u6982\u7387\u5bc6\u5ea6\u7684\u5b9a\u4e49\u53ef\u4ee5\u6c42\u51fa\u4e8c\u7ef4\u968f\u673a\u53d8\u91cf\u7684\u8054\u5408\u5206\u5e03\u51fd\u6570\u3002
3\u3001\u53ef\u4ee5\u6c42\u51fa\u4e8c\u7ef4\u968f\u673a\u53d8\u91cf\u843d\u5165\u67d0\u4e2a\u533a\u57df\u5185\u7684\u6982\u7387\u3002
4\u3001\u53ef\u4ee5\u6c42\u51fa\u5404\u4e2a\u968f\u673a\u53d8\u91cf\u7684\u8fb9\u7f18\u6982\u7387\u5bc6\u5ea6\u3002
5\u3001\u53ef\u4ee5\u6c42\u51fa\u5404\u4e2a\u968f\u673a\u53d8\u91cf\u7684\u6761\u4ef6\u6982\u7387\u5bc6\u5ea6\u3002
6\u3001\u6839\u636e\u8054\u5408\u6982\u7387\u5bc6\u5ea6\u53ca\u5404\u4e2a\u968f\u673a\u53d8\u91cf\u7684\u8fb9\u7f18\u6982\u7387\u5bc6\u5ea6\u5224\u5b9a\u4e24\u4e2a\u968f\u673a\u53d8\u91cf\u662f\u5426\u76f8\u4e92\u72ec\u7acb\u3002
7\u3001\u53ef\u4ee5\u6c42\u51fa\u968f\u673a\u53d8\u91cf\u7684\u51fd\u6570\u7684\u6982\u7387\u5bc6\u5ea6\u3002
\u53c2\u8003\u8d44\u6599\u6765\u6e90\uff1a\u767e\u5ea6\u767e\u79d1-\u4e8c\u7ef4\u968f\u673a\u53d8\u91cf
\u53c2\u8003\u8d44\u6599\u6765\u6e90\uff1a\u767e\u5ea6\u767e\u79d1-\u5206\u5e03\u51fd\u6570
\u7b54\u6848\u4e3a\uff1aF\uff08a\uff0cb\uff09+1-[F1\uff08a\uff09+F2\uff08b\uff09]
\u7531\u4e8eF\uff08a\uff0cb\uff09=P{X\u2264a\uff0cY\u2264b}\uff0cF1\uff08a\uff09=P{X\u2264a\uff0cY\uff1c+\u221e}\uff0cF2\uff08b\uff09=P{X\uff1c+\u221e\uff0cY\u2264b}\uff0c
\u800c\uff1a
P{X\uff1ea\uff0cY\uff1eb}=P{X\uff1c+\u221e\uff0cY\uff1c+\u221e}-P{X\u2264a\uff0cY\uff1c+\u221e}-P{X\uff1c+\u221e\uff0cY\u2264b}+P{X\u2264a\uff0cY\u2264b}
\u2234P{X\uff1ea\uff0cY\uff1eb}=1-F1\uff08a\uff09-F2\uff08b\uff09+F\uff08a\uff0cb\uff09=F\uff08a\uff0cb\uff09+1-[F1\uff08a\uff09+F2\uff08b\uff09]
\u6269\u5c55\u8d44\u6599\uff1a
\u8054\u5408\u6982\u7387\u5206\u5e03\u7684\u51e0\u4f55\u610f\u4e49\u4e0e\u5b9a\u4e49
\u8bbe(X,Y)\u662f\u4e8c\u7ef4\u968f\u673a\u53d8\u91cf\uff0c\u5bf9\u4e8e\u4efb\u610f\u5b9e\u6570x,y\uff0c\u4e8c\u5143\u51fd\u6570\uff1a
F(x,y) = P{(X P(X<=x, Y<=y)
\u79f0\u4e3a\uff1a\u4e8c\u7ef4\u968f\u673a\u53d8\u91cf(X,Y)\u7684\u5206\u5e03\u51fd\u6570\uff0c\u6216\u79f0\u4e3a\u968f\u673a\u53d8\u91cfX\u548cY\u7684\u8054\u5408\u5206\u5e03\u51fd\u6570\u3002
\u968f\u673a\u53d8\u91cfX\u548cY\u7684\u8054\u5408\u5206\u5e03\u51fd\u6570\u662f\u8bbe(X,Y)\u662f\u4e8c\u7ef4\u968f\u673a\u53d8\u91cf\uff0c\u5bf9\u4e8e\u4efb\u610f\u5b9e\u6570x,y\uff0c\u4e8c\u5143\u51fd\u6570\uff1aF(x,y) = P{(X P(X<=x, Y<=y)\u79f0\u4e3a\u4e8c\u7ef4\u968f\u673a\u53d8\u91cf(X,Y)\u7684\u5206\u5e03\u51fd\u6570\u3002
\u5982\u679c\u5c06\u4e8c\u7ef4\u968f\u673a\u53d8\u91cf(X,Y)\u770b\u6210\u662f\u5e73\u9762\u4e0a\u968f\u673a\u70b9\u7684\u5750\u6807\uff0c\u90a3\u4e48\u5206\u5e03\u51fd\u6570F(x,y)\u5728(x,y)\u5904\u7684\u51fd\u6570\u503c\u5c31\u662f\u968f\u673a\u70b9(X,Y)\u843d\u5728\u4ee5\u70b9(x,y)\u4e3a\u9876\u70b9\u800c\u4f4d\u4e8e\u8be5\u70b9\u5de6\u4e0b\u65b9\u7684\u65e0\u7a77\u77e9\u5f62\u57df\u5185\u7684\u6982\u7387\u3002
绛旓細2012-10-08 璁句簩缁撮殢鏈哄彉閲(X,Y)鐨勫垎甯冨嚱鏁颁负F(X,Y)=a(b+a... 22 2016-09-06 鑻ヤ簩缁撮殢鏈哄彉閲(X,Y)鏈嶄粠D涓婄殑鍧囧寑鍒嗗竷,鍏朵腑D=(濡傚浘)... 222 2015-07-15 璁句簩缁撮殢鏈哄彉閲(X,Y)鏈嶄粠鍦ㄥ尯鍩烡涓婄殑鍧囧寑鍒嗗竷 184 2015-11-23 璁句簩缁撮殢鏈哄彉閲(X,Y)鐨勮仈鍚堝垎甯冨嚱鏁颁负F(x,y)=A(B... 510 201...
绛旓細鏈澶у煎嚱鏁般備妇渚嬶紝 濡傛灉浜岀淮闅忔満鍙橀噺锛圶锛孻锛锛氬彇锛1锛2锛 锛岋紙1锛3锛夛紝锛2锛2锛 锛岋紙2锛3锛夊洓瀵瑰硷紝涓嶅Θ璁惧彇鍒版瘡涓暟瀵圭殑姒傜巼閮芥槸1/4銆 鍒 M=MAX锛圶锛孻锛 鍙互鍙2锛3 涓や釜鍊笺侻=2瀵瑰簲浜巤锛1锛2锛夛紝锛2锛2锛 }锛 M=3瀵瑰簲浜巤锛1锛3锛夛紝锛2锛3锛 } ...
绛旓細61 2018-01-09 璁鹃殢鏈哄彉閲廥-N(0 1)姹俌=e^x姒傜巼瀵嗗害? 4 2015-02-09 璁浜岀淮闅忔満鍙橀噺(X,Y)鐨勬鐜囧瘑搴︿负f(x,y)=1,0<x... 2017-07-06 璁句簩缁撮殢鏈哄彉閲(X,Y)鐨勬鐜囧瘑搴︿负f(x,y)=1/2,0... 2017-12-23 璁句簩缁撮殢鏈哄彉閲(X,Y)鐨勬鐜囧瘑搴︿负f(x,y)={1,0<... 2016-05-18 璁句簩缁撮殢鏈...
绛旓細浣犲ソ锛x涓巠閮借秼浜庢鏃犵┓鏃跺垎甯冨嚱鏁扮殑鏋侀檺鏄1锛岀敱姝ゅ緱鍑篶=2/蟺銆傜粡娴庢暟瀛﹀洟闃熷府浣犺В绛旓紝璇峰強鏃堕噰绾炽傝阿璋紒
绛旓細鏄粈涔堝湴鏂瑰憿锛熺瓟妗-- 濡傛灉浣犺鍑哄畠鏉ワ紝瀹冨氨涓嶈浜嗭紝瀹冩槸浠涔堬紵绛旀-- 鍙互閬垮厤浣犳濈淮鍍靛寲锛岃缁冩濈淮鐨勬椿璺冩 锛屽叾瀹炴垜璁や负閫傚綋鍦扮湅鑴戠瓔鎬ヨ浆寮紝 杩樻槸瀵硅嚜宸辨湁濂藉鐨 锛屽湪鏈変簺鏈夋剰鎬濈殑鍥炵瓟涓紝 鎭嶇劧澶ф偀鐨勪綘浼氬緱鍒板緢澶氫笉涓鏍风殑鍚ず銆傛嬁鏋笂鍘曟墍锛屾墦涓鍦板悕 绛旀-- ...
绛旓細鑻ヤ簩缁撮殢鏈哄彉閲忥紙X,Y锛鐨勫垎甯冨嚱鏁颁负F锛坸锛寉锛夋湁浜岄樁杩炵画鍋忓鏁,鍒櫸²F锛坸锛寉锛/未x未y灏辨槸锛圶锛孻)鐨勬鐜囧瘑搴.鈭滴磠[1-3^(-x)]*[1-3^(-y)]}/未x=3^(-x)]*ln3*[1-3^(-y)]未{3^(-x)*ln3*[1-3^(-y)]}/未y=ln²3*3^(-x)*3^(-y)鈭磃锛坸锛寉...
绛旓細P(X=1,Y=1)=P(X=-1,Y=1)=0,缁撳悎浜岀淮绂绘暎闅忔満鍙橀噺鐨勬潯浠跺垎甯冨緥鏉ュ仛锛孹=-1鏉′欢涓嬮殢鏈哄彉閲廥鐨勬潯浠跺垎甯冨緥涔嬪拰涓1锛屽嵆P(Y=1|X=-1)+P(Y=0|X=-1)=1,鐢变箻娉曞叕寮廝(AB)=P(B|A)P(A)鍙煡锛屽洜涓篜(X=-1,Y=1)=0锛屾墍P(Y=1|X=-1)=0锛孭(Y=0|X=-1)=1锛...
绛旓細鐢变簬鍒嗗竷寰嬩腑鍚勪釜姒傜巼bai涔嬪拰涓1锛屽洜姝=1/8銆傝仈鍚堝垎甯冨嚱鏁颁互浜岀淮鎯呭舰涓轰緥锛岃嫢锛圶锛孻锛鏄簩缁撮殢鏈哄悜閲忥紝x銆亂鏄换鎰忎袱涓疄鏁帮紝鍒欑О浜屽厓鍑芥暟銆傝(X,Y)鏄浜岀淮闅忔満鍙橀噺锛屽浜庝换鎰忓疄鏁皒,y锛屼簩鍏冨嚱鏁帮細F(x,y) = P{(X<=x) 浜 (Y<=y)} => P(X<=x, Y<=y)锛涢殢鏈哄彉閲廥鍜孻鐨勮仈鍚堝垎甯...
绛旓細1.瀹氫箟鑻ヤ簩缁撮殢鏈哄彉閲 鍙兘鍙栨湁闄愬鍊兼垨鍙垪瀵瑰 锛屽垯绉(X,Y)鏄簩缁寸鏁e瀷闅忔満鍙橀噺銆 2.鑱斿悎鍒嗗竷寰: 绉 涓轰簩缁寸鏁e瀷闅忔満鍙橀噺 鐨(鑱斿悎)鍒嗗竷寰嬨傝闅忔満鍙橀噺X鍦1,2,3,4鍥涗釜鏁存暟涓瓑鍙兘鍦鍙栦竴涓硷紝鍙︿竴涓殢鏈哄彉閲 鍦 涓瓑鍙兘鍦板彇涓鏁存暟鍊笺傝瘯姹 鐨勫垎甯冨緥銆 瑙o細鑱斿悎...
绛旓細瑙