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



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