二维正态分布联合密度f(x,y)=（1/2π）e^-(x^2-xy+y^2/2)，求关于y的边缘密度函数
\u6025\u6c42\u6570\u5b66\u9ad8\u624b\u4e8c\u7ef4\u6b63\u6001\u5206\u5e03\u8054\u5408\u5bc6\u5ea6f(x,y)=\uff081/2\u03c0\uff09e^-(x^2-xy+y^2/2)\uff0c\u6c42\u5173\u4e8ey\u7684\u8fb9\u7f18\u5bc6\u5ea6\u51fd\u65701/(2*sqrt(pi))*exp(-1/4*y^2)
\u89e3\u7b54\u5982\u56fe\u3002
绛旓細1/(2*sqrt(pi))*exp(-1/4*y^2)
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绛旓細f(x,y)=锛1/32蟺锛塭^{(-25/32)[x^2/16-3xy/50+y^2/25]}
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绛旓細浜岀淮姝ｆ佸垎甯 濡傛灉X--N锛坲锛屜僞2锛 Y--N(a,b^2)锛圶锛孻锛夌殑鑱斿悎姒傜巼瀵嗗害鏄 f(x,y)=[ 1/2蟺蟽b鈭(1-蟻^2)]e^{ -1/2(1-蟻^2) [(x-u)^2/蟽^2 - 2蟻(x-u)(x-a)/ua +(y-a)^2/b^2]} 甯﹀叆 u=0 a=o 蟽^2=3 b^2=4 蟻=0.25 f(x,...
绛旓細鐒跺悗锛屽浜浜岀淮瀵规暟姝ｆ佸垎甯锛屾垜浠湁闅忔満鍚戦噺 (X, Y)锛屽畠浠湪瀵规暟鍙樻崲鍚庢槸姝ｆ佸垎甯冪殑銆備篃灏辨槸璇达紝濡傛灉鎴戜滑璁 Z = ln(X) 鍜 W = ln(Y)锛岄偅涔 Z 鍜 W 閮芥湇浠庢鎬佸垎甯冦傚亣璁 Z 鍜 W 鐨鑱斿悎姒傜巼瀵嗗害鍑芥暟涓 f(z, w)锛岄偅涔 (X, Y) 鐨勮仈鍚堟鐜囧瘑搴﹀嚱鏁板彲浠ヨ〃绀轰负锛f(x, y) = f(z...
绛旓細濡傛灉灏浜岀淮闅忔満鍙橀噺(X,Y)鐪嬫垚鏄钩闈笂闅忔満鐐圭殑鍧愭爣锛岄偅涔堝垎甯冨嚱鏁F(x,y)鍦(x,y)澶勭殑鍑芥暟鍊煎氨鏄殢鏈虹偣(X,Y)钀藉湪浠ョ偣(x,y)涓洪《鐐硅屼綅浜庤鐐瑰乏涓嬫柟鐨勬棤绌风煩褰㈠煙鍐呯殑姒傜巼銆傚湪姒傜巼璁轰腑, 瀵逛袱涓殢鏈哄彉閲廥鍜孻锛屽叾鑱斿悎鍒嗗竷鏄悓鏃跺浜嶺鍜孻鐨勬鐜囧垎甯冦
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