设随机变量X、Y相互独立,且X~N(1,9),Y~U(2,4),则E(X+Y)= 设随机变量X与Y相互独立,且X~U(0,2),Y服从参数为3...

\u8bbe\u968f\u673a\u53d8\u91cfX\u4e0eY\u76f8\u4e92\u72ec\u7acb\uff0c\u4e14X~U(0,1),Y~e(1),\u8bd5\u6c42Z=X+Y\u7684\u6982\u7387\u5bc6\u5ea6\u51fd\u6570

X\u7684\u6982\u7387\u5bc6\u5ea6\u51fd\u6570\u4e3a
p(x)= 1 x\u2208(0,1)
0 \u5176\u4ed6
Y\u7684\u6982\u7387\u5bc6\u5ea6\u51fd\u6570\u4e3a
f(x)= e^(-x) x\u22650
0 \u5176\u4ed6
\u5229\u7528\u548c\u7684\u5206\u5e03\u516c\u5f0f\u53ef\u77e5,Z\u7684\u6982\u7387\u5bc6\u5ea6\u51fd\u6570\u4e3a
g(y)=\u222bR p(x)f(y-x)dx
=0 y\u22640
\u222b[0,y]e^(x-y)dx=1-e^(-y) 01
\u4e5f\u5c31\u662fZ\u7684\u6982\u7387\u5bc6\u5ea6\u662f\u4e2a\u5206\u6bb5\u51fd\u6570\u3002
\u6269\u5c55\u8d44\u6599\uff1a
\u6700\u7b80\u5355\u7684\u6982\u7387\u5bc6\u5ea6\u51fd\u6570\u662f\u5747\u5300\u5206\u5e03\u7684\u5bc6\u5ea6\u51fd\u6570\u3002\u8fde\u7eed\u578b\u5747\u5300\u5206\u5e03\u7684\u6982\u7387\u5bc6\u5ea6\u51fd\u6570
\u5bf9\u4e8e\u4e00\u4e2a\u53d6\u503c\u5728\u533a\u95f4[a,b]\u4e0a\u7684\u5747\u5300\u5206\u5e03\u51fd\u6570

\uff0c\u5b83\u7684\u6982\u7387\u5bc6\u5ea6\u51fd\u6570\uff1a


\u4e5f\u5c31\u662f\u8bf4\uff0c\u5f53x\u4e0d\u5728\u533a\u95f4[a,b]\u4e0a\u7684\u65f6\u5019\uff0c\u51fd\u6570\u503c\u7b49\u4e8e0\uff1b\u800c\u5728\u533a\u95f4[a,b]\u4e0a\u7684\u65f6\u5019\uff0c\u51fd\u6570\u503c\u7b49\u4e8e\u8fd9\u4e2a\u51fd\u6570

\u3002\u8fd9\u4e2a\u51fd\u6570\u5e76\u4e0d\u662f\u5b8c\u5168\u7684\u8fde\u7eed\u51fd\u6570\uff0c\u4f46\u662f\u662f\u53ef\u79ef\u51fd\u6570\u3002

\u6b63\u6001\u5206\u5e03\u662f\u91cd\u8981\u7684\u6982\u7387\u5206\u5e03\u3002\u5b83\u7684\u6982\u7387\u5bc6\u5ea6\u51fd\u6570\u662f\uff1a



\u968f\u7740\u53c2\u6570\u03bc\u548c\u03c3\u53d8\u5316\uff0c\u6982\u7387\u5206\u5e03\u4e5f\u4ea7\u751f\u53d8\u5316\u3002

X~U(0,2)\uff0c E(x)=(0+2)/2=1
Y\u670d\u4ece\u53c2\u6570\u4e3a3\u7684\u6307\u6570\u5206\u5e03\uff0cE(Y)=1/3
\u968f\u673a\u53d8\u91cfX\u4e0eY\u76f8\u4e92\u72ec\u7acb\uff0cE(XY)=E(X)*E(Y)=1*(1/3)=1/3
\u6307\u6570\u5206\u5e03\u4e0e\u5206\u5e03\u6307\u6570\u65cf\u7684\u5206\u7c7b\u4e0d\u540c\uff0c\u540e\u8005\u662f\u5305\u542b\u6307\u6570\u5206\u5e03\u4f5c\u4e3a\u5176\u6210\u5458\u4e4b\u4e00\u7684\u5927\u7c7b\u6982\u7387\u5206\u5e03\uff0c\u4e5f\u5305\u62ec\u6b63\u6001\u5206\u5e03\uff0c\u4e8c\u9879\u5206\u5e03\uff0c\u4f3d\u9a6c\u5206\u5e03\uff0c\u6cca\u677e\u5206\u5e03\u7b49\u7b49\u3002
\u5982\u679c\u4e00\u4e2a\u968f\u673a\u53d8\u91cf\u5448\u6307\u6570\u5206\u5e03\uff0c\u5f53s,t>0\u65f6\u6709P(T>t+s|T>t)=P(T>s)\u3002\u5373\uff0c\u5982\u679cT\u662f\u67d0\u4e00\u5143\u4ef6\u7684\u5bff\u547d\uff0c\u5df2\u77e5\u5143\u4ef6\u4f7f\u7528\u4e86t\u5c0f\u65f6\uff0c\u5b83\u603b\u5171\u4f7f\u7528\u81f3\u5c11s+t\u5c0f\u65f6\u7684\u6761\u4ef6\u6982\u7387\uff0c\u4e0e\u4ece\u5f00\u59cb\u4f7f\u7528\u65f6\u7b97\u8d77\u5b83\u4f7f\u7528\u81f3\u5c11s\u5c0f\u65f6\u7684\u6982\u7387\u76f8\u7b49\u3002
\u6269\u5c55\u8d44\u6599\uff1a
\u968f\u673a\u53d8\u91cf\u5728\u4e0d\u540c\u7684\u6761\u4ef6\u4e0b\u7531\u4e8e\u5076\u7136\u56e0\u7d20\u5f71\u54cd\uff0c\u53ef\u80fd\u53d6\u5404\u79cd\u4e0d\u540c\u7684\u503c\uff0c\u6545\u5176\u5177\u6709\u4e0d\u786e\u5b9a\u6027\u548c\u968f\u673a\u6027\uff0c\u4f46\u8fd9\u4e9b\u53d6\u503c\u843d\u5728\u67d0\u4e2a\u8303\u56f4\u7684\u6982\u7387\u662f\u4e00\u5b9a\u7684\uff0c\u6b64\u79cd\u53d8\u91cf\u79f0\u4e3a\u968f\u673a\u53d8\u91cf\u3002\u968f\u673a\u53d8\u91cf\u53ef\u4ee5\u662f\u79bb\u6563\u578b\u7684\uff0c\u4e5f\u53ef\u4ee5\u662f\u8fde\u7eed\u578b\u7684\u3002
\u8bbeX,Y\u662f\u6982\u7387\u7a7a\u95f4(\u03a9,F,p)\u4e0a\u7684\u4e24\u4e2a\u968f\u673a\u53d8\u91cf\uff0c\u5982\u679c\u9664\u53bb\u4e00\u4e2a\u96f6\u6982\u7387\u4e8b\u4ef6\u5916\uff0cX(\u03c9)\u4e0eY(\u03c9)\u76f8\u540c\uff0c\u5219\u79f0X=Y\u4ee5\u6982\u73871\u6210\u7acb\uff0c\u4e5f\u8bb0\u4f5cp(X=Y)=1\u6216X=Y,\u03b1.s.\uff08\u03b1.s.\u610f\u5373\u51e0\u4e4e\u5fc5\u7136\uff09\u3002
\u6709\u4e9b\u968f\u673a\u73b0\u8c61\u9700\u8981\u540c\u65f6\u7528\u591a\u4e2a\u968f\u673a\u53d8\u91cf\u6765\u63cf\u8ff0\u3002\u4f8b\u5982\u5bf9\u5730\u9762\u76ee\u6807\u5c04\u51fb\uff0c\u5f39\u7740\u70b9\u7684\u4f4d\u7f6e\u9700\u8981\u4e24\u4e2a\u5750\u6807\u624d\u80fd\u786e\u5b9a\uff0c\u56e0\u6b64\u7814\u7a76\u5b83\u8981\u540c\u65f6\u8003\u8651\u4e24\u4e2a\u968f\u673a\u53d8\u91cf\uff0c\u4e00\u822c\u79f0\u540c\u4e00\u6982\u7387\u7a7a\u95f4(\u03a9,F,p)\u4e0a\u7684n\u4e2a\u968f\u673a\u53d8\u91cf\u6784\u6210\u7684n\u7ef4\u5411\u91cfX=(x1,x2,\u2026\uff0cxn)\u4e3an\u7ef4\u968f\u673a\u5411\u91cf\u3002
\u968f\u673a\u53d8\u91cf\u53ef\u4ee5\u770b\u4f5c\u4e00\u7ef4\u968f\u673a\u5411\u91cf\u3002\u79f0n\u5143x1,x2,\u2026\uff0cxn\u7684\u51fd\u6570\u4e3aX\u7684(\u8054\u5408)\u5206\u5e03\u51fd\u6570\u3002\u53c8\u5982\u679c(x1,x2)\u4e3a\u4e8c\u7ef4\u968f\u673a\u5411\u91cf\uff0c\u5219\u79f0x1+ix2(i2=-1)\u4e3a\u590d\u968f\u673a\u53d8\u91cf\u3002
\u53c2\u8003\u8d44\u6599\u6765\u6e90\uff1a\u767e\u5ea6\u767e\u79d1\u2014\u2014\u6307\u6570\u5206\u5e03

X~N(1,9)
E(X)=1, D(X)=9
Y~U(2,4)
E(Y) = (1/2)(4+2) = 3
E(Y^2) = (1/2) ∫(2->4) y^2 dy = (1/6)[ y^3 ] |(2->4) = 56/6 = 28/3
D(Y) = E(Y^2) -[E(Y)]^2 = 28/3 -9 = 1/3
E(X+Y)=E(X)+E(Y) = 1+3 =4
D(X+Y) = D(X) + D(Y) = 9 + 1/3 = 28/3



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  • 扩展阅读:设x n σ2 ... 随机变量x~n(0 ... 随机变量x~n(1 ... 1) ... 4) ... x与y相互独立且都服从 ... xy相互独立时方差dxy ... 若事件a与b互斥pa0.6 ... 对于任意两个事件a和b ...

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