设二维随机变量(X,Y)的联合分布函数为 求常数A,B,C.
【答案】:F(-∞,-∞)=A(B-π/2)(C-π/2)=0F(-∞,+∞)=A(B-π/2)(C+π/2)=0
F(+∞,-∞)=A(B+π/2)(C-π/2)=0
F(+∞,+∞)=A(B+π/2)(C+π/2)=1
解得:A=1/π^2,B=π/2,C=π/2
f(x,y)=dF(x,y)/dxdy=1/[π^2 (1+x^2)(1+y^2)]
边缘函数
fx(x)=∫f(x,y)dy 从负无穷积分到正无穷
=1/[π(1+x^2)]
fy(y)=∫f(x,y)dx 从负无穷积分到正无穷
=1/[π(1+y^2)]
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