设随机变量X与Y相互独立,且X~N(2,1),Y~N(-2,4),Z=3X-2Y+4,求:D(Z) 与 P{Z<=9} 设随机变量X和Y相互独立,且X~N(3,4),Y~(2,9)...

\u8bbe\u968f\u673a\u53d8\u91cfX\u548cY\u76f8\u4e92\u72ec\u7acb\uff0c\u4e14X~N\uff082,3\uff09\uff0cY~N\uff081,4\uff09\uff0c\u52193X-4Y\u7684\u5206\u5e03\u4e3a

y\u5e94\u662f\u670d\u4ecey~n(1,4)\u5427
\u7531\u5df2\u77e5\u5f97ex=0\uff0cdx=1\uff0cey=1\uff0cdy=4\uff0c\u4e8e\u662fe(x-y)=ex-ey=-1\uff0c
x,y\u76f8\u4e92\u72ec\u7acb\uff0c\u6240\u4ee5d(x-y)=dx+d(-y)=dx+dy=5\u3002
\u6545x-y~n(-1\uff0c5)

3x-y\u8fd8\u662f\u6b63\u6001\u5206\u5e03\uff0c\u5229\u7528\u516c\u5f0f e(ax+by)=+ae(x)+be(y)\uff0cd(ax+by)=+a²d(x)+b²d(y)\u3002
\u968f\u673a\u53d8\u91cf\u76f8\u4e92\u72ec\u7acb\u53ef\u4ee5\u63a8\u51fa\u7ebf\u6027\u4e0d\u76f8\u5173\uff0c\u800c\u7ebf\u6027\u4e0d\u76f8\u5173\u4e0d\u80fd\u63a8\u51fa\u968f\u673a\u53d8\u91cf\u76f8\u4e92\u72ec\u7acb\uff0c\u6240\u4ee5\u968f\u673a\u53d8\u91cf\u7ebf\u6027\u4e0d\u76f8\u5173\u662f\u76f8\u4e92\u72ec\u7acb\u7684\u5fc5\u8981\u4e0d\u5145\u5206\u6761\u4ef6\u3002
\u5982\u679c\u8868\u793a\u8bd5\u9a8c\u7ed3\u679c\u7684\u53d8\u91cfx\uff0c\u5176\u53ef\u80fd\u53d6\u503c\u4e3a\u67d0\u8303\u56f4\u5185\u7684\u4efb\u4f55\u6570\u503c\uff0c\u4e14x\u5728\u5176\u53d6\u503c\u8303\u56f4\u5185\u7684\u4efb\u4e00\u533a\u95f4\u4e2d\u53d6\u503c\u65f6\uff0c\u5176\u6982\u7387\u662f\u786e\u5b9a\u7684\uff0c\u5219\u79f0x\u4e3a\u8fde\u7eed\u578b\u968f\u673a\u53d8\u91cf\u6574\u7406\u3002\u5f15\u5165\u968f\u673a\u53d8\u91cf\u7684\u6982\u5ff5\u540e\uff0c\u5bf9\u968f\u673a\u8bd5\u9a8c\u7684\u6982\u7387\u5206\u5e03\u7684\u7814\u7a76\u5c31\u8f6c\u4e3a\u5bf9\u968f\u673a\u53d8\u91cf\u6982\u7387\u5206\u5e03\u7684\u7814\u7a76\u4e86\u3002

\u6269\u5c55\u8d44\u6599\uff1a
\u6ce8\u610f\u4e8b\u9879\uff1a
\u968f\u673a\u53d8\u91cf\u7b49\u4e8e\u67d0\u4e2a\u503c\u6216\u8005\u5904\u4e8e\u67d0\u4e2a\u533a\u95f4\u662f\u4e00\u4e2a\u4e8b\u4ef6\u3002\u4e24\u4e2a\u968f\u673a\u53d8\u91cf\u72ec\u7acb\u8bf4\u7684\u662f\u4e00\u7ec4\u4e8b\u4ef6\u4e0e\u53e6\u4e00\u7ec4\u72ec\u7acb\u3002
\u968f\u673a\u53d8\u91cf\u662f\u5b9a\u4e49\u5728\u6837\u672c\u7a7a\u95f4\u4e0a\u7684\u5b9e\u503c\u51fd\u6570\uff0c\u662f\u628a\u968f\u673a\u73b0\u8c61\u7684\u7ed3\u679c\u6570\u91cf\u5316\uff0c\u4fbf\u4e8e\u8fdb\u884c\u6570\u5b66\u5904\u7406\u3002\u6982\u7387\u8bba\u4e2d\u7684\u968f\u673a\u53d8\u91cf\u662f\u4e00\u79cd\u968f\u673a\u53d6\u503c\u7684\u53d8\u91cf\u4e14\u4f34\u968f\u4e00\u4e2a\u5206\u5e03\u3002
\u4e8b\u4ef6\u7684\u76f8\u4e92\u72ec\u7acb\u53ef\u5b9a\u4e49\u8bd5\u9a8c\u7684\u76f8\u4e92\u72ec\u7acb\uff0c\u8bd5\u9a8c\u7684\u76f8\u4e92\u72ec\u7acb\u53ef\u63a8\u51fa\u4e00\u4e9b\u4e8b\u4ef6\u7684\u76f8\u4e92\u72ec\u7acb\u3002\u8bd5\u9a8c\u7684\u72ec\u7acb\u6027\u548c\u968f\u673a\u53d8\u91cf\u7684\u72ec\u7acb\u6027\u90fd\u662f\u5728\u4e8b\u4ef6\u72ec\u7acb\u6027\u7684\u57fa\u7840\u4e0a\u6765\u5b9a\u4e49\u7684\uff0c\u968f\u673a\u53d8\u91cf\u53d6\u67d0\u4e2a\u503c\u6216\u53d6\u67d0\u4e2a\u8fde\u7eed\u533a\u95f4\u65f6\uff0c\u5c31\u662f\u8868\u793a\u67d0\u4e8b\u4ef6\u3002
\u53c2\u8003\u8d44\u6599\u6765\u6e90\uff1a\u767e\u5ea6\u767e\u79d1-\u72ec\u7acb\u540c\u5206\u5e03\u53d8\u91cf
\u53c2\u8003\u8d44\u6599\u6765\u6e90\uff1a\u767e\u5ea6\u767e\u79d1-\u968f\u673a\u53d8\u91cf

Z还是正态分布,利用公式
E(aX+bY)=aE(X)+bE(Y)
D(aX+bY)=a²D(X)+b²D(Y)

由已知得E(X) = 2, D(X) = 1,E(Y) = -2, D(Y) = 4,则:
E(Z) = E(3X-2Y+4) = 3E(X) - 2E(Y) + E(4) = 14
D(Z) = D(3X-2Y+4) = 9D(X) + 4D(Y) + 0 = 25
所以 Z~N(14,25)
P{Z<=9} = P{(z-14)/5 <= (9-14)/5} = φ(-1) = 1-φ(1) = 0.16

Z=3X-2Y+4

E(Z)=E(3X-2Y+4)
=E(3X)-E(2Y)+E(4)
=3*2-2*2+4
=9
D(Z)=D(3X-2Y+4)
=D(3X)+D(2Y)+D(4)
=9*1+4*4
=25
P{Z<=9}

=P0.5

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