设两随机变量(X,Y)的概率密度为f(x,y)=k(x+y),0<y<x<10,其它.,求:(Ⅰ)常数k的值;(Ⅱ)

2025-12-18 09:11:46
推荐回答(1个)
回答1:

(Ⅰ)∵随机变量(X,Y)的概率密度为f(x,y)=

k(x+y),0<y<x<1
0,其它.

1=
∫∫
D
f(x,y)dxdy=
dx
k(x+y)dy
=k
(x2+
1
2
x2)dx=
k
2

∴k=2.
(Ⅱ)∵f(x,y)=
2(x+y),0<y<x<1
0,其它.

∴X的边缘密度fX(x)=
f(x,y)dy=
2(x+y)dy=3x2,0<x<1
0,其它.

Y的边缘密度fY(y)=
f(x,y)dx=
2(x+y)dx=1+2y?3y2,0<y<1
0,其它.

(Ⅲ)由(Ⅱ)知0<x<1时fX(x)≠0,
∴0<x<1时,fY|X(y|x)=
f(x,y)
fX(x)
2(x+y)
3x2
,0<y<x
0,其它.

同理0<y<1时fY(y)≠0,
∴0<y<1时,fX|Y(x|y)=
f(x,y)
fY(y)
2(x+y)
1+2y?3y2
,y<x<1
0,其它.

(Ⅳ)由(X,Y)的概率密度为f(x,y),知
P{X+Y≤1}=
∫∫
x+y≤1
f(x,y)dxdy
=
∫∫
x+y≤1,0<y<x<1
2(x+y)dxdy
=
dy
2(x+y)dx=
1
3