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Сборник задач по высшей математике 2 том

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Q a) TaK KaK

h(x) = fx(x) = {2(1- x), x E [0,1]'

 

0,

x ¢ [0,1]'

TO:

 

 

IIpH X ~ °HMeeM

'"

'"

Fl(X)=

jh(x)dx=

jOdx=O,

IIpH °< X ~ 1 IIOJIY'IaeM

- 00

- 00

 

 

o

'"

 

Fl(X) = jOdx+ j2(I-u)du=2x-x2,

- 00

0

 

IIpH 1 < x IIOJIY'IaeM

01",

Fl(X) = jOdx+ j2(I-x)dx+ jOdu=1.

- 00

0

1

TaKHM 06pa30M,

 

 

x ~ 0, °< x ~ 1,

1 < x.

AHaJIOrH'IHOHaXO)l,HM, 'ITO

Y ~ 0,

0< Y ~ 1, 1 < y.

6) IIcIIOJIb3Y5I <P0PMYJIY

P{XI ~ X ~ X2, Yl ~ Y ~ Y2} = F(X2,Y2)-F(Xl,Y2)-F(X2,Yl)+F(xl,yt},

HaXO)l,HM HCKOMYIO Bep05lTHOCTb:

P{0,7 ~ X ~ 3, °~ Y ~ 0,3} =

=F(3; 0,3) - F(0,7j 0,3) - F(3; 0) + F(0,7j 0) =

= (0,3)2 - (2.0,7.0,32 - 0,72 .0,32) - 02 + (2·0,7·

°-0,72 .0) =

= 0,09 - 0,126 + 0,0441 = 0,0081.

IIoJIY'IHMTaKoil: :lKe OTBeT, KaK H B 3a)l,a'le6.12.21.

6.12.23. 3a)l,aHa IIJIOTHOCTb COBMecTHoro pacIIpe)l,eJIeHH5I CHCTeMbI HeIIpe-

pbIBHbIX c. B. (X, Y):

 

f(x

y) = {c. xy,

eCJIH (x, y) ED,

,

'0,

eCJIH(x,y)¢D,

400

r,n:e D = {(x,y): x ~ 0, y ~ 0, x +y ~ I}. Haitnl:

a) K03<pqHIIl;HeHT Cj

6) nJIOTHOCTH pacnpe,n:eJIeHHH OT,n:eJIbHbIX KOMnOHeHT X H Y j

B)<PyHKIJ;HH pacnpe,n:eJIeHHH OT,n:eJIbHbIX KOMnOHeHTj

r)BepOHTHOCTb C06bITHH A = {X > ~, Y ~ I}.

6.12.24.,IJ,BYMepHM CJIY'IaitHMBeJIH'IHHa (X, Y) HMeeT nJIOTHOCTb pacnpe,n:eJIeHHH BepoHTHocTeit

!(x,y) = ( 1+ x2)C (3 + y2)

,

x E JR,

Y E JR.

 

 

HaitTH:

a) 3Ha'IeHHeBeJIH'IHHbICj

6) <PYHKIJ;HIO pacnpe,n:eJIeHHH F(x,y)j

B) nJIOTHOCTH pacnpe,n:eJIeHHH OT,n:eJIbHbIX KOMnOHeHT X H Y j r) BepOHTHOCTb C06bITHH A = {X < 1, Y < V3}.

6.12.25. HCnOJIb3YH YCJIOBHe 3a,n:a'IH6.12.21, npOBepHTb, 3aBHCHMbI JIH CJIy- 'IaitHbleBeJIH'IHHbIX H Y.

a npoBepHM, BbIllOJIHHeTCH JIH YCJIOBHe He3aBHCHMOCTH ,n:BYX HenpepbIBHbIX CJIY'IaitHblxBeJIH'IHHX H Y: !(x,y) = II (x) . h(y).

B xo,n:e peIIleHHH 3a,n:a'IH6bIJIH nOJIY'IeHbICJIe.n:yIOIu;He pe3YJIbTaTbI:

1) C = 4 H, 3Ha'IHT,nJIOTHOCTb pacnpe,n:eJIeHHH BepoHTHocTeit !(x, y) HMe-

eT BH,n: ° °

!(x, y) = { ~~(1- x), npH ~ x ~ 1, ~ y ~ 1,

BOCTaJIbHbIX CJIY'IMXj

2)nJIOTHOCTH pacnpe,n:eJIeHHH OT,n:eJIbHbIX KOMnOHeHT X H Y HMelOT BH,n:

lI(x) = {2(1- x),

npH °~ x ~ 1,

0,

B OCTaJIbHbIX CJIY'IMX.

h(Y) = {2Y,

npH °~ y ~ 1,

0,

B OCTaJIbHbIX CJIY'IMX.

KaK BHMM, paBeHcTBo !(x, y) = II (x)· h(y) BbIllOJIHHeTCH. CJIe,n:oBaTeJIbHO, CJIY'IaitHbleBeJIH'IHHbIX H Y He3aBHCHMbI. B 3TOM }l{e MO}l{HO y6e,n:HTbcH,

npoBepHB BbIllOJIHeHHe paBeHcTBa F(x,y) = F1 (x)· F2(y). •

6.12.26. HCnOJIb3YH YCJIOBHe 3a,n:a'IH6.12.23, BbIHCHHTb, HBJIHIOTCH JIH CJIy-

'IaitHbleBeJIH'IHHbIX H Y He3aBHCHMbIMH.

6.12.27. HCnOJIb3YH YCJIOBHe 3a,n:a'IH6.12.24, nOKa3aTb, 'ITOCJIY'IaitHbleBeJIH'IHHbIX H Y He3aBHCHMbI.

6.12.28. He3aBHcHMble CJIY'IaitHbleBeJIH'IHHbIX H Y HMelOT COOTBeTCTBeH-

HO nJIOTHOCTH:

II (x) = {3e- 3Z ,

npH x

~ 0,

npH y ~ 0,

0,

npH x

< 0,

npH y < 0.

401

Haihu:

a) n~OTHOCTb pacnpe~e~eHU~ ~BYMepHO~ c~yqa~HO~ Be~UqUHhl

(X,Y);

6) <PYHKIJ;UIO pacnpe~e~eHU~ Fxy(x,y).

6.12.29. IIcno~b3Y~ yc~oBue 3Maqu 6.12.21, H~TU yc~oBHbIe n~OTHOCTU

a

OT~e~bHbIX KOMnOHeHT X U Y.

.n~~ H~XO)K~eHU~ yC~OBHO~ n~OTHOCTU pacnpe~e~eHU~ f(x I y) BocnO~b­

3yeMc~ <POPMY~O~ f(x I y) =

f(x,y)

npu Bcex y E [0,1]. TaK KaK

 

h(y)

 

f (x, y) = {4Y(1

-

x),

0:::;; x :::;; 1, 0:::;; y :::;; 1,

 

 

0,

 

 

 

 

B OCT~bHbIX c~yqMX ,

a

 

 

 

 

 

 

 

 

h(Y) = {2Y,

0:::;;

Y :::;; 1,

 

 

 

0,

 

 

B OCT~bHbIX c~yqMX,

TO

f(x I y) = {2(1- x),

o:::;; x :::;; 1, 0:::;; y :::;; 1,

 

 

 

0,

 

 

 

B OCT~bHbIX C~yqMX.

 

f(y Ix)

=

{2

Y o:::;; x :::;; 1, 0 :::;; y :::;; 1,

 

 

 

,

 

 

 

 

 

0,

B OCT~bHbIX c~yqMX.

OTMeTUM, qTO 6e3yc~oBHbIe n~OTHOCTU pacnpe~e~eHu~ KOMnOHeHT X U Y paBHbI cooTBeTcTBYIOIIJ;UM yC~OBHbIM n~OTHOCT~M. 9TO ~oKa3bIBaeT, qTO c~y­ qa~HbIe Be~UqUHbI X U Y He3aBUCUMbI. •

6.12.30.IIcno~b3y~ yc~oBue 3Maqu 6.12.23, Ha~Tu yc~oBHbIe n~OTHOCTU

KOMnOHeHT X U Y.

6.12.31. .nBYMepHM c. B. (X, Y) UMeeT paBHOMepHoe pacnpe~e~eHue Bepo-

~THocTe~ B Tpeyro~bHo~ o6~acTu D (.0.ABC), T. e.

f(x,y) = {~'

ec~u

(x,y) E D,

0,

ec~u

(x, y) f/. D,

r~e S - n~OIIJ;Mb 06~acTU D. Koop~uHaTbI BepWUH Tpeyro~b­

HUKa ABC TaKOBbI: A(-1; 1), B(l; 1), C(O; 0). Hahu n~OTHOCTU pacnpe~e~eHu~ KOMnOHeHT X U Y, yc~oBHbIe n~OTHOCTU pacnpe-

~e~eHU~ c. B. X U Y . .HB~~IOTC~ ~u c. B. X U Y He3aBucuMbIMH?

6.12.32. IIcno~b3y~ yc~oBue 3Maqu 6.12.21, Ha~Tu:

a) M(X), M(Y);

6) D(X), D(Y).

a a) IIcno~b3y~ <POPMY~y

 

M(X) =

!00 !00 x . f(x, y) dxdy

 

- 00 - 00

402

Ji! yqllTbIBaH, qTO BHe 06JIaCTll D llMeeM f(x, y)

= 0,

HaXO,Il.llM MaTeMaTllqe-

CKOe mKll,Il.aHlle KOMnOHeHTbI X:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1

 

1

 

 

 

 

M(X) = II X· 4y(1- X) dxdy = 4 I x(l- x) dx I ydy =

 

 

 

 

D

 

 

 

0

 

 

0

 

 

 

 

 

 

1

fl

 

 

2

 

(X2

3

 

1

1

 

= 4.

(x -

x

) dx = 2

X) 11

 

2 .

o

 

2" -"3

0

= 2·6

=

 

 

 

 

 

 

 

 

 

 

 

 

AHaJIOrllqHO HaXO,Il.llM M (Y):

 

 

 

 

 

 

 

 

 

 

M(Y) = Ily· f(x,y) dxdy = Ily· 4y(1- x) dxdy =

 

 

 

 

D

 

 

D

 

 

 

 

 

 

 

 

= 4 j(1 - x) dx jy2 dy = 4 }

1- x) dx· y; I: = ~ (X - ~2) I: = ~.!= i.

o

0

0

 

 

 

 

 

 

 

 

 

 

OTMeTllM, qTO M(X) II M(Y) MO}l{HO TaK }l{e HaitTll, llCnOJIb3YjI <POPMYJIbI:

00

00

M(X) = I h(x) dx,

M(Y) = I y. /2(Y) dy.

- 00

- 00

A llMeHHO:

 

M(X) = jx . 2(1 - x) dx = 2 (X; -X;) I: = 2 . i = ~; o

M (Y) = I1 y . 2y dy = 2 . y; I: = o

6) )l;JIjI HaXO}l{,Il.eHlljI ,II.llCnepCllll c. B. X MO}l{HO BOCnOJIb30BaTbCjI O,Il.HOit

113 CJIe,Il.yIOIII"X <P0PMYJI

 

 

00

00

 

D(X) = I

I (X - a:IY .f(x, y) dxdy;

 

 

 

- 00 - 00

 

 

 

00

00

 

D(X) = I

I X 2 . f(x,y) dxdy - (a:lY;

 

 

 

- 00 - 00

 

00

 

 

00

 

D(X) = I (X - a:lY· h(x) dx = I X 2 . h(x) dx -

(a:lY·

- 00

 

 

- 00

 

3,I1.eCb ax = M(X). Hait,Il.eM D(X), llCnOJIb3YjI nepBYIO <P0PMYJIY:

D(X) = II(x-~)

2

 

121

 

.4Y(1-x)dxdY=4/(1-x)(x-~)

dx Iydy=

D

 

 

0

0

403

 

= 4 j(1- x) (X2 -

ix + ~) dx· (y; I:) =

 

 

 

 

o

 

 

 

 

 

 

 

 

 

 

 

 

= 21 (X2 -

~x + 1 - x3 + ~X2 -

Ix) dx =

 

 

 

 

o

 

 

3

9

 

3

9

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

= 2 (Q .x 3 _

1 . x 2 + Ix _ X4) 11 = 2 (Q _1.. + 1 _ 1) = 1...

3

3

9

2

 

9

4

0

9

18

9

4

18 .

Tenepb Hait,Il.eM D(X) ,Il.pyrHM cnoco6oM, HCnOJIb3YH TpeTblO <P0PMYJIY:

D(X) = [ 1x 2 . /I (x) dx - a~] = jx 2 ·2(1- x) dx - G)2 =

-00 0

= 2 (X; -~4) I:-~ = i-~ = l8'

OTCIO,Il.a BH,Il.HO, 'ITOBTOPOit cnoco6 OKa3aJICH npow;e. HaxO,Il.HM 9THM cnoco-

60M D(Y):

00

 

(i)

2

D(Y) = 1y2 . h(Y) dy - (a y)2 =1y2 . 2ydy -

=

-00

0

 

 

= 2 • Y44 1: - ~ = ~- ~ = l8' •

6.12.33. IIcnoJIb3YH YCJIOBHe 3a,I1.a'IH6.12.21, HaitTH KOppeJIHUHOHHblit MoMeHT Kxy (HJIH: COY (X, Y)) H K09<P<PHuHeHT KOppeJIHUHH TXY.

Q KOppeJIHUHOHHblit MOMeHT c. B. X H Y MO:>KHO HaitTH, HCnOJIb3YH <pop-

MyJIbI

00

00

 

 

Kxy = 11(x - ax)(Y -

ay)f(x, y) dxdy

 

- 00 - 00

 

 

HJIH

00

00

 

 

Kxy = 11xy' f(x,y) dxdy -

axay.

 

- 00 - 00

 

 

3,I1.eCb ax = M(X), ay = M(Y). BOCnOJIb3yeMcH BTOPOit <P0PMYJIOit.

Kxy = 11xy . 4y(1 -

 

 

1

 

x) dxdy -1'i = 41(x - x 2) dx 1y2 dy - ~ =

D

 

 

0

0

 

 

= 4 ·1(x; - x;) I: -~ = ~. i -~ = o.

 

 

Kxy

 

 

 

TXY = a(X) . a(Y) = O.

 

2horo CJIe,Il.OBaJIO O:>KH,Il.aTb, Be,Il.b X H Y -

He3aBHCHMble CJIY'IaitHbleBeJIH-

'IHHbd(eM. pemeHHe 3a,I1.a'IH6.12.25.)

 

404

Fxy(x,y).
(X, Y);

6.12.34. lIcnoJIb3YH YCJIOBHe 3a,Il;aqH 6.12.31, HaitTH:

a) MaTeMaTHqeCKHe O)KH,Il;aHHH M(X) H M(Y); 6) ,Il;HCnepCHH D(X) H D(Y);

B)K09<P<PHIJ;HeHT KOppeJIHIJ;HH r x y .

6.12.35.lIcnoJIb3YH YCJIOBHe 3a,Il;aqH 6.12.23, HaitTH:

a) M(X) H M(Y);

6) D(X) H D(Y);

B) COV (X, Y);

r) rXY.

6.12.36. ITJIOTHOCTb COBMeCTHoro pacnpe,IJ;eJIeHHH CJIyqaitHblx BeJIHqHH X

H Y 3a,Il;aHa <P0PMYJIOit

f(x,y) = {00',25(1- xy3), npH -1 ~ x ~ 1, -1 ~ Y ~ 1,

B OCTaJIbHbIX CJIyqMX.

HaitTH:

a) K09<P<PHIJ;HeHT KOppeJIHIJ;HH c. B. X H Y;

6) 6e3YCJIOBHble H YCJIOBHble nJIOTHOCTH pacnpe,Il;eJIeHHH c. B. X

H Y;

B)YCJIOBHOe MaTeMaTHqeCKOe O)KH,Il;aHHe M (Y IX = x).

6.12.37.CJIyqaitHble BeJIHqHHbI X H Y He3aBHcHMbI, HMelOT nJIOTHOCTH pacnpe,Il;eJIeHHH COOTBeTCTBeHHO

hex) = {Al e- AiX ,

x ~ 0,

y ~ 0,

0,

x < 0,

y < O.

(AI> 0, A2 > 0). HaitTH:

a) nJIOTHOCTb COBMeCTHoro pacnpe,Il;eJIeHHH f (x, y);

6)P{X > Y};

B)3HaqeHHH M(X) H M(Y).

6.12.38.ITo IJ;eJIH npOH3BO,Il;HTCH ,Il;Ba He3aBHCHMbIX BbICTpeJIa. BepoHTHoCTb nona,Il;aHHH B IJ;eJIb npH nepBOM BbICTpeJIe paBHa 0,8, npH BTOPOM

0,9. CJIyqaitHM BeJIHqHHa X - qHCJIO nOna,Il;aHHit npH nepBOM BbICTpeJIe, Y - qHCJIO nOna,Il;aHHit npH BTOPOM BbICTpeJIe. HaitTH: a) 3aKOH pacnpe,Il;eJIeHHH CHCTeMbI CJIyqaitHblx BeJIHqHH

6) 6e3YCJIOBHble 3aKOHbI pacnpe,Il;eJIeHHH OT,Il;eJIbHbIX KOMnOHeHT X

H Y H HX <PyHKIJ;HH pacnpe,Il;eJIeHHH;

B) <PYHKIJ;HIO pacnpe,Il;eJIeHHH

6.12.39. <l>yHKIJ;HH pacnpe,Il;eJIeHHH CHCTeMbI ,Il;HCKpeTHblx c. B. (X, Y) HMeeT

BH,Il;

 

 

 

 

npH

y ~-4

-4 < y ~ 1

1<y~8

8<y

x ~-2

0

0

0

0

-2 < x ~ 3

0

1

1

7

12

4

12

 

 

3<x

0

1

7

1

4

12

 

 

 

405

 

HaihH Ta6JIHUY pacnpe,n:eJIeHHjI CJIyqaitHoro BeKTOpa (X, Y)j pjl.JJ:

 

pacnpe,n:eJIeHHjI C. B. Yj BepOjITHOCTb C06bITHjI {X > Y}.

 

6.12.40.

CHMMeTpHqHYID MOHeTY no,n:6pacbIBaIDT 3 pa3a. IIycTb c. B. X

-

 

KOJIHqeCTBO rep6oB, BbIIIaBIIIHX B nepBOM H BTOPOM HcnbITaHHjIX,

 

c. B. Y - KOJIHqeCTBO rep6oB, BbIIIaBIIIHX BO BTOPOM H TpeTbeM

 

HCnbITaHHjIX. HaitTH: COBMeCTHoe pacnpe,n:eJIeHHe c. B. X H Y j

Be-

 

POjITHOCTb C06bITHjI {X f; Y}.

 

 

 

 

6.12.41.

3a,n:aHO pacnpe,n:eJIeHHe ,n:BYMepHoit CJIyqaitHoit BeJIHqHHbI (X, Y)

 

X\Y

1

2

3

 

 

1

1

1

1

 

 

12

6

4

 

 

 

 

 

2

1

1

1

 

 

12

6

4

 

 

 

 

 

YCTaHOBHTb, 3aBHCHMbI JIH KOMnOHeHTbI X H Y. HaitTH

 

 

P{XY > 2}.

 

 

 

6.12.42.

lIcnoJIb3YjI YCJIOBHe 3a,n:aqH 6.12.6, HaitTH:

 

 

a) YCJIOBHblit 3aKOH pacnpe,n:eJIeHHjI c. B. Y npH X = 2,5j

 

6.12.43.

6) P{X = Xi IY = 2}j

B) P{v'X2 + y2 ~ V2}.

 

CHcTeMa CJIyqaitHblx BeJIHqHH (X, Y) 3a,n:aHa Ta6JIHIreit pacnpe,n:e-

JIeHHjI

X\Y

-1

0,2°

1

°1

0,1

0,1

0,1

0,3

0,2

HaitTH:

a) 6e3YCJIOBHblit 3aKOH pacnpe,n:eJIeHHjI c. B. Yj

6)

3aKOH pacnpe,n:eJIeHHjI

c. B. Y npH YCJIOBHH, qTO X = OJ

B)

BepOjITHOCTb C06bITHjI

{X = 0, Y ~ O}.

6.12.44. Cpe,n:H 10 JIOTepeitHblx 6HJIeTOB eCTb 2 BbIHrpblIIIHbIX. CHaqaJIa ,n:e-

BylliKa BbITjIrHBaeT O,n:HH 6HJIeT, 3aTeM O,n:HH 6HJIeT BbITjIrHBaeT IDHOllia. OnHcaTb 3aKOH pacnpe,n:eJIeHHjI CHCTeMbI CJIyqaitHblx Be-

JIHqHH (X, Y), r,n:e X -

qHCJIO BbIHrpbIIIIHbIX 6HJIeTOB y ,n:eByIIIKH,

Y - Y IDHOIliH. HaitTH:

6) P{Y = Yi IX = I}.

a) P{X > Y}j

6.12.45. lIcnoJIb3YjI YCJIOBHe 3a,n:aqH 6.12.6, HaitTH M(X), D(X), a(X).

6.12.46. lIcnoJIb3YjI YCJIOBHe 3a,n:aqH 6.12.11, HaitTH MaTeMaTHqeCKHe Q}KH-

 

,n:aHHjI H ,n:HcnepCHH CJIyqaitHblx BeJIHqHH X H Y.

6.12.47.

lIcnoJIb3YjI YCJIOBHe 3a,n:aqH 6.12.6, HaitTH rXY.

6.12.48. lIcnoJIb3YjI YCJIOBHe 3a,n:aqH 6.12.11, HaitTH Kxy, rXY'

6.12.49.

,!1;BYMepHM CJIyqaitHM BeJIHqHHa 3a,n:aHa Ta6JIHrreit pacnpe,n:eJIe-

 

HHjI

 

 

 

 

 

X\Y

4

5

6

7

 

1

0,08

0,10

0,10

0,03

 

2

0,08

0,14

0,16

0,05

 

3

0,04

0,06

0,14

D

406

 

RaitTlI BeJIHqHHY D, O,Il.HOMepHbIe paCnpe,Il.eJIeHHH COCTaBJIHIOru:HX;

 

npOBepHTb He3aBHCHMOCTb CJIyqaitHbIx BeJIHqHH X H Y;

BbIqH-

 

CJIHTb M(X), M(Y), D(X), D(Y), a(X), a(Y), cov (X, Y) =Kxy ,

 

rXY·

 

 

6.12.50.

CHcTeMa CJIyqaitHbIx BeJIHqHH (X, Y) nO,Il.qHHeHa 3aKoHY pacnpe-

 

,Il.eJIeHHH C nJIOTHOCTblO

 

 

 

f(x, y) = { ~:sin (x + y),

B 06JIacTH D,

 

 

BHe 06JIaCTH D,

 

 

 

 

 

r,Il.e D = {(x,y) : x;::: 0, x ~ i, y;::: 0, y ~ i}. RaitTH:

 

 

a) K03<P<PHIJ;HeHT C;

 

 

 

6) nJIOTHOCTH pacnpe,Il.eJIeHHH OT,Il.eJIbHbIX KOMnOHeHT X H Y;

 

B) BepOHTHOCTb nOna,Il.aHHH CJIyqaitHoit TOqKH (X, Y) B npHMO-

 

yrOJIbHHK, OrpaHHqeHHbIit npHMbIMH x = 0, x = ~, y = 0,

y = i'

6.12.51.

CHcTeMa HenpepbIBHbIX c. B. (X, Y) paBHoMepHo pacnpe,Il.eJIeHa

 

(T.e. f(x,y) = C = const) BHyTpH 3JIJIHnCa 9x2 + 16y2

~ 144,

 

BHe 3JIJIHnCa f(x, y) = 0. RaitTH:

 

 

 

a) cOBMecTHYIO nJIOTHOCTb f(x, y);

 

 

6) nJIOTHOCTH KOMnOHeHT X H Y (T.e. /I(x) H h(Y»;

 

 

B) BepOHTHOCTb C06bITHH A = {-1 ~ X ~ 1, °< Y < 1}.

 

6.12.52. ~aHa nJIOTHOCTb pacnpe,Il.eJIeHHH BepoHTHocTeit ,Il.BYMepHoit C.B.

(X,Y)

 

f(x, y) = {OC,' e- z - y , x;::: 0,

y ;::: 0,

x < 0,

y < 0.

RaitTH:

a) napaMeTp C;

6) <PYHKIJ;HIO pacnpe,Il.eJIeHHH BepoHTHocTeit F(x, y);

B) BepOHTHOCTH C06bITHit: A = {X < 0, Y < 2}, B = {O ~ X ~ 1,

-X~Y~X}.

6.12.53. ~BYMepHaH CJIyqaitHaH BeJIHqHHa (X, Y) HMeeT nJIOTHOCTb pac-

npe,Il.eJIeHHH BepoHTHocTeit

f(x, y) = {c,

B 06JIacTH D,

0,

BHe 06JIacTH D,

r,Il.e D = {(x, y): y;::: 0,

x + y ~ 1, 2y - x ~ 2}. RaitTH

a) BeJIHqHHY C ;

 

6) nJIOTHOCTb pacnpe,Il.eJIeHHH CJIyqaitHoit BeJIHqHHbI X;

B) <PYHKIJ;HIO pacnpe,Il.eJIeHHH Fx (x) = P {X < x};

r) BepOHTHOCTb C06bITHH {X ;::: O}.

407

6.12.54. IIJIOTHOCTb pacnpe,n:eJIeHIHI BepoHTHocTeit CHCTeMbI CJIyqatiHblx BeJIHqHH (X, Y) HMeeT BH,n:

!(x, y) = {Xo,+ y, XE [0,1], Y E [0,1],

 

 

B OCTaJIbHbIX CJIyqMX.

 

HaitTH

 

6) P{X + Y < 1}.

 

a) !x(x) H Jy(y)j

 

 

51BJIHIOTCH JIH c. B. X H Y He3aBHcHMbIMH?

6.12.55.

,!1;BYMepHM c. B. (X, Y) 3a,Il;aHa nJIOTHOCTblO COBMeCTHOI'Opacnpe-

 

,n:eJIeHHH

 

 

 

!(x, y) = {c. xy4,

(x,y) ED,

 

 

0,

(x,y)~D,

 

r,n:e D 06JIaCTb Ha nJIOCKOCTH Oxy, onpe,n:eJIHeMM CHcTeMoit He-

 

paBeHCTB: {y > -1, x > 0,

y < -x3 }. HaitTH 6e3YCJIOBHOe H

 

YCJIOBHOe pacnpe,n:eJIeHHH COCTaBJIHlOm;eit X. Y6e,n:HTbCH, qTO C. B.

 

X H Y 3aBHCHMbI.

 

 

6.12.56.

HCnOJIb3YH YCJIOBHe 3a,Il;aqH 6.12.51, HaitTH YCJIOBHble nJIOTHOCTH

 

!(x I y) H !(y I x)

KOMnOHeHT X H Y ,n:BYMepHoit CJIyqaitHoA

 

BeJIHqHHbI (X, Y).

 

 

6.12.57.

3a,n:aHa nJIOTHOCTb

 

 

 

!(x, y)

= *e-<x2 +4X Y+8y2 )

 

COBMeCTHOI'Opacnpe,n:eJIeHHH ,n:BYMepHoit c. B. (X, Y). HaitTH 6e3-

 

YCJIOBHble H YCJIOBHble nJIOTHOCTH pacnpe,n:eJIeHHH CJIyqaitHblx Be-

 

JIHqHH X H Yj BbIHCHHTb HBJIHIOTCH JIH c. B. X H Y He3aBHCHMbIMH

 

(H3BecTHo, qTO

 

 

 

!00e-u2 du =..;:rr).

 

- 00

 

 

6.12.58.

HCnOJIb3YH YCJIOBHe 3a,Il;aqH 6.12.50, HaitTH:

 

a) M(X), M(Y)j

 

6) D(X), D(Y)j

6.12.59.

0) cov(X,Y), T.e. Kxyj

r) rXY.

3a,Il;aHa nJIOTHOCTb COBMeCTHOI'O pacnpe,n:eJIeHHH CHCTeMbI ,n:BYX

 

C.B. (X, Y)

 

 

 

!(x, y) = {900,x2 y2,

(x, y) E D,

 

 

 

(x,y) ~ D,

 

r,n:e D = {(x, y): Ixl + Iyl < 1,

y < o}. HaitTH:

 

a) K09<pqmUHeHT KOppeJIHUHH rXyj

 

6) fI(x)j

 

0) !(y Ix).

408

(X, Y).

t<OHTponbHble BOnpOCbl M 60nee CnO)l(Hbie 3aI\ilHM,.

6.12.60. 3aKoH paCIIpe,!l;eJIeHIUI ,!l;HCKpeTHoit ,!l;BYMepHoit CJIY'faitHOitBeJIH- 'fHHbI3a.,n;aH Ta6JIHu;eit

X\Y

-2

0,05°

4

10°

0,15

0,10°

0,10

0,20

20

0,05

0,10

0,25

COCTaBHTb <PYHKU;HIO pacIIpe,!l;eJIeHHH Fx,y(x,y). RaitTH YCJIOBHblit 3aKOH paCIIpe,!l;eJIeHHH c. B. Y IIpH X = 20. BbIHCHHTb, 3aBHCHMbI JIH CJIY'faitHbleBeJIH'fHHbIX H Y.

6.12.61. B ypHe CO,!l;ep:>KHTCH 5 6eJIbIX H 3 'fepHbIXwapa.lh Hee H3BJIeKaIOT

2 wapa 6e3 B03Bparu;eHHH. IIycTb c. B. X - 'fHCJIO6eJIbIX wapOB B BbI6opKe, c. B. Y - 'fHCJIO'fepHbIXwapOB B BbI6opKe. CocTaBHTb

3aKOH COBMeCTHoro pacIIpe,!l;eJIeHHH CJIY'faitHoroBeKTopa

RaitTH:

 

a) P{X ~ 2, Y = 1}j

6) D(X) H D(Y)j

0)K09<P<PHU;HeHT KOppeJIHU;HH r x y .

6.12.62.3a.,n;aHa CHCTeMa CJIY'faitHblxBeJIH'fHH(X, Y). IhBecTHo, 'ITO:

M(X) = 1, M(Y) = -2,

.j2

D(X) = 4, D(Y) = 2, rXY = T.

RaitTH:

 

a) M(2X + Y)j

6) D(X - 3Y).

6.12.63. CJIY'faitHbleBeJIH'fHHbIX H Y CBH3aHbI 3aBHCHMOCTbIO Y =-X + 1.

IIoKa3aTb, 'ITOrXY = -1.

6.12.64. ,IJ,aHa IIJIOTHOCTb pacIIpe,!l;eJIeHHH BepoHTHocTeit ,!l;BYMepHoit CJIY-

'faitHoitBeJIH'fHHbI(X, Y)

 

f(x,y) = {c. cos x cosy,

B 06JIaCTH D,

0,

BHe 06JIaCTH D,

r,!l;e D = {(x,y): x E (Oj~), Y E (Oj~)}. RaitTH:

a) <PYHKU;HIO pacIIpe,!l;eJIeHHH Fxy(x,y)j 6) IIJIOTHOCTb fx(x)j

0) BepOHTHOCTb C06bITHH A = {Y < 2X}.

6.12.65. <l>YHKU;HH paCIIpe,!l;eJIeHHH ,!l;BYMepHoit CJIY'faitHoitBeJIH'fHHbIHMeeT

BH,!l;

FXy (x,y) ={

1 - e-z - e- Y + e- z - y, x ~ 0,

y ~ 0,

0,

x < 0,

Y < 0.

 

RaitTH:

a) ,!l;BYMepHYIO IIJIOTHOCTb BepoHTHocTH CHCTeMbI (X, Y)j 6) BepOHTHOCTb C06bITHH A = {X < 1, Y < 1}?

409

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