概率论习题第三章答案

内容发布更新时间 : 2024/5/18 10:25:52星期一 下面是文章的全部内容请认真阅读。

??(0.04)??1??(1.85)? ?0.5160?(1?097678) =0.4838;

(3)P(?2.80????1.21)??(?1.21)??(?2.80)?1??(1.21)??1??(2.80)?

??(2.80)??(1.21)?0.9974?0.8869?0.1105 3.16设随机变量ξ服从正态分布N(108,9), (1)求P(101.1<ξ<117.6);

(2 ) 求常数α,使P(ξ<α)=0.90;

(3 ) 求常数α,使P(|ξ-α|>α)=0.01。 解: (1) P(101.1<ξ<117.6) = P(?2.3???1083?3.2)

??(3.2)??(?2.3)??(3.2)??1??(2.3)?

?0.999313?1?0.989276?0.988589;

a?108????108P???a??P????0.90,.所以33??(2)

a?108?1.28,即a?111.84;3?3?P???a?a??P???a?a??P???a??a????1082a?108?

?P???2a??P???0??P???33?????108??2a?108??P???36??1?????0.01,33????2a?108?2a?108?所以???2.33即a?57.5 ??0.99,查表得33??3.17某种电池的寿命?服从正态Na,?2分布,其中a?300(小时),??35(小时)(1)求电池寿命在250小时以上的概率;(2)求x,使寿命在a?x与a?x之间的概率不小于0.9??300解:(1)P???250??P(??1.43)35???300??P??1.43????1.43??0.9236;?35?x??300x??2?P?a?x???a?x??P??????3535??35?x??x??x???????????2????1?0.9,即?35??35??35?x?x?????0.95,所以?1.65,即x?57.753535????

3.18设??x?为N?0,1?分布的分布函数,证明当x?0有1e2x?x22?11?1???x??ex2x12x?x22?11???3??xx?12x证:1???x??1?1?e2x2??x??e?y22dy?y22?x?e?y22dy

?x2211??x2x?x1ey2?dy21x2?11?1e??3??2x2x?xx?2??x3?y2edy,所以y421?x211?x2e??1???x??ex2x2x?11???3??xx???,??的联合分布函数为F?x,y?,F?x,y?表示下列概率:3。19设二维随机变量?1?P?a???b,c???d?;?2?P?a???b,??y?;?3?P???a,??y?;?4?P???x,?????;?5?P?????,?????解:?1?P?a???b,c???d??F?b,d??F?b,c??F?a,d??F?a,c?;?2?P?a???b,??y??P???b,??y??P???a,??y??F?b?0,y??F?a,y?;?3?P???a,??y??P???a,??y??P???a,??y??F?a?0,y??F?a,y?;?4?P???x,??????F?x,????F??x?;?5?P?????,??????0

3.20 设二维随机变量(?,?)的联合函数为F(x,y),用它表示(?,?)落在区域D(如

下图所示)内的概率:

y

b b b b

543D

2

b

1O

a

1a a

23a4

解:

P[(?,?)?D]?F(a5,b5)?F(a5,b1)?F(a1,b5)?F(a2,b1)?[F(a2,b3)?F(a2,b1)?F(a1,b3)?F(a1,b1)]?[F(a4,b4)?F(a4,b2)?F(a3,b4)?F(a3,b2)?F(a5,b5)?F(a5,b1)?F(a4,b4)?F(a4,b2)?F(a3,b4)?F(a3,b2)?F(a2,b3)?F(a2,b1)F(a1,b3)?F(a1,b5).3。21 证明:二元函数 F(x,y)???1,x?y?0

0,x?y?0?对每个变元单调非降、左连续,且F(-∞,y)=F(x,- ∞)=0,F(- ∞,+ ∞)=0,但是F(x,y)

并不是一个分布函数。 证:设⊿x>0,

若x+y>0,由于x+⊿x+y>0,所以F(x,y)=F(x+⊿x,y)=1, 若x+y≤0,则F(x,y)=0.当x+⊿x+y≤0时,F(x+⊿x,y)=0,当x+⊿x+y>0时,F(x+⊿x,y)=1。 所以F(x,y)≤F(x+⊿x,y)。

可见,F(x,y)对x非降。同理,F(x,y)对y非降。 (2)x+y≤0时,

limF(x??x,y)?limF(x,y??y)?0?F(x,y),?x?0?y?0x?y?0时,?x?0?y?0

limF(x??x,y)?limF(x,y??y)?1?F(x,y),所以F(x,y)对x,y左连续。(3)F(-∞,y)=F(x,-∞)=0,F(+∞,+ ∞)=0.

(4)P(0≤??2,0???2)?F(2,2)?F(2,0)?F(0,2)?F(0,0)??1,所以F(x,y)不是一个分布函数。

3.22设在⊿ABC中,AB=l、BC=k,∠B=90?,在⊿ABC 中任取一点M,M到AB的距离为?,∠MAB=?,求(?,?)的联合分布函数。 解:设0≤x≤k,arctg

xk?y?arctg.在?ABC中作点N,使?NAB?y,N与AB的距离为llx.作ND//AB,NE⊥AB且点D和点E分别在BC和AB上,显然EN= x.

C K

A

y

L

?

N M X ? E

D

B

P(??x,??y)?S?ANDBs?ABO1x(l?xctgy?l)x(2l?xctgy) 2??,1klkl2至于0?x?k,0?y?arctgx时,同理可得 lltgy,所以k?0,x?0或y?0??x(2l?xctgy),0?x?k,arctgx?x?arctgxklll??ltgyx ,0?x?k,0?y?arctg?kl??F(x,y)??2kx?x2k,0?x?k,y?arctg?2lk?k?ltgy,x?k,0?y?arctg?kl??1,x?k,y?arctgk?l?F(x,y)?3.23二维随机变量(?,?)的密度函数为

???1sin(x?y),0?x?,0?y??p(x,y)??222

??0,其它求(?,?)的分布函数。 解:

当0?x?时,22F(x,y)?P(??x,??y) xy11x???sin(t?s)dsdt??[cost?cos(t?y)]dt002201?[sinx?siny?sin(x?y)],所以2,0?y??(x?0)?(y?0)?0,?1???[sinx?siny?sin(x?y)],0?x?0?y?2,2?2????1F(x,y)=?(sinx?1?cosx),0?x?,y?

222????1(1?siny?cosy),x?,0?y??222??1,x??,y???22.???3.24 设二维随机变量(?,?)的联合密度为

?ke?3x?4y,x?0,y?0p(x,y)??

?0,其它 (1)求常数k; (2)求相应的分布函数; (3)求P(0???1,0???2)。

????3x?4y解:(1)

??ke00dxdy?k4?3xe?dx?0k12,

所以 K=12;

(2)x>0,y>0时,

xyF(x,y)???12e00?3t?4s?x?3tdtds?12???edt?0?y?4s??eds???0?

=(1?e?3x)(1?e?4y),所以

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