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浙江大学《概率论、数理统计与随机过程》课后习题答案张帼奋主编第四章概率论习题_偶数

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注意: 这是第一稿(存在一些错误) 第四章概率论习题__偶数.doc

2方案一:平均年薪为3万

方案二:记年薪为X,则p(X?1.2)?0.2,p(X?4.2)?0.8

EX?1.2?0.2?4.2?0.8?3.6?3

故应采用方案二 4p?X?2??11315,p?X?3??,p?X?4??,p?X?5??,p?X?6??,28142872831p?X?7??,p?X?2??,

1441131531EX?2??3??4??5??6??7??8??6。

281428728144x6不会

2?2x?2x,0?x??? edy?2e?00x??1?2x(1)EX??xfX?x?dx??2xedx?

0021(2)E?3X?1??3EX?1?

2???x2?2x1(3)E?X,Y????xyf?x,y?dxdy???xyedydx?。

????00x48fX?x??f?x,y?dy??x10XU?8,9?,Y98U?8,9?

1?小时? 3EX?Y???98x?yf?x,y?dxdy?即先到的人等待的平均时间为20分钟。

??e??t,t?0,12f(t)??

t?0.?0,ET??t?edt??8?edt?088??t???t1?e?8??。

211C14C1C1414(1)a?1时,p??n?0??2,p??n?1?? 2C15C1511C1C24E?n?214??

C151532112C15CaC15?aCa?a,p??2?2??2 a?2时,p??2?0??2,p??2?1??2C15C15C15112CaC15?aCa2a E?2?1??2??22C15C1515由E?2?4得,a?10。 345563C10C5C10C54C10C5(2)p??9?4??,p??9?5??,p??9?6??, 999C15C15C157819C10C52C10C5C10C50,p??9?8??,p??9?4?? p??9?7??999C15C15C154556378190C10C5C10C54C10C5C10C52C10C5C10C5E?9?4?9?5?9?6?9?7?9?8?9?9?9?6。

C15C15C15C15C15C1516记Y为进入购物中心的人数,X为购买冷饮的人数,则

kkpX?X?k???pY?Y?m?Cmp?1?p?m?k??m?k

?m?k???me??m!kkCmp?1?p?m?k

?m?k??m?k?!k!?ke??pkk!k?m?0?me??pk?1?p?m?k

??m!??m?1?p?m

??p? ?e??pk!k[??1?p?]m???1?p? e?m!m?0??p? ?e??p

k!故购买冷饮的顾客人数服从参数为?p的泊松分布,易知期望为?p。

2112C15C15?a?4?Ca4?Ca4?26??a?18 D??2??. 0??1??2??????2?22?C153C3C363?????1515?22220 EX?????xf?x?dx?0,

1?2?xDX?EX??xedx?2

2??1??xEX??xedx?1

2??2DX?EX?EX2??21?2?x??xedx?1?1 2??1 2

22 p?X?0??p?X?1??p?Y?0??p?Y?1??(1)

p?X?Y?1??p?X?0,Y?1??p?X?1,Y?1??p?X?1,Y?0? ?p?X?0?p?Y?1??p?X?1?p?Y?1??p?X?1?p?Y?0? ?(2)EX???1?3 401?Y??0???1?p?X?0?p?Y?0??0???1?p?X?0?p?Y?1??

01 1???1?p?X?1?p?Y?0??1???1?p?X?1?p?Y?1??0

???? ?E?X???1??

DX???1?Y??EX???1?Y2?[EX???1?]2

Y?Y222[0??1]pX?0pY?0?[0??1]p?X?0?p?Y?1?? ???????? ?01 [1???1?]p?X?1?p?Y?0??[1???1?]p?X?1?p?Y?1? ?02121 2?2e?2x,x?0,?4e?4y,24fX?x??? fY?y???0,x?0.??0,?1?e?2x,x?0,?1?e?4y, FY?y???FX?x???x?0.?0,?0,(1)Z?min?X,Y?

y?0,y?0.

y?0, y?0.?1?e?6z,z?0,FZ?z??p?Z?z??1????1?FX?z???1?FY?z??????0,z?0. ?故Z服从参数为??6的指数分布,故EZ?

(2)Z?max?X,Y?

DZ11?1。 ,DZ?。故Cv?Z??EZ636?2z?4z???1?e??1?e?,z?0,FZ?z??p?Z?z??FX?z?FY?z???

0,z?0.???7EZ??zdFZ?z??,

012?49332, DZ?EZ2??EZ???z2dFZ?z???0144144故Cv?Z??DZ33?。 EZ7(3)Z?X?Y,

EZ?EX?EY?Cv?Z??35,DZ?DX?DY?, 416DZ5? EZ3?1fx,ydy??????2,x?1

1112E(X)?0,DX?EX2??EX???x2dx?,

2?13?1同理fY?y???f?x,y?dx?,y?1

??21E(Y)?0,DY?

31111cov?X,Y??E(XY)?E(X)E(Y)???xy??1?xy?dxdy?

?1?14926(1)fX?x???X,Y?cov?X,Y?1?,故X和Y正相关。

DXDY3又f(x,y)?fX?x?fY?y?,故X和Y不独立。 (2)

cov?X,Y22??E(XY22)?E(X)E(Y)?E(XY)?D(X)D(Y)??22221?1?1?1x2y2?11?1?xy?dxdy??049故??0,即X和Y不相关。 又FX2,Y2?x,y??pX?x,Y?y

22?? ?p?x?X? ??x,?y?Y?y

????yyx?xf?t,v?dtdv?xy 所以fX2,Y2?x,y??111???m(x)?n(y),故X2和Y2相互独立。 4xy4xy28(1)不会写

?1n?1n11(2)cov?X,Xi??cov??xj,Xi???cov?Xj,Xi??D?Xi??

nn?nj?1?nj?1n0?kkn0?k?k?(3)cov?Sk,Tk??cov??Xi,?Xj? ???cov?Xi,Xj?

j?n0?1i?1j?n0?1?i?1?

??kn0n0?ki?1j?n0?1?cov?Xi,Xj??i?n0?1j?n0?1??kkcov?Xi,Xj??i?n0?1j?k?1??cov?X,X?

ijkn0?k?i?n0?1?DXki?k?n0,

DSk??DXi?k,

i?1

DTk?n0?kj?n0?1?DXj?k,

k?n0。 k??cov?Sk,?DSkDTk?30 (1)p?X?0,Y?0??pY?0X?0p?X?0????2, 51p?X?0,Y?1??p?Y?1X?0?p?X?0??,

51p?X?1,Y?0??p?Y?0X?1?p?X?1??,

51p?X?1,Y?1??p?Y?1X?1?p?X?1??,

53232p?X?0??,p?X?1??,p?Y?0??,p?Y?1??,

5555p?X?0,Y?0??p?X?0?p?Y?0?,故X和Y不独立。

(2)cov?X,Y??E(XY)?E(X)E(Y)

?0?p?X?0,Y?0??p?X?0,Y?1??p?X?1,Y?0? ?1?p?X?1,Y?1??p?X?1?p?Y?1??故X和Y正相关。

32 (1)由??0知,X和Y不相关,等价于X和Y相互独立。

??1 25

浙江大学《概率论、数理统计与随机过程》课后习题答案张帼奋主编第四章概率论习题_偶数

注意:这是第一稿(存在一些错误)第四章概率论习题__偶数.doc2方案一:平均年薪为3万方案二:记年薪为X,则p(X?1.2)?0.2,p(X?4.2)?0.8EX?1.2?0.2?4.2?0.8?3.6?3故应采用方案二4p?X?2??11315,p?X?3??,p?X?4??,p?X?5??,p?X?6??,28
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