第四章 随机变量的数字特征 200704
7.设随机变量X服从参数为2的泊松分布,则下列结论中正确的是( D ) A.E(X)?0.5,D(X)?0.5B.E(X)?0.5,D(X)?0.25 C.E(X)?2,D(X)?4D.E(X)?2,D(X)?2
??2,E(X)?D(X)???2.
8.设随机变量X与Y相互独立,且X~N(1,4),Y~N(0,1),令Z?X?Y,则D(Z)?( C ) A.1
B.3C.5D.6
D(Z)?D(X?Y)?D(X)?D(Y)?4?1?5.
9.已知D(X)?4,D(Y)?25,cov(X,Y)?4,则?XY?( C ) A.0.004 B.0.04C.0.4
D.4
?XY?cov(X,Y)D(X)D(Y)?4?0.4. 2?5?1?18.设X~B?4,?,则E(X2)?___________.
?2?n?4,p?1,E(X2)?D(X)?[E(X)]2?np(1?p)?n2p2?5. 219.设E(X)?2,E(Y)?3,E(XY)?7,则cov(X,Y)?___________.
cov(X,Y)?E(XY)?E(X)E(Y)?7?2?3?1.
2??cx,?2?x?228.设随机变量X的概率密度为f(x)??,
?0,其他?试求:(1)常数c;(2)E(X),D(X);(3)P{|X?E(X)|?D(X)}.
2cx322解:(1)由1??f(x)dx?c?xdx?2c?xdx?3???20才可以这样变换)
??222?016c3,得c?;(注F(x)为偶函数31633x(2)E(X)??xf(x)dx??dx?0, 16???2??23343x5224E(X)??xf(x)dx??xdx?8?xdx?4016???20??222?012, 5D(X)?E(X2)?[E(X)]2?(
12; 53
125)
2212P{|X?E(X)|?D(X)}?P{|X|?}?332x32f(x)dx?xdx??xdx???2?1.
5?1216?280805 200707
3.设随机变量X~N(1,4),Y?2X?1,则Y所服从的分布为( C ) A.N(3,4)
B.N(3,8)
C.N(3,16)
D.N(3,17)
E(Y)?2E(X)?1?3,D(Y)?4D(X)?16,Y~N(3,16).
7.设X,Y是任意随机变量,C为常数,则下列各式中正确的是( D ) A.D(X?Y)?D(X)?D(Y) B.D(X?C)?D(X)?C C.D(X?Y)?D(X)?D(Y)
D.D(X?C)?D(X)
??0,x?28.设随机变量X的分布函数为F(x)???x?1,2?x?4,则E(X)?( D )
?2??1,x?4A.
13 B.
12 C.
32 D.3
?f(x)?F?(x)??1?2,2?x?4??,E(X)??xf(x)dx?14?xdx?14x22?3.
??0,其他??2429.设随机变量X与Y相互独立,且X~B???36,1?6??,Y~B???12,1?3??,则D(X?Y?1)?( C A.
4
B.
723263 3 C.
3 D.3 D(X?Y?1)?D(X)?D(Y)?36?15128236?6?12?3?3?5?3?3.
19.已知随机变量X满足E(X)??1,E(X2)?2,则D(X)?___________.
)
D(X)?E(X2)?[E(X)]2?2?(?1)2?1.
20.设随机变量X,Y的分布列分别为
X 1 2 3 Y P -1 0 1 , 111 P 362且X,Y相互独立,则E(XY)?___________. 1 21 41 411??111?13?1E(XY)?E(X)E(Y)??1??2??3????1??0??1????.
62??244?24?3?xy,0?x?1,0?y?229.设二维随机向量(X,Y)的概率密度为f(x,y)??,试求:
0,其他?(1)E(X),E(Y);(2)D(X),D(Y);(3)?XY.
?y???2x,0?x?1?,0?y?2解:fX(x)??f(x,y)dy??,fY(y)??f(x,y)dx??2.
0,其他??????0,其他???2x32(1)E(X)??xfX(x)dx?2?xdx?3??02y312E(Y)??yfT(y)dy??ydy?206????1??2??11?02, 3?04; 31x4223(2)E(X)??xfX(x)dx?2?xdx?2??0222?01, 21?2?1D(X)?E(X)?[E(X)]?????,
2?3?182y41322E(Y)??yfT(y)dy??ydy?208??2??2?2,
02?4?D(Y)?E(Y)?[E(Y)]?2????;
9?3?22????1020(3)E(XY)??????22xyf(x,y)dxdy?xdxy???dy?x3310y332?08, 9cov(X,Y)D(X)D(Y)?0.
cov(X,Y)?E(XY)?E(X)E(Y)?824???0,?XY?933 200710
6.设随机变量X服从参数为2的泊松分布,则下列结论中正确的是( B ) A.E(X)?0.5,D(X)?0.25B.E(X)?2,D(X)?2 C.E(X)?0.5,D(X)?0.5D.E(X)?2,D(X)?4
?1?7.设随机变量X服从参数为3的泊松分布,Y~B?8,?,且X,Y相互独立,则D(X?3Y?4)?3??( C ) A.-13
B.15
C.19
D.23
12D(X?3Y?4)?D(X)?9D(Y)?3?9?8???19.
338.已知D(X)?1,D(Y)?25,?XY?0.4,则D(X?Y)?( B ) A.6 由?XY?
B.22
C.30
D.46
cov(X,Y)D(X)D(Y),即0.4?cov(X,Y),得cov(X,Y)?2,所以 5D(X?Y)?D(X)?D(Y)?2cov(X,Y)?1?25?2?2?22.
17.随机变量X的所有可能取值为0和x,且P{X?0}?0.3,E(X)?1,则x? ____________.
由P{X?0}?0.3,可得P{X?x}?0.7,又由1?E(X)?0?0.3?x?0.7,可得x?
18.设随机变量X的分布律为
则D(X)?____________.
X P
-1 0.1
0 0.2
1 0.3
2 0.4
10. 7E(X)?(?1)?0.1?0?0.2?1?0.3?2?0.4?1, E(X2)?(?1)2?0.1?02?0.2?12?0.3?22?0.4?2, D(X)?E(X2)?[E(X)]2?2?12?1.
19.设随机变量X服从参数为3的指数分布,则D(2X?1)?____________.
D(2X?1)?4D(X)?4?14?. 293?x?,0?x?229.设随机变量X的概率密度为f(x)??2.
?0,其他?试求:(1)E(X),D(X);(2)D(2?3X);(3)P{0?X?1}.
x2x3dx?解:(1)E(X)??xf(x)dx??26??02??2204x3x422?,E(X)??xf(x)dx??dx?328??0??22?2,
02?4?D(X)?E(X2)?[E(X)]2?2????;
9?3?(2)D(2?3X)?9D(X)?9?112?2; 91xx2(3)P{0?X?1}??f(x)dx??dx?2400?01. 4 200801
?1?7.设X~B?10,?,则E(X)?( C )
?3?A.
101B.1C.D. 10 33110E(X)?10??.
338.设X~N(1,32),则下列选项中,不成立的是( B ) ...A.E(X)?1B.D(X)?3C.P{X?1}?0D.P{X?1}?0.5
D(X)?32?3.
18.设X~N(?1,4),Y~N(1,9),且X与Y相互独立,则X?Y~___________. E(X?Y)?E(X)?E(Y)??1?1?0,D(X?Y)?D(X)?D(Y)?4?9?13,X?Y~N(0,13).20.设随机变量X具有分布P?X?k??1,k?1,2,3,4,5,则E(X)?___________. 511111E(X)?1??2??3??4??5??3.
5555511?2??. 2221.设随机变量X在区间(0,1)上服从均匀分布,Y?3X?2,则E(Y)?___________.
E(Y)?3E(X)?2?3?