Теория вероятностей. Барышева В.К - 100 стр.

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M x
M x
F (y | x) = lim
Mx0
F (x+ M x, y) F (x, y)
M x
F
1
(x+ M x) F
1
(x)
M x
=
=
F (x, y)
x
f
1
(x)
=
y
Z
−∞
f(x, t)
f
1
(x)
dt =
y
Z
−∞
f(t | x) dt
X f
1
(x)
y
X.
F (x | y) =
F (x, y)
y
f
2
(y)
=
x
Z
−∞
f(t, y)
f
2
(y)
dt =
x
Z
−∞
f(t | y) dt
f(x | y) =
x
F (x | y) =
f(x, y)
f
2
(y)
f(y | x) =
y
F (y | x) =
f(x, y)
f
1
(x)
X Y
F (x, y) = F
1
(x) · F
2
(y)
f (x, y) = f
1
(x) · f
2
(y) .