Теория вероятностей. Барышева В.К - 108 стр.

UptoLike

(X, Y )
f (x, y) =
(
1
2
sin (x + y) , 0 6 x 6
π
2
, 0 6 y 6
π
2
0,
F (x, y)
P
X <
π
4
, Y < π
;
f
1
(x) f
2
(y)
f (x|y) f (y|x)
H F (x, y) (X, Y )
f (x, y)
F (x, y) =
x
Z
−∞
y
Z
−∞
f(x, y) dxdy =
x
Z
0
y
Z
0
1
2
sin (x + y) dxdy =
=
1
2
x
Z
0
dx
y
Z
0
sin(x + y) dy =
1
2
x
Z
0
dx[cos (x + y)]|
y
0
=
=
1
2
x
Z
0
[cos (x + y) cos x] dx =
1
2
[sin (x + y) sin x]|
x
0
=
=
1
2
[sin (x + y) sin x sin y] =
1
2
[sin x + sin y] sin(x + y)
F (x, y) =
1
2
[sin x + sin y sin(x + y)]; 0 6 x 6
π
2
, 0 6 y 6
π
2
0,
.
P
X <
π
4
, Y < π
F (x, y)
π
4
, π
P
X <
π
4
, Y < π
= F
π
4
, π
=
π/4
Z
0
π/2
Z
0
1
2
sin (x + y) dxdy =
1
2