Теория вероятностей. Барышева В.К - 132 стр.

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H
C
1
Z
0
x
2
dx
1
Z
x
y
2
dy =
C
3
1
Z
0
x
2
(1 x
3
)dx = 1 C = 18
X Y
f
1
(x) =
+
Z
−∞
f (x, y) dy = 18x
2
1
Z
x
y
2
dy = 6x
2
(1 x
3
), 0 6 x 6 1
f
2
(y) =
+
Z
−∞
f (x, y) dx = 18y
2
y
Z
0
x
2
dx = 6y
5
, 0 6 y 6 1
f
1
(x) · f
2
(y) 6= f (x, y) ,
X Y
X Y
F
1
(x) =
x
Z
−∞
f
1
(x) dx =
=
x
Z
0
6x
2
(1 x
3
) dx =
= 6
x
Z
0
(x
2
x
5
)
0
dx = x
3
(2 x
3
), 0 6 x 6 1
F
2
(y) =
y
Z
−∞
f
2
(y) dy = 6
y
Z
0
y
5
dy = y
6
, 0 6 y 6 1.
X Y
f (Y |X ) =
f (x, y)
f
1
(x)
=
18x
2
y
2
6x
2
(1 x
3
)
=
(
3y
2
1x
3
, (X, Y ) ABC
0, ABC
f(X|Y ) =
f (x, y)
f
2
(y)
=
18x
2
y
2
6y
5
=
(
3x
2
y
3
, (X, Y ) ABC
0, ABC.