Теория вероятностей. Барышева В.К - 98 стр.

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f
1
(x) =
+
Z
−∞
f (x, y) dy, f
2
(y) =
+
Z
−∞
f (x, y) dx.
A = (X = x
i
, Y = y
j
)
B = (X = x
i
) C = (Y = y
j
) B C
X Y
P (A) = P (BC) =
=
(
P (B) · P (C) B C
P (B) · P(C |B) = P (C) ·P (B |C ) B C
P (Y = y
j
| X = x
i
) =
P (X = x
i
, Y = y
j
)
P (X = x
i
)
=
p
ij
p
i