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HW8(习题四)

约 673 个字 预计阅读时间 3 分钟

A4

Question

设二维离散型随机变量 \((X,Y)\) 的联合分布律为

X\Y 0 1 2
1 0.2 0.1 0.3
2 0.2 0 0.2

求随机变量 \(Z\) 的数学期望 \(E(Z)\);

(1) \(Z = XY\)

(2) \(Z = min\{X,Y\};\)

(3)\(Z = max\{X,Y\};\)

Answer
  1. \(E(Z) = 1 \times 0.1 + 2 \times 0.3 + 4 \times 0.2 = 1.5\)

  2. \(E(Z) = 1 \times 0.4 + 2 \times 0.2 = 0.8\)

  3. \(E(Z) = 1 \times 0.3 + 2 \times 0.7 = 1.7\)


B6

Question

设二维离散型随机变量 \((X,Y)\) 的联合密度函数为

\[f(x,y) = \begin{cases}\frac{2}{x}e^{-2x}, &0<x<+\infty,0<y<x \\ 0, &\text{其他}\end{cases}\]

(1)求 \(E(X)\)

(2)求 \(E(3X-1)\)

(3)求 \(E(XY)\)

Answer
  1. \(E(X) = \int_0^{+\infty} x (\int_0^xf(x,y)dy)dx = \frac{1}{2}\)

  2. \(E(3X-1) = 3E(X)-1 = \frac{1}{2}\)

  3. \(E(XY) = \int (xy)f(x,y)d(xy) = \frac{1}{4}\)


B11

Question

某电子监视器的圆形屏幕半径为 \(r(r>0)\) ,若目标出现的位置点 \(A\) 服从均匀分布.以圆形屏幕的圆心为原点,设点A的平面直角坐标为 \((X,Y)\).

(1)求 \(E(X)\)\(E(Y)\);

(2)求点A与屏幕中心位置(0,0)的平均距离

Answer
  1. \(E(X) = E(Y) = \int_{-r}^r x (\int_{-\sqrt{r^2 - x^2}}^{\sqrt{r^2 - x^2}} \frac{1}{\pi r^2}dy) dx = 0\)

  2. \(E(\sqrt{x^2+y^2}) = \mathop{\int \int}\limits_{x^2+y^2 \le r^2} \sqrt{x^2+y^2} \cdot \frac{1}{\pi r^2} dxdy \mathop{=}\limits^{\textbf{极坐标变换}} \int_0^{2 \pi}d\theta \int_0^r \frac{R^2}{\pi r^2}dR= \frac{2}{3}r\)

⭐积分变换

二重积分从直角坐标系变换为极坐标的变换公式

\[\int\int_{\sigma}f(x,y)dxdy = \int\int_{\sigma}f(r\cos\theta,r\sin\theta)rdrd\theta\]

三重积分从直角坐标系变换为球面坐标的变换公式

\[\int\int\int_{V}f(x,y,z)dV = \int\int\int_{V}f(\rho\sin\phi\cos\theta,\rho\sin\phi\sin\theta,\rho\cos\phi)\rho^2\sin\phi d\theta d\phi d\rho\]

B14

Question

有n张各不相同的卡片,采用有放回抽样,每次取一张,共取n次,则有些卡片会被取到,甚至被取到很多次,但有些卡片可能不曾被取到.设这n张卡片中被取到的共有X张,计算E(X),并计算当 \(n \rightarrow +\infty\) 时,\(E(\frac{X}{n})\) 的极限.

Answer

这张卡被抽到过 \(P = 1 - (1-\frac{1}{n})^n\)

\[E(X) = \sum\limits_{i=1}^nE(X_i) = n(1 - (1-\frac{1}{n})^n)\]
\[\mathop{lim}\limits_{n\rightarrow +\infty} E(\frac{X}{n}) = \mathop{lim}\limits_{n\rightarrow +\infty}(1 - (1-\frac{1}{n})^n) = 1-e^{-1}\]

B15

Question

在区间(0,1)中随机地取n(n \(\ge\) 2)个点,求相距最远的两个点的距离的数学期望

Answer

当n较大时可视作每个点之间相距\(\frac{1}{n+1}\),所以\(E(X) = 1 - \frac{2}{n+1} = \frac{n-1}{n+1}\)


B20

Question

设随机变量X服从拉普拉斯分布,密度函数为

\[f(x) = \frac{1}{2} e^{-|x|},-\infty < x < +\infty\]

计算 \(X\)\(|X|\) 的方差

Answer
\[E(X) = \int xf(x)dx = 0\]
\[E(X^2) = \int x^2f(x)dx \mathop{=}\limits^{\text{分部积分}} 2\]
\[D(X) = E(X^2) - E^2(X) = 2\]
\[E(|X|) = \int |x|f(x)dx = 1\]
\[E(|X|^2) = \int |x|^2f(x)dx \mathop{=}\limits^{\text{分部积分}} 2\]
\[D(|X|) = E(|X|^2) - E^2(|X|) = 1\]

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