推荐回答(4个)
答案如下:
要求EX^2,只知道EX还不够,至少要知道x是如何分布的,也即它的分布函数或者概率密度函数。
若X~N(1,3),则Dx=3,由DX=EX^2-(EX)^2及EX的值可以算出EX^2。
若X~N(1,3),Y=3X+1,EY=E(3X+1)=3EX+1=3*1+1=4,DY=D(3X+1)=3^2*DX=9*DX=9*3=27,所以Y~N(4,27)。3X与X+X+X没有区别。
Z=X+Y的密度函数也要根据X,Y 的概率密度f(x y)来求,一般用作图法计算,先算出分布函数F(Z),再算密度函数f(z)。
也可以直接积分计算:f(z)=将f(x,z-x)对x积分,这时的难点是确定好积分上下限。如果X与Y相互独立,Z=X+Y的密度函数可以直接计算,f(z)=将f(x,z-x)对x积分=将fx(x)*fy(z-x)对x进行积分,fx(.)为x的密度函数,fy(.)为y的密度函数。
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概率论,是研究随机现象数量规律的数学分支。随机现象是相对于决定性现象而言的,在一定条件下必然发生某一结果的现象称为决定性现象。
例如在标准大气压下,纯水加热到100℃时水必然会沸腾等。随机现象则是指在基本条件不变的情况下,每一次试验或观察前,不能肯定会出现哪种结果,呈现出偶然性。例如,掷一硬币,可能出现正面或反面。随机现象的实现和对它的观察称为随机试验。
随机试验的每一可能结果称为一个基本事件,一个或一组基本事件统称随机事件,或简称事件。典型的随机试验有掷骰子、扔硬币、抽扑克牌以及轮盘游戏等。
事件的概率是衡量该事件发生的可能性的量度。虽然在一次随机试验中某个事件的发生是带有偶然性的,但那些可在相同条件下大量重复的随机试验却往往呈现出明显的数量规律。
(1) 如果只知道 E(X),而不知道其它任何信息,是无法求得 E(X^2) 的。
(2) 对于正态分布:
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所以我们这题中,Y=3X+1,Y~N(3*1+1, 9*3) = N(4,27)
另外,3X 与 X+X+X 没有区别。
但是,如果假设有3个独立且与X同分布的随机变量 X1,X2,X3,那么 3X 与 X1+X2+X3 是有区别的,因为 3X = X+X+X 中的3个随机变量都是 X,不独立。
(3)
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要求EX^2,只知道EX还不够,至少要知道x是如何分布的,也即它的分布函数或者概率密度函数。
若X~N(1,3),则Dx=3,由DX=EX^2-(EX)^2及EX的值可以算出EX^2。
若X~N(1,3),Y=3X+1,EY=E(3X+1)=3EX+1=3*1+1=4,DY=D(3X+1)=3^2*DX=9*DX=9*3=27,所以Y~N(4,27)。3X与X+X+X没有区别。
Z=X+Y的密度函数也要根据X,Y 的概率密度f(x y)来求,一般用作图法计算,先算出分布函数F(Z),再算密度函数f(z),也可以直接积分计算:f(z)=将f(x,z-x)对x积分,这时的难点是确定好积分上下限。如果X与Y相互独立,Z=X+Y的密度函数可以直接计算,f(z)=将f(x,z-x)对x积分=将fx(x)*fy(z-x)对x进行积分,fx(.)为x的密度函数,fy(.)为y的密度函数
http://baike.baidu.com/view/45379.htm
只知道E(X)的情况下,如何求E(X²)
答: 无法求. 已知条件不够.
设X~N(1,3),Y=3X+1,Y~?
答: X~N(1,3)=N(µ,σ²)告诉我们E(X)= µ=1, D(X)=σ²=3, σ=√3.
Y=aX+b. 此题中a=3, E(X)=1, b=1. 则E(Y)=aE(X)+b= 4.
D(Y)=D(aX+b)=a²D(X)+b²=(9)(3)+1=28
所以, Y~ N(4,28)
问题补充:设二维随机变量 X,Y 的概率密度为f (x y),则Z=X+Y的密度函数为?
若X与Y相互独立,则Z=X+Y的密度函数为?
答: Z=X+Y, 有公式: f(z) = ∫f(x,z-x)dx
X,Y 独立时,有f(z) = ∫f(x)f(z-x)dx
祝学习进步!
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