题目
设随机变量X具有概率密度f(x)= { ,3leqslant xleqslant 4 0, . (1)确定常数k; (2)求X 的分布函数F(x); (3)求f(x)= { ,3leqslant xleqslant 4 0, . .
设随机变量X具有概率密度
(1)确定常数k;
(2)求X 的分布函数F(x);
(3)求
.
题目解答
答案
解:(1)由
,
得
,
解得
, 于是X的概率密度为
.
(2)所以X的分布函数为

(3)



.
解析
步骤 1:确定常数k
根据概率密度函数的性质,整个定义域上的积分应等于1。因此,我们有:
${\int }_{-\infty }^{+\infty }f(x)dx=1$
将给定的概率密度函数代入,得到:
${\int }_{-\infty }^{0}0dx+{\int }_{0}^{3}kxdx+{\int }_{3}^{4}(2-\dfrac {x}{2})dx=1$
步骤 2:求解k
计算上述积分,得到:
$0+\dfrac {k}{2}{x}^{2}{|}_{0}^{3}+(2x-\dfrac {{x}^{2}}{4}){|}_{3}^{4}=1$
$0+\dfrac {k}{2}(9-0)+(2(4)-\dfrac {{4}^{2}}{4})-(2(3)-\dfrac {{3}^{2}}{4})=1$
$\dfrac {9k}{2}+8-4-6+\dfrac {9}{4}=1$
$\dfrac {9k}{2}+\dfrac {1}{4}=1$
$\dfrac {9k}{2}=\dfrac {3}{4}$
$k=\dfrac {1}{6}$
步骤 3:求X的分布函数F(x)
分布函数F(x)定义为$F(x)={\int }_{-\infty }^{x}f(t)dt$,根据f(x)的定义,我们分段求解:
当$x\lt 0$时,$F(x)=0$
当$0\leqslant x\lt 3$时,$F(x)={\int }_{-\infty }^{0}0dt+{\int }_{0}^{x}\dfrac {1}{6}tdt=\dfrac {{x}^{2}}{12}$
当$3\leqslant x\leqslant 4$时,$F(x)={\int }_{-\infty }^{0}0dt+{\int }_{0}^{3}\dfrac {1}{6}tdt+{\int }_{3}^{x}(2-\dfrac {t}{2})dt=\dfrac {9}{12}+2x-\dfrac {{x}^{2}}{4}-\dfrac {9}{2}$
当$x\gt 4$时,$F(x)=1$
步骤 4:求$P\{ 1\lt X\leqslant \dfrac {7}{2}\}$
$P\{ 1\lt X\leqslant \dfrac {7}{2}\}={\int }_{1}^{\dfrac {7}{2}}f(x)dx={\int }_{1}^{3}\dfrac {1}{6}xdx+{\int }_{3}^{\dfrac {7}{2}}(2-\dfrac {x}{2})dx$
$=\dfrac {1}{12}{x}^{2}{|}_{1}^{3}+(2x-\dfrac {{x}^{2}}{4}){|}_{3}^{\dfrac {7}{2}}$
$=\dfrac {1}{12}(9-1)+(2(\dfrac {7}{2})-\dfrac {{(\dfrac {7}{2})}^{2}}{4})-(2(3)-\dfrac {{3}^{2}}{4})$
$=\dfrac {2}{3}+\dfrac {7}{2}-\dfrac {49}{16}-6+\dfrac {9}{4}$
$=\dfrac {41}{48}$
根据概率密度函数的性质,整个定义域上的积分应等于1。因此,我们有:
${\int }_{-\infty }^{+\infty }f(x)dx=1$
将给定的概率密度函数代入,得到:
${\int }_{-\infty }^{0}0dx+{\int }_{0}^{3}kxdx+{\int }_{3}^{4}(2-\dfrac {x}{2})dx=1$
步骤 2:求解k
计算上述积分,得到:
$0+\dfrac {k}{2}{x}^{2}{|}_{0}^{3}+(2x-\dfrac {{x}^{2}}{4}){|}_{3}^{4}=1$
$0+\dfrac {k}{2}(9-0)+(2(4)-\dfrac {{4}^{2}}{4})-(2(3)-\dfrac {{3}^{2}}{4})=1$
$\dfrac {9k}{2}+8-4-6+\dfrac {9}{4}=1$
$\dfrac {9k}{2}+\dfrac {1}{4}=1$
$\dfrac {9k}{2}=\dfrac {3}{4}$
$k=\dfrac {1}{6}$
步骤 3:求X的分布函数F(x)
分布函数F(x)定义为$F(x)={\int }_{-\infty }^{x}f(t)dt$,根据f(x)的定义,我们分段求解:
当$x\lt 0$时,$F(x)=0$
当$0\leqslant x\lt 3$时,$F(x)={\int }_{-\infty }^{0}0dt+{\int }_{0}^{x}\dfrac {1}{6}tdt=\dfrac {{x}^{2}}{12}$
当$3\leqslant x\leqslant 4$时,$F(x)={\int }_{-\infty }^{0}0dt+{\int }_{0}^{3}\dfrac {1}{6}tdt+{\int }_{3}^{x}(2-\dfrac {t}{2})dt=\dfrac {9}{12}+2x-\dfrac {{x}^{2}}{4}-\dfrac {9}{2}$
当$x\gt 4$时,$F(x)=1$
步骤 4:求$P\{ 1\lt X\leqslant \dfrac {7}{2}\}$
$P\{ 1\lt X\leqslant \dfrac {7}{2}\}={\int }_{1}^{\dfrac {7}{2}}f(x)dx={\int }_{1}^{3}\dfrac {1}{6}xdx+{\int }_{3}^{\dfrac {7}{2}}(2-\dfrac {x}{2})dx$
$=\dfrac {1}{12}{x}^{2}{|}_{1}^{3}+(2x-\dfrac {{x}^{2}}{4}){|}_{3}^{\dfrac {7}{2}}$
$=\dfrac {1}{12}(9-1)+(2(\dfrac {7}{2})-\dfrac {{(\dfrac {7}{2})}^{2}}{4})-(2(3)-\dfrac {{3}^{2}}{4})$
$=\dfrac {2}{3}+\dfrac {7}{2}-\dfrac {49}{16}-6+\dfrac {9}{4}$
$=\dfrac {41}{48}$