题目
设(X,Y)的概率密度为 f(x,y)= ) A 0lt xlt 1,0lt ylt x 0, . 则 A= __ ___, E(XY)=-|||-__

题目解答
答案
2
1/4;0.25
解析
步骤 1:确定A的值
为了确定A的值,我们需要利用概率密度函数的性质,即整个定义域上的积分等于1。因此,我们有:
$$
\int_{0}^{1} \int_{0}^{x} A \, dy \, dx = 1
$$
计算内层积分:
$$
\int_{0}^{x} A \, dy = A \cdot y \Big|_{0}^{x} = A \cdot x
$$
然后计算外层积分:
$$
\int_{0}^{1} A \cdot x \, dx = A \cdot \frac{x^2}{2} \Big|_{0}^{1} = A \cdot \frac{1}{2}
$$
因此,我们得到:
$$
A \cdot \frac{1}{2} = 1 \Rightarrow A = 2
$$
步骤 2:计算E(XY)
为了计算E(XY),我们需要计算:
$$
E(XY) = \int_{0}^{1} \int_{0}^{x} xy \cdot f(x,y) \, dy \, dx
$$
将f(x,y)代入:
$$
E(XY) = \int_{0}^{1} \int_{0}^{x} xy \cdot 2 \, dy \, dx
$$
计算内层积分:
$$
\int_{0}^{x} 2xy \, dy = 2x \cdot \frac{y^2}{2} \Big|_{0}^{x} = x^3
$$
然后计算外层积分:
$$
\int_{0}^{1} x^3 \, dx = \frac{x^4}{4} \Big|_{0}^{1} = \frac{1}{4}
$$
为了确定A的值,我们需要利用概率密度函数的性质,即整个定义域上的积分等于1。因此,我们有:
$$
\int_{0}^{1} \int_{0}^{x} A \, dy \, dx = 1
$$
计算内层积分:
$$
\int_{0}^{x} A \, dy = A \cdot y \Big|_{0}^{x} = A \cdot x
$$
然后计算外层积分:
$$
\int_{0}^{1} A \cdot x \, dx = A \cdot \frac{x^2}{2} \Big|_{0}^{1} = A \cdot \frac{1}{2}
$$
因此,我们得到:
$$
A \cdot \frac{1}{2} = 1 \Rightarrow A = 2
$$
步骤 2:计算E(XY)
为了计算E(XY),我们需要计算:
$$
E(XY) = \int_{0}^{1} \int_{0}^{x} xy \cdot f(x,y) \, dy \, dx
$$
将f(x,y)代入:
$$
E(XY) = \int_{0}^{1} \int_{0}^{x} xy \cdot 2 \, dy \, dx
$$
计算内层积分:
$$
\int_{0}^{x} 2xy \, dy = 2x \cdot \frac{y^2}{2} \Big|_{0}^{x} = x^3
$$
然后计算外层积分:
$$
\int_{0}^{1} x^3 \, dx = \frac{x^4}{4} \Big|_{0}^{1} = \frac{1}{4}
$$