题目
9.设平面区域D由曲线 =dfrac (1)(x) 及直线 y=0 =1, =(e)^2 围成,二维随机变量(X,Y)在区-|||-域D上服从均匀分布,求边缘概率密度fx(x),fy(y ).

题目解答
答案

解析
步骤 1:确定区域D的面积
区域D由曲线 $y=\dfrac {1}{x}$ 及直线 y=0, x=1, $x={e}^{2}$ 围成。首先计算区域D的面积。
$$
A = \int_{1}^{e^2} \frac{1}{x} dx = \ln x \Big|_{1}^{e^2} = \ln(e^2) - \ln(1) = 2
$$
步骤 2:计算联合概率密度函数
由于二维随机变量(X,Y)在区域D上服从均匀分布,联合概率密度函数为:
$$
f(x,y) = \frac{1}{A} = \frac{1}{2}, \quad 1 \leq x \leq e^2, \quad 0 \leq y \leq \frac{1}{x}
$$
步骤 3:计算边缘概率密度函数fx(x)
边缘概率密度函数fx(x)为:
$$
f_X(x) = \int_{0}^{\frac{1}{x}} f(x,y) dy = \int_{0}^{\frac{1}{x}} \frac{1}{2} dy = \frac{1}{2} \cdot \frac{1}{x} = \frac{1}{2x}, \quad 1 \leq x \leq e^2
$$
步骤 4:计算边缘概率密度函数fy(y)
边缘概率密度函数fy(y)为:
$$
f_Y(y) = \int_{1}^{e^2} f(x,y) dx = \int_{1}^{e^2} \frac{1}{2} dx = \frac{1}{2} \cdot (e^2 - 1), \quad 0 \leq y \leq e^{-2}
$$
$$
f_Y(y) = \int_{1}^{\frac{1}{y}} f(x,y) dx = \int_{1}^{\frac{1}{y}} \frac{1}{2} dx = \frac{1}{2} \cdot \left(\frac{1}{y} - 1\right), \quad e^{-2} \leq y \leq 1
$$
区域D由曲线 $y=\dfrac {1}{x}$ 及直线 y=0, x=1, $x={e}^{2}$ 围成。首先计算区域D的面积。
$$
A = \int_{1}^{e^2} \frac{1}{x} dx = \ln x \Big|_{1}^{e^2} = \ln(e^2) - \ln(1) = 2
$$
步骤 2:计算联合概率密度函数
由于二维随机变量(X,Y)在区域D上服从均匀分布,联合概率密度函数为:
$$
f(x,y) = \frac{1}{A} = \frac{1}{2}, \quad 1 \leq x \leq e^2, \quad 0 \leq y \leq \frac{1}{x}
$$
步骤 3:计算边缘概率密度函数fx(x)
边缘概率密度函数fx(x)为:
$$
f_X(x) = \int_{0}^{\frac{1}{x}} f(x,y) dy = \int_{0}^{\frac{1}{x}} \frac{1}{2} dy = \frac{1}{2} \cdot \frac{1}{x} = \frac{1}{2x}, \quad 1 \leq x \leq e^2
$$
步骤 4:计算边缘概率密度函数fy(y)
边缘概率密度函数fy(y)为:
$$
f_Y(y) = \int_{1}^{e^2} f(x,y) dx = \int_{1}^{e^2} \frac{1}{2} dx = \frac{1}{2} \cdot (e^2 - 1), \quad 0 \leq y \leq e^{-2}
$$
$$
f_Y(y) = \int_{1}^{\frac{1}{y}} f(x,y) dx = \int_{1}^{\frac{1}{y}} \frac{1}{2} dx = \frac{1}{2} \cdot \left(\frac{1}{y} - 1\right), \quad e^{-2} \leq y \leq 1
$$