x1ln3ln31dx2e??21???02dx 所以A?.(2)P?0?X?ln3????2x?xx202???e?e1?(e)??22????1????
???34?6x2xdt2x(3)分布函数F(x)??f(t)dt??? ?arctanet?t?????e?e??2?arctane?五、解:FY(y)?1x2ln30P{Y?y}?P?2X?1?y?
y?1y?1???P?X??????2fX(x)dx
2??y?1?0即y?1时,FY(y)?0; 2y?1y?11当0??1即1?y?3时,FY(y)??026x(1?x)dx?(y?1)2(4?y);
421y?1当?1即y?3时,FY(y)??06x(1?x)dx?1;
2当即
0,y?1??1FY(y)??(y?1)2(4?y),1?y?3
?41,y?3??3?(y?1)(3?y),1?y?3所以fY(y)??4
?0,其他?六、解:由题意知,X的可能取值为:0,1,2,3;Y的可能取值为:1,3. 且
1?1?P?X?0,Y?3?????,
8?2?P?X?1,Y?1??C1333?1??1??????,
8?2??2?2P?X?2,Y?1??C23?1??1?3?????, ?2??2?8321?1?P?X?3,Y?3?????.
8?2?于是,(1)(X,Y)的联合分布为 Y X 0 1 2 3 1 0 3 1 80 0 3 83 80 1 8(2)P?Y?X??P?X?0,Y?3??1.
8????????七、解:(1)由1???f(x,y)dxdy??0?????0??Ae?(x?2y)dxdy
?A?0e?xdx?0e?2ydy?所以A?2.
??1A 2?e?x x?0f(x,y)dy??(2)X的边缘密度函数:fX(x)??. ??其他?0,???2e?2y y?0f(x,y)dx??Y的边缘密度函数:fY(y)??. ??其他?0,(3)因f(x,y)?fX(x)fY(y),所以X,Y是独立的.
??????八、解:E(X)??xf(x)dx??x???1dx?
??1??1x???X 令EX?X,即?X,得参数?的矩估计量为???1X?1????n,xi?1(i?1,2,?,n)?n??1n??似然函数为L(?)??f(xi,?)????x?
i?i?1??i?1??0,其他?当xi?1(i?1,2,?,n)时,L(?)?0,
lnL(?)?nln??(??1)?lnxi
i?1ndlnL(?)nn???lnxi?0
d??i?1得参数?的极大似然估计值为
???九、解:由于正态总体Nn?lnxi?2?中期望?与方差?2都未知,所以所求置信区间为
??SS??????X?tn?1,X?tn?1. ????n2n2????0.025.查表,得t0.025?15??2.1315. 由??0.05,n?16,得2116116xi?503.75, s??xi?x?2?6.2022. 由样本观测值,得x???16i?115i?1s6.2022t??n?1??503.75??2.1315?500.445, 所以, x?n216s6.2022t??n?1??503.75??2.1315?507.055, x?n216因此所求置信区间为?500.445,507.055?
n
??,i?107-08-1《概率论与数理统计》试题A参考答案 一.1.B;2D.;3.B;4.C;5.A.
91;4.;5.1.
5642三.1.解:设用Ai表示:“第一次比赛取出的两个球中有i个新球”,i?0,1,2;
“第二次取出的两个球都是新球”。则 B表示:
22C8C2128 P?A0??;P?BA0?? ??22C1045C1045二.1.P
112C2C816C721;P?BA1?? P?A1????224545C10C1022C8C62815;P?BA2?? P?A2??2??2C1045C1045?B??1?p;2.3;3.
则
P?B??P?A0?P?BA0??P?A1?P?BA1??P?A2?P?BA2??P?Z?2??P?X?1,Y?1??111?? 339784?0.38720252.解:
Z?X?Y的可能取值为2,3,4,则
所以ZP?Z?3??P?X?1,Y?2??P?X?2,Y?1??12214???? 33339P?Z?4??P?X?2,Y?2??224?? 3393 ???X?Y的分布律为: Z P ?x2 4 1949049 3.解(1)
?????f?x?dx??Ce????dx?2C?e?xdx?2C?1
1 21?x?f?x??e????x????
211?x11 (2)P?X?1???edx??e?xdx?1?
?120e2 (3)当y?0时,F?y??PX?y?0; 当y?0时,
y1?xyF?y??P?X2?y??P?y?X?y??edx??e?xdx
?y20y?0?0,??y?f?y??F??y???e
,y?0?2y?4.解(1)当x?1时,
得:C?????fX?x???????f?x,y?dy??1?xy1dy?,
?1421?1?,x?1则fX?x???2
??0,其他?1?,y?1同理fY?y???2
??0,其他??1x(2)EX??xfX?x?dx??dx?0
???12 同理:EY??yfY?y?dy?0
??2??1??x21EX??xfX?x?dx??dx?
???123??12 同理:EY??y2fY?y?dy?
??31122 DX?EX??EX???0?
33122 同理:DY?EY??EY??
3(3)由于f?x,y??fX?x?fY?y?,所以X和Y不独立。
??2??????1?1?1?xy??1??xyfx,ydxdy?dyxy???dx?? ??1????????14??9??1?0E?XY??EX?EY91???0 R?X,Y??13DXDY3 所以X和Y相关。
(4)P?X?Y?1????f?x,y?dxdy
E?XY???????x?y?10111?x1?1?179???3??????dx?xydy??dx?xydy??
???1?10?1??4?2?4965.解:似然函数为:
L?p???P?Xi?xi????1?p?i?1i?1nnxi?1xi?n p?pn?1?p??1?1n?n?lnL?p??nlnp??x?n???i?ln?1?p?
?i?1?令
dlnL?p?n??dpp?xi?1ni?n?0
1X
1?p得参数
??p的极大似然估计为:p6.解:假设H0:??500,H1:??500
选择统计量:T?X??S? 统计量的样本值:T由于
10498?5006.510~t?9?
??0.97
T?0.97?t0.01?9??2.82,接受原假设H0。所以在显著性水平??0.02下,可以认
为自动装罐机工作正常。