《概率论与数理统计》(谢永钦)课后习题答案

【解】P(|X?10.05|?0.12)?P??X?10.050.12?? ?0.06??0.06 2 ?1??(2)??(?2)?2[1??(2)]?0.045623.一工厂生产的电子管寿命X(小时)服从正态分布N(160,σ),若要求P{120<X≤200}≥0.8,允许σ最大不超过多少? 【解】P(120?X?200)?P?40?120?160X?160200?160??40???40??40? 故 ???????2??1?0.8???31.25 ??????????1.29????????????A?Be?xt,x?0,(??0), (1) 求常数A,B; (2) 求P{X≤2},P{X>3}; (3) 求分布密度f(x). 24.设随机变量X分布函数为 F(x)=?0,x?0.?limF(x)?1??A?1?x???【解】(1)由?得? (2) P(XlimF(x)?limF(x)?B??1?x?0??x?0???e??x,x?0(3) f(x)?F?(x)?? 0,x?0??2)?F(2)?1?e?2? P(X?3)?1?F(3)?1?(1?e?3?)?e?3? ?x,?25.设随机变量X的概率密度为 f(x)=?2?x,?0,?【解】当x<0时F(x)=0 当0≤x<1时F(x)?0?x?1,1?x?2, 求X的分布函数F(x),并画出f(x)及F(x). 其他.?x??f(t)dt??f(t)dt????0x0xx2f(t)dt??tdt? 当1≤x<2时F(x)??f(t)dt 0??2x 21 ??0??1f(t)dt??f(t)dt??f(t)dt01x11x??tdt??(2?t)dt01x23??2x??222x2???2x?12 当x≥2时F(x)??x??x?0?0,?2?x,0?x?1?2 f(t)dt?1 故 F(x)??2??x?2x?1,1?x?2?2?x?2?1,?bx,0?x?1,?1|x|26.设随机变量X的密度函数为 (1) f(x)=ae,λ>0; (2) f(x)=?2,1?x?2, 试确定常数a,b,并求其分布函数F(x). x??0,其他.???2a???|x|??x【解】(1) 由?f(x)dx?1知1??aedx?2a?edx? 故 a? ??0??2?????xe,x?0??2f(x)?? 当??e?xx?0??2x即密度函数为 x≤0时F(x)????f(x)dx??1e?xdx?e?x 当??22x?x>0时F(x)??x???1??x1?e,x?0?0?x?1?2 f(x)dx??e?xdx??e??xdx?1?e??x 故其分布函数 F(x)????2022?1e?x,x?0??222 (2) 由1?????0?x?1?x,?1121b1?f(x)dx??bxdx??2dx?? 得 b=1 即X的密度函数为 f(x)??2,1?x?2 01x22?x其他??0,当x≤0时F(x)=0 当00时,FY(y)?P(Y?y)?P(e?y)?P(X?lny) ??lny??fX(x)dx 故 dFY(y)111?ln2y/2fY(y)??fx(lny)?e,y?0 dyyy2π24 (2)P(Y?2X2?1?1)?12当y≤1时FY(y)?P(Y?y)?0 当y>1时?y?1?2y?1??P??X?FY(y)?P(Y?y)?P(2X?1?y)?P?X????22???故 fY(y)?(y?1)/2y?1??f(x)dx ???(y?1)/2X2??d1FY(y)?dy4?2??y?1?y?1??1?fX???fX?????????y?1?2?2??????221?(y?1)/4e,y?1 y?12π(3) P(Y?0)?1 当y≤0时FY(y)?P(Y?y)?0 当y>0时FY(y)?P(|X|?y)?P(?y?X?y)??y?yfX(x)dx d2?y2/2故fY(y)?FY(y)?fX(y)?fX(?y)?e,y?0 dy2π31.设随机变量X~U(0,1),试求:(1) Y=e的分布函数及密度函数; (2) Z=2lnX的分布函数及密度函数. 【解】(1) P(0?X?1)?1 故 P(1?Y?e?e)?1 当y?1时FY(y)?P(Y?y)?0 当10时,FZ(z)?P(Z?z)?P(?2lnX?z)?P(lnX??)?P(X?e)?z2?1?z/2edx?1?e?z/2 ?0,即分布函数 FZ(z)??-z/2?1-e,?1?z/2?e,z?0 故Z的密度函数为 fZ(z)??2 z?0?z?0?0,z?0 25

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