概率统计——习题六参考答案6.141.6.2(1)由=π+π+=∞−∞=π−=∞−=π−=−∞,1)2)(2(),(,0)2(),0(,0)2()0,(CBAFCABFCBAF得π=π==;1,22ACB(2)∞<<∞−++π=∂∂∂=yxyxyxyxFyxf,,)4)(4(4),(),(2222;(3))2arctan2(1),()(xxFxFX+ππ=∞=,∞<<∞−x,)2arctan2(1),()(yyFyFY+ππ=∞=,∞<<∞−y,∞<<∞−+π==xxxFxfXX,)4(2)()(2',.,)4(2)()(2'∞<<∞−+π==yyyFyfYY6.3}21,21{}21{}21{<<−<+<=YXPYPXpp=856.4(1))10(),2(4.2)2(8.4),()(20≤≤−=−==∫∫+∞∞−xxxdyxydyyxfxfxX,其它0)(=xfX;)10(),43(4.2)2(8.4),()(21≤≤+−=−==∫∫+∞∞−yyyydxxydxyxfyfyY,其它0)(=yfY。(2))0(,),()(>===−+∞−+∞∞−∫∫xedyedyyxfxfxxyX,其它0)(=xfX;)0(,),()(0>===−−+∞∞−∫∫yyedxedxyxfyfyyyY,其它0)(=yfY。6.5(1)⇒=−−∫∫1)6(4220dyyxkdxk=1/8;(2)83)6(81}3,1{1032=−−=<<∫∫dyyxdxYXP;(3)∫∫=−−=<425.103227)6(81}5.1{dyyxdxXP;(4)∫∫∫∫≤+−=−−==≤+44242.32)6(81),(}4{yxydxyxdydxdyyxfYXP6.6(1)><<=⋅=−其它,00,2.00,25)()(),(5yxeyfxfyxfyYX;(2)∫∫∫∫≤−−===≤xyxyedyedxdxdyyxfXYP0152.00.25),(}{6.7)10(,322)31(),()(2202≤≤+=+==∫∫+∞∞−xxxdyxyxdyyxfxfX,其它0)(=xfX;)20(,631)31(),()(102≤≤+=+==∫∫+∞∞−yydxxyxdxyxfyfY,其它0)(=yfY。显然)()(),(yfxfyxfYX⋅≠,所以X与Y不相互独立。6.8(1)由边缘密度分布函数的定义知<≥−=−0,00,1)(5.0xxexFxX;<≥−=−0,00,1)(5.0yyeyFyY则对任意的,,Ryx∈有)()(),(yFxFyxFYX=,故X与Y相互独立;(2)1.0}1000100,1000100{1}1000100,1000100{−=≤≤−=>>eyXPyXP