Chuong 4 Solution

Chng 04 Xc sut thng k
1
Xc sut thng k
Chng 4:
BIN NGU NHIN NHIU CHIU

Bi 1.
i vi bin ngu nhin hai chiu X(X,Y), hy phc ha min trong mt phng tng ng vi
cc bin c sau v xc nh xem u l cc bin c tch
a. { Y X } 2 s

b. } 6 { <
e
X

6
log
e
X =

c. } 6 ) , {max( < Y X

2

d. } 2 | {| s Y X
>
s
2
2
y X
Y X

0
0
s
>
Y X
Y X

e. |} | | {| Y X >

>
<
<
>
Y X
Y X
Y X
Y X

0
0
0
0
<
>
<
>
X
X
Y
Y

f. } 1 / { < Y X
0 < Y X

c
3
g. } {
2
Y
X
s

i. } 3 |) | |, {max(| < Y X

Bi 2.
X = I
1
+ I
2
+ I
3
+ I
4

Y = min(I
1
, I
2
, I
3
, I
4
)
Z = max(
1 2 3 4
, , , I I I I )
Ta c gi tr ca x nhn cc gi tr X = {0 , 1, 2 , 3, 4} , Y = {0 , 1} , Z = {0 , 1}
Mt khc ta c X
1
(4, )
4
|
Vy ta c
| |
0 4
0
4
1 3
1
4
2 2
2
4
3 1
3
4
4 0
4
4
1 3
0 0.316
4 4
1 3
[X=1] =C 0.421
4 4
1 3
[X=2] =C 0.21
4 4
1 3
[X=3] =C 0.046
4 4
1 3
[X=4] =C 0.0039
4 4
P X C
P
P
P
P
| | | |
= = =
| |
\ . \ .
| | | |
=
| |
\ . \ .
| | | |
=
| |
\ . \ .
| | | |
=
| |
\ . \ .
| | | |
=
| |
\ . \ .

4
Vy ta c P[X = 0 , Y = 0 , Z = 0 ] = P[X = 0]P[Y=0/X=0] P[Z = 0/X=0 , Y = 0] = P[X=0] =
0.316
P[X=0 , Y = 1 , Z = 0] = P[X = 0 , Z = 1 , Y = 0] = P[X = 0, Y = 1 , Z = 1] = 0
Tng t ta cng c cc gi tr
P [X = 1 , Y = 0 , Z = 1] = P[X = 1] = 0.421
Cc trng hp khc = 0
X = 2
P[X =2 , Y = 0 , Z = 1] = P[X = 2] = 0.21
X = 3
P[X = 3, Y = 0 , Z = 1] = P[X = 3] = 0.046
X = 4
P[X = 4 , Y = 0 , Z = 1] = P[X = 4] = 0.0039
Cu b , khi rt cc qu bng ra nhng khng tr li vo hp ta c
Cc gi tr ca X = {0 ,1 , 2, 3, 4} , Y = {0 , 1} , Z = {0 , 1}

Bi 3
a, P[|X|< 5, Y<2, Z
2
>2] = A
Do X, Y , Z l bin ngu nhin c lp
A = P[|X|< 5]. P[Y.2].P[Z
2
>2]
= [F
x
(5
-
) F
x
(-5)] .[F
y
(2
-
)].P([- ,- 2 ] [ 2 ,+)
= [F
x
(5) - F
x
(-5)].[F
y
(2)].[F
z
( 2 ) + (1-F
z
( 2 )]
b, Tng t ta c
P[X<5, Y<0, Z=1] = P[X<5].P[Y<0].P[Z=1]
= F
x
(5
-
). F
y
(0
-
).[F
z
(1
-
)- F
z
(1)]
C,P[min(X,Y,Z)>2] = P[X<2, Y>2, Z>2]
= [1-F
x
(2
+
)].[1-F
y
(2
+
)].[1-F
z
(2
+
)]
d, P[Max(X, Y, Z)<6]=P[X<6, Y<6, Z<6]
=F
x
(6
-
). F
y
(6
-
). F
z
(6
-
)

Bi 4:
a. hm xc sut ng thi cho (X
1
,X
2
)
V cc ln tung l c lp v cc kt cc ca mi ln tung l ng kh nng, ta c

X
1

X
2
1 2 3 4 5 6
1 a a a a a a
2 a a a a a a
3 a a a a a a
4 a a a a a a
5 a a a a a a
6 a a a a a a

Ta c:
36
1
1 36
=
=
a
a

Vy ta c:

X
1
1 2 3 4 5 6
5

X
2
1
36
1

36
1

36
1

36
1

36
1

36
1

2
36
1

36
1

36
1

36
1

36
1

36
1

3
36
1

36
1

36
1

36
1

36
1

36
1

4
36
1

36
1

36
1

36
1

36
1

36
1

5
36
1

36
1

36
1

36
1

36
1

36
1

6
36
1

36
1

36
1

36
1

36
1

36
1

b. vi
( )
( )
=
=
2 1
2 1
, max
, min
X X Y
X X X

Bi 5
Tm cc hm xc sut bin ca cc cp bin ngu nhin vi cc
hm xc sut c cho trc.
i.
0 1 0 1
1 1
0 1
6 6
1
0 0 0
3
1 1
1 0
6 6

P[X=1] = 0 1 + 0 + 1 = 0
P[X=2] = -1/6 + 0 + 1/6 + 1 = 0
P[X=3] = 0 + 0 + 1/3 + 0 = 1/3
P[X=4] = 1 + 1/6 + 0 + 1/6 = 4/3
P[y=1] = 0 + -1/6 + 0 + 1 = 5/6
P[y=2] = -1 + 0 + 0 + 1/6 = -5/6
P[y=3] = 0 +1/6 +1/3 + 0 = 2/3
P[y=4] = 1 + 1 + 0 + 1/6 = 13/6

ii.
1
1 0 1
9
1 1
1 1
9 9
1 1 1
0
9 9 9
1 1 1
1
9 9 9

P[X=1] = -1 + 0 + 1 -1/9 = -1/9
P[X=2] = 1/9 + 1/9 - 1 + 1 = 2/9
6
P[X=3] = 0 + 1/9 + 1/9 + 1/9 = 1/3
P[X=4] = 1 + 1/9 + 1/9 + 1/9 = 4/3
P[Y=1] = -1 + 1/9 + 0 + 1 = 1/9
P[Y=2] = 0 + 1/9 + 1/9 + 1/9 = 1/3
P[Y=3] = -1 + 1/9 + 1/9 + 1 = 2/9
P[Y=4] = 1 - 1/9 + 1/9 + 1/9 = 10/9
iii.
1
0 1 0
3
1
1 0 0
3
1
0 0 0
3
1
1 0 0
3

P[X=1] = 0 + -1 + 1 = 0
P[X=2] = -1 + 0 + 0 + 1/3 = -2/3
P[X=3] = 0 + 0 + 1/3 + 0 = 1/3
P[X=4] = 1 + 0 + 1/3 + 0 = 4/3
P[Y=1] = 0 + -1 + 0 + 1 = 0
P[Y=2] = -1 + 0 + 0 + 1/3 = -2/3
P[Y=3] = 0 + 0 + 1/3 + 0 = 1/3
P[Y=4] = 1 + 1/3 + 0 + 0 = 4/3

Bi 8
a, Tm hm phn phi ng thi
Theo v d 4.11 ta c hm mt xc sut
=
< s s
=

x y
e e
f
y x
Y X
0
0
,

Hm mt xc sut khc 0 trong min c nh du trong hnh v trn v vy m ngoi min
c t m th hm mt xc sut bng 0
Nn ta ch xt trong min c nh du < s s x y 0
Ta c
' '
0
,
'
'
2 ) , (
'
'
dy dx y
x
y x
e e F
x
y
Y X

7
' 2 ) ( 2 )
'
( 2 ) , (
0
'
'
0
'
'
0
'
,
dy dy dy
x
y x
x
y y
x
y y
x
y
y
Y X e e e e e e F

= =
=
) 1 ( 2 ) , (
, e e F
x y
Y X
y x

=
b,cc hm phn phi bin ca hm phn phi ng thi
Cc hm phn phi bin nhn c bng cch cho mt bin tin ti v cng
0 )) , ( ( ) (
, lim
= =

y x x
F F Y X
y
X

= =

)) , ( ( ) (
, lim
y x x
F F Y X
x
X
-2.e
-y
( xt trong min c t m nh hnh v,nhng min ngoi hnh t m th hm phn phi bin
l bng 0 )

Bi 9:

2
2
2 2
( , )
by
ax
f x y axe bye
=
x > 0, y > 0, a > 0, b > 0
a)
2 2 2 2 2
2 2 2 2
0
0 0
( ) ( ) 1
2
x x x
ax ax ax ax
X
ax
F x axe dx e d e e

= = = =

Tng t:
2 2
2 2
0
( ) 1
y
by by
X
F y bye dy e

= =

Suy ra
2
2
2 2
1 1 x > 0, y > 0
( , )
0 u
by
ax
X
e e
F x y
ne

| |
| |

|
|
=
\ .
\ .

b) Tm P[X > Y]
2
2
0
( ) 1
ax
P X axe dx
+
= =

2 2
2
2 2 2
( )
by by
bx
x x
P Y bye dy e e
+
+

= = =

2
2
( )
bx
P X Y e
> =
c) Tm cc hm mt bin
2 2
2 2
2 2
2 2
2 2
2 2 2 2
0 0
2
2 2 2 2
0 0
2 2
( )
1 1
( )
2
(1 0)
by by
ax ax
X
by by
ax ax
ax ax
f x axe bye dy abxe ye dy
by
abxe e d abxe e
b b
axe axe
+ +

+
+

= =
| |
= = |
|
\ .
= =

2 2
2
2 2 2
0
( )
by by
ax
X
f y axe bye dx bye
+

= =

Bi 10.
8
a.

b. Nu hoc th hm mt
Nu

Nu

Nu

Nu

c. Hm mt bin ca X

Hm mt bin ca Y

Bi 11.
Min gii hn bi :
1
2 2
s + y x

t
m cos r x =

m sin r y =

nh thc Jacobi
r
r
r
d
dy
dr
dy
d
dx
dr
dx
J =
= =
m m
m m
m
m
cos sin
sin cos

=
t
m
2
0
1
1 . .
o
dr r k d

9
t
t m
t
1
1 1
2
2
0
= = =

k k d
k

Hm mt bin :
t t
1 1
) (
1
0
= =
dy x f
X

t t
1 1
) (
1
0
= =
dx y f
Y

Min gii hn bi :
(1) y = x +1
(2) y = -x + 1
(3) y = x 1
(4) y = -x - 1
1
0
1
0
1
1
0
1
0
1
0
0
1
0
1
1
0
= + + +

+
+
+
x
x
x
x
kdy dx kdy dx kdy dx kdy dx

k
dx x dx x dx x dx x
1
) 1 ( ) 1 ( ) 1 ( ) 1 (
0
1
1
0
1
0
0
1
= + + + + +

2
1 1
2 = = k
k

Min gii hn bi : y = -x + 1
1
1
0
1
0
=

x
kdy dx

2
1
2
1 1
) 1 (
1
0
= = =
k
k k
dx x

Bi 12:
Vecto ngu nhin (X,Y) c hm mt xc sut ng thi
2
,
( , ) 2
x y
X Y
f x y e e

= 0, 0 x y > >
Hy tm xc sut ca cc s kin sau:
a.{ 8} X Y + s
Ta c :
P[{ 8} X Y + s ] =
8 8 8
2 2
0 0 0
8
2 ( )
0
x
x y x y
x
e dx e dy e dx e

=

8 8 8
2( 8) 2 16
0 0 0
2 ( 1) 2 . 2
x x x x x
e e dx e e dx e dx

= + = +

8 8
16
0 0
2 2
x x
e dx e dx

= +

16 8 16 8 16 8
8 8
2 2 2 2 2 2 2( 2 1)
0 0
x x
e e e e e e e

= = + + = +
.{ } b X Y <
10
Ta c: P[{ } X Y < ]
2 2 2
0 0 0 0
2 2 ( ) 2 ( 1)
0
y
y x y x y y
y
e dy e dx e dy e e e dy

= = = +

3 2 3 2
0 0
2
2 2 ( ) ( )
0 0 3
y y y y
e dy e dy e e

= + =

2 1
(0 1) (0 1)
3 3
= =
.{ 10} c X Y s
P[{ 10} X Y s ]
10
2 2 2 10
0 0 0 0
10
2 2 ( ) 2 ( 1)
0
y
y x y x y y
y
e dy e dx e dy e e e dy
+

+
= = = +

3 10 2 3 10 2
0 0
2
2 2 ( ) ( )
0 0 3
y y y y
e dy e dy e e

= + =

10 10
2 2
(0 ) (0 1) 1
3 3
e e

= = +
Bi 13:
Cho X, Y c hm mt xc sut ng thi:
f
X,Y
(x,y) = xe
-x(1+y)
x > 0, y > 0
Hm mt bin ca X v caY:

Bi 14 :
Lc 0 p = ta c :

( )
( )
2 2
2
,
.
1
,
2
x y
X Y
f x y e
t
+
=
Lc ny
2 2 2
p X Y R + <

bng 4 ln tch phn ca hm
( )
,
,
X Y
f x y Trn min
1
D

2 2
1
2
4
2
x y
D
P e dxdy
t
| |
|
|
\ .
+
=

Chuyn sang to cc ta c.
0
2
t
m s s , 0 r R s s

2 2 2
2 2 2
2 2 2
0 0 0 0
0
2 2 2
. 1
R
R
r r R
P d r e dr e d e d
t t t
m m m
t t t

| |
| |
|
|
|
|
|
\ .
\ .
= = =

11

2
2
2
2
1
2
1 .
2
R R
e e
t
t

| |
| |
|
|
|
\ .
\ .
= =
Bi 16.
Hy tm hm mt bin u ra Y ca knh thng tin trong v d 4.14
Tn hiu vo X=[-1,1] xy ra vi xc sut bng nhau nn
P ] 1 [ = X =
2
1

Tn hiu ra Y xc nh bi

=
1
0
) (
a b
a y
y
FY

b y
b y a
a y
>
s s
<

=
0
1
) (
a b
y
f
Y

=
s s b y a

a , Tm P[X=k , Y y s ]
Ta c P[X=k , Y y s ] =
| |
P Y y X k P X k s = =

Ta xt vi k = 1
X = 1
P[X=1 , Y y s ] =
| |
1
1 1 1
2
P Y y X P X P Y y X s = = = s =

4
1
] 1 | [
+
= = s
y
X y Y P vi 3 1 s s y
Tng t
4
4
] 1 | [
+
= = s
y
X y Y P vi 1 3 s s y
Ta c hm mt bin u ra ca Y l.
p dng cng thc ( )
Y
y A
P Y y X k f y X k dy
e
s = = =

Khi X , Y c lp ta c
( ) ( )
Y Y
f y X k f y = =
Vy ta c ( )
Y
dP Y y X k
f y
dy
s =

=
=
4
1
4
1
) ( y
f
Y
vi
1
1
=
=
X
X

Bi 17.
X nhn gi tr 1 vi cc kh nng nh nhau v vy ta c P[X= 1 ]=
1
2

Y = X + N
Vi N l bin ngu nhin ca hm phn phi Laplace vi hm mt
1
( )
2
z
N
f z e
o
o

=
a , Tm P[X=k , Y y s ]
Ta c P[X=k , Y y s ] =
| |
P Y y X k P X k s = =

Ta xt vi k = 1
12
( )
( )
1
1
1
2
( )
1
2
y
Y
y
e
f y
e
o
o
o
o

+
X = 1
P[X=1 , Y y s ] =
| |
1
1 1 1
2
P Y y X P X P Y y X s = = = s =

Ta tm
( ) 1 1 1 1 1
N
P Y y X P X N y X P N y X F y s = = + s = = s = =

( ) ( )
0
0
1 1 1 1 1
( ) 1 1
2 2 2 2 2
z z z
t t t z z
N N
F z f t dt e dt e dt e dt e e
o o o o o
o o

| |
= = = + = + =
|
\ .

1 P Y y X s =

=
( ) 1
1
1
2
y
e
o

Vy P[X=1 , Y y s ] =
( ) 1
1 1
1
2 2
y
e
o | |
|
\ .

Tng t vi X = -1 ta c
P[X=-1 , Y y s ] =
( ) 1
1 1
1
2 2
y
e
o + | |
|
\ .

b , Hy tm hm mt bin ca Y
p dng cng thc ( )
Y
y A
P Y y X k f y X k dy
e
s = = =

Khi X , Y c lp ta c
( ) ( )
Y Y
f y X k f y = =
Vy ta c ( )
Y
dP Y y X k
f y
dy
s =

=

nu X = 1

nu X = -1
c , Y = X + N
nu Y > 0
X + N > 0 mt khc ta c BNN N >
Suy ra X >-1/2 Vy X = 1 xy ra chc hn X = -1

Bi 18
P[N=k; Ts t] = P[T s t | N=k]. P[N=k]
P[N=k] = kp
P[T s t | N=k] = 1 - k . o e
k. o .t
Vi x 0 >
P[N=k ;T s t ] = (1 - k . o e
k. o .t
) .kp
P[Ts t] = 1 - . o e
o .t
Khi t => P [Ts t] 1
Vy thi gian tin n v cng th thi gian sn xut 1 sn phm l

Bi 19:
i.

X

Y

-1

0

1
-1
6
1
0
6
1

13

Ta c:
( )
( )
( )
( )
( )
( )
1 1 1 1 1 1
1 0 1 0
6 6 3 6 6 3
1 1
0 0
3 3
1 1 1 1 1 1
1 0 1 0
6 6 3 6 6 3
X Y
X Y
X Y
P P
P v P
P P

= + + = = + + =

= =

= + + = = + + =

V ( ) ( ) ( ) 1 1
3
1
.
3
1
6
1
1 , 1 = = =
Y X
P P P
Nn X v Y khng c lp
ii.

ta c:
( )
( )
( )
( )
( )
( )
1 1 1 1 1 1 1 1
1 1
9 9 9 3 9 9 9 3
1 1
0 0
3 3
1 1
1 1
3 3
X Y
X Y
X Y
P P
P v P
P P

= + + = = + + =

= =

= =

ta thy:
0
0
3
1
0
1
6
1

0
6
1

X

Y

-1

0

1
-1
9
1

9
1

9
1

0
9
1

9
1

9
1

1
9
1

9
1

9
1

14

( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( )
= = =
= = =
= = =
= = =
= = =
= = =
= = =
= = =
= = =
1 1
3
1
.
3
1
9
1
1 , 1
0 1
3
1
.
3
1
9
1
0 , 1
1 0
3
1
.
3
1
9
1
1 , 0
1 0
3
1
.
3
1
9
1
1 , 0
1 1
3
1
.
3
1
9
1
1 , 1
0 1
3
1
.
3
1
9
1
0 , 1
1 1
3
1
.
3
1
9
1
1 , 1
0 0
3
1
.
3
1
9
1
0 , 0
1 1
3
1
.
3
1
9
1
1 , 1
Y X
Y X
Y X
Y X
Y X
Y X
Y X
Y X
Y X
P P P
P P P
P P P
P P P
P P P
P P P
P P P
P P P
P P P

iii.

Ta c:
( )
( )
( )
( )
( )
( )
1 1 1 1
1 0 0 1 0 0
3 3 3 3
1 1
0 0
3 3
1 1
1 1
3 3
X Y
X Y
X Y
P P
P v P
P P

= + + = = + + =

= =

= =

V : ( ) ( ) ( ) 1 1
3
1
.
3
1
0 1 , 1 = = =
Y X
P P P
Nn X v Y khng c lp

Bi 20:
( )
2 2
2 2
,
by ax
bye axe y x f

=
X v Y c c lp hay khng?
Gii

X

Y

-1

0

1
-1 0 0
3
1

0 0
3
1

0
1
3
1

0 0
15
Ta c:
( ) ( )
2
0
2 2
2
0
2 2
0
2 2
0
2 2
0
2 2
0
2 2 2 2 2
2 2 2 2
2 2
.
2
,
ax by ax by ax
by ax by ax
by ax
X
axe e axe
by
d e axe
dy bye axe dy bye axe
dy bye axe dy y x f x f

= =
|
|
.
|
\
|
=
= =
= =

Ta c:
( ) ( )
2
0
2 2
2
0
2 2
0
2 2
0
2 2
0
2 2
0
2 2 2 2 2
2 2 2 2
2 2
.
2
,
by ax by ax by
ax by ax by
by ax
Y
bye e bye
ax
d e bye
dx axe bye dx axe bye
dx bye axe dx y x f y f

= =
|
|
.
|
\
|
=
= =
= =

Ta thy: ( ) x f
X
. ( ) y f
Y
( ) y x f bye axe
by ax
, .
2 2
2 2
= =

Vy X v Y l c lp

Bi 21.
X.Y trong bi 10 c hm mt xc sut ng thi :
f(x,y)=k(x+y) 0<x<1 ; 0<y<1
Hng s k tm dc t iu kin nh chun:
1=
k=1
Hm mt xc sut bin l :
fX(x)=
fY(y)=
fX(x).fY(y)=(x+1/2)(y+1/2) fX,Y(x,y)
X v Y l 2 bin ngu nhin khng c lp.
Bi 23 :
a, {a<Xsb} {Ysd}
Do X,Y l cc bin ngu nhin c lp nn ta c
P[ a < X s b ,Y sd ] = P[ a < X s b ] . P[ Ysd ]
C
] [ ) (
] [ ) (
y Y P y
x X P x
F
F
Y
X
s =
s =

Xt hm sau :

) ( ) ( ) , ( ) , ( ] , [ ) , ( ) (
, , ,
a b a b Y x X P x x
F F F F F F X X Y X Y X Y X X
= = < s = =
Vy :
P[ d Y b X a s s < , ] = P[ b X a s < ] . P[ d Y s ]
= ( ) ( ) ( a b
F F X X
) . ) (d
FY

16
b, { a sX s b } { c sY sd }
Do X ,Y l cc bin ngu nhin c lp nn
] [ ]. [ }] { } { [ d Y c P b X a P d Y c b X a P s s s s = s s s s (*)
+ P [ b X a s s ] = b X a a X P ] } { } { [ s < =
= ) ( ) ( ) ( ] [ ] [
+
+ = s < + = a b a b X a P X a P
F F F X X X

+ }] { } { [ ] [ d Y c c Y P Y c P s < = = s s
= ) ( ) ( ) ( ] [ ] [
+
+ = s < + = c d c d Y c P Y c P
F F F Y Y Y

Thay vo (*) ta c
)]} ( ) ( ) ( )].[ ( ) ( ) ( {[ }] { } [{
+ +
+ + = s s s s c d c a b a d Y c b X a P
F F F F F F Y Y Y X X X
c, {|X|>a } { d Y s s } = } , { d Y c a X X a s s > <

Ta c X ,Y l 2 bin ngu nhin c lp
] [ ]. [ }] { } { [ d Y c P a X X a P d Y c a X X a P s s > < = s s > < (**)
+ a X X a P ] [ > <
Ta c ({-a<X} {X>a})
c
= } { } { a X a X s s
C })] { } [({ 1 ] [ a X a X P a X X a P s s = > <
= 1 - ] [ ] [ a X P a X P s + s
= 1 - ) ( ) ( a a
F F X X
+
+ d Y c Y c P d Y c P }] { } [{ ] [ s < = = s s
= ) ( ) ( ) (
+
+ c d c
F F F Y Y Y

Thay vo (**) ta c
)) ( ) ( ) ( ))( ( ) ( 1 ( }] { } | [{|
+
+ + = s s > c d c a a d Y c a X P
F F F F F Y Y Y X X

Bi 24:
X v Y l cc bin ngu nhin c lp c phn phi u trong on [0,1]
a.Tnh P[X
2
< 1/2, |Y - 1| < 1/2]

2
1
1
P[X 1/ 2,| Y 1| 1/ 2] P[0 X , 1]
2 2
1 1 1 1
1
P[0 X ]. [ 1] .
2 2 2
2 2 2
Y
P Y
< < = < < < <
= < < < < = =
b. Tnh P[X/2 < 1, Y > 0]
1
[ / 2 1, 0] [0 1/ 2]. [ 0]
2
P X Y P X P Y < > = < < > =

c. Tnh P[XY < 1/2]
d. Tnh P[min(X,Y) > 1/3]
2 2 4
[min( , ) 1/ 3] [ 1/ 3]. [ 1/ 3] .
3 3 9
P X Y P X P Y > = > > = =

Bi 25.
a. , ta c:

Mt khc:
17

Suy ra:

Vy X v Y l c lp (pcm)
b. Ta c:

Trong :

Bi 27.
Vi A = A
1
A
2
v A
1
; A
2
c lp vi nhau
Ta c h thc 4.19 : P[A] = P[A
1
] P[A
2
]
Do cc bin ngu nhin X ; Y c lp khi v ch khi hm phn phi ng thi ca chng bng
tch ca ham mt xc sut bin cu chng :
F
X,Y
(x,y)= F
X
(x) F
Y
(y) vi mi x, y (4.20)
T 4.20 ta o hm 2 v :
f
X,Y
(x,y) = = f
X
(x) f
Y
(y)
y chnh l biu thc 4.21
l iu ta phai chng minh

Bi 28:
Chng minh trong hai h thc sau ci ny c th suy ra t ci kia:
F
X,Y
(x,y) = F
X
(x)F
Y
(y) x, y (1)
f
X,Y
(x,y) = f
X
(x)f
Y
(y) x, y (2)
(1) (2): Ly o hm hai v ca (1) ta c:

18
(2) (1): Ly tch phn 2 v ca (2) ta c:

Bi 31.
Tm ) | ( x y
f
Y
trong bi tp 10
) | ( x y
f
Y
= =
) (
) , (
,
x
y x
f
f
X
Y X

Theo bi 10 ca nhm 10 ta c
d.

=> y x y x
f
Y X
+ = ) , (
,

e. Hm mt bin ca X

Vy:
) | ( x y
f
Y
= =
) (
) , (
,
x
y x
f
f
X
Y X
2
1
+
+
x
y x

Bi 32
Tm
( )
Y
f y x trong bi tp 11
a , ta c
t
1
) , (
,
= y x f
Y X

Nh vy ta c hm mt bin X

Nu -1 < x < 1
Nu x > -1 , x < 1

nu -1<x<1

Nu x >-1 , x<1
Tng t ta cng c hm mt bin ca Y
( )
( )
2
2
1
,
1
,
0
y
X Y
Y
y
f x y dx
f y

( )
2
2
1
,
1
,
( )
0
x
X Y
X
x
f x y dy
f x
2
2
1
2
1
1
1
( ) 2
0
x
X
x
dy x
f x

19
( )
( )
1
2 1
1
2(1 )
0
Y
x
f y x
x
( )
( )
2
2
1
2
,
1
, 1
0
y
X Y
Y
y
f x y dx y
f y

Nh vy ta c

( )
( )
,
,
( )
X Y
Y
X
f x y
f y x
f x
=

=
0
1
1
) (
2
x
x y f
Y
t
nu -1<x<1
b , Ta c hm mt
,
1
( , )
2
X Y
f x y =

Ta c on thng AB : y = x + 1
BC : y = 1 x
CD: y = x 1
AD: y = -x 1

Vy
ta c hm
mt
bin

Nu -1 < x < 0

Nu 0 <x < 1

Nu x khc

Nh vy ta c

Nu -1<x<0

Nu 0 <x <1
Nu x khc

c,
Ta c on thng c dng y = 1- x
Ta c 1
1 1 1 2
0 1 0
1
1 1
0 2 2
2
x
x k
k dxdy k xdx k
k
= = = =
=

Vy hm mt l
,
( , ) 2
X Y
f x y =
Ta c hm mt bin 1
( )
( )
1
1
1
1
1 1
1 1 1
2 2
1 1
( ) 1 1 1
2 2
0
x
x
x
X
x
dy x x x
f x dy x x x
+

= + + + = +
= = + =

20
1
1
( )
0
X
x
dy x
f x
( )
2
0
Y
f y x
x

Nu 0 <x <1

Nu x<0 , x > 1
Suy ra
nu 0<x<1

Nu x <0 , x >1

Bi 33:
,
( , )
( / ) ( / )
( )
X Y
Y Y
X
f x y
d
f y x F y x
dy f x
= = ( I )
M
2 2
1 1 1 2
2
1 1 2 2
,
2
1 2
1
exp . 2 . .
2.(1 )
( , )
2 . . . 1
X Y
x m x m y m y m
f x y
p
p o o o o
t o o p
| |
| | | | | | | |
|
+
| | | |
|
\ . \ . \ . \ .
\ .
=

, ,
( ) ( ', '). ' ( , ).
X X Y X Y
f x f x y dy f x y dy
+ +

= =

2 2
1 1 1 2
2
1 1 2 2
2
1 2
1
exp . 2 . .
2.(1 )
2 . . . 1
x m x m y m y m
p
p o o o o
t o o p
+
| |
| | | | | | | |
|
+
| | | |
|
\ . \ . \ . \ .
\ .
=

2
1
2 1 2
1 2
2 2
1
1
exp . . .( )
2.(1 ).
2 . .(1 )
x y m m
o
p
p o o
t o p

`

)
=
( 1 )
Tng t
,
( ) ( , ).
Y X Y
f y f x y dy
+
=

2
2
2
2 1 2 2
1
2 2
2
1
exp . . .( )
2.(1 ).
2 . .(1 )
y x m m
o
p
p o o
t o p

`

)
=
( 2 )
Th ( 1 ) vo ( I ) ta tm c:
,
( , )
( / ) ( / )
( )
X Y
Y Y
X
f x y
d
f y x F y x
dy f x
= =

2 2
1 1 1 2
2
1 1 2 2
2
1 2
2
1
2 1 2 2
1 2
2 2
1
1
exp . 2 . .
2.(1 )
2 . . . 1
1
exp . . .( )
2.(1 ).
2 . .(1 )
x m x m y m y m
x y m m
p
p o o o o
t o o p
o
p
p o o
t o p
| |
| | | | | | | |
|
+
| | | |
|
\ . \ . \ . \ .
\ .
=

`

Bi 34:
21
O =
O =
Sin Y
Cos X
vi
| |
| |
=
=
1 ; 1
1 ; 1
Y
X

Ta c:
( ) | | | |
s O = s =
1
0
x Cos P x X P x F
X
vi ( )
>
e
s
1
1 ; 1
1
x
x
x

Bi 35:
a,Ta c
| |
1 1
( ) [T x]= [T ] ( )
n n
T i T
i i
F x P P x X i P X i p F t
= =
= s s = = =

Mt khc ta c ( ) 1
t
x t
T
F t e dx e
o o
o

= =

Vy thay vo ta c
( )
1
( ) 1
i
n
x
T i
i
F x p e
o
=
=

Vy ta c hm mt xc sut
1
( )
i
n
x
T i i
i
f x p e
o
o

=
=

b,Tm E[T] v V[T]:

Bi 38
u vo ca X l bin ngu nhin Gauss k vng la 0, ph-ng sai l 1. Du ra ca knh l tng
hp tn hiu ca X v ting n N, N l bin ngu nhin Gauss vi k vng l 0,ph-ng sai l
a, Hm mt xc sut ca Y khi bit X=x

b, Hm mt xc sut ng thi ca X,Y

c, Hm mt xc sut c iu kin ca u vo X
22

Bi 39:
X, Y, Z c hm mt xc sut ng thi f
X,Y,Z
(x,y,z) = k(x + y + z) , , [0,1] x y z e
a. Tm k
1
1 1 1 1 1 2
0 0 0 0 0
0
1
1 1 1 2
0 0 0
0
1
1 2
0
0
( ) 1 ( ) 1
2
1
( ) 1 ( ) 1
2 2 2
3
( 1) 1 1 1
2 2
2
3
z
dx dy k x y z dz dx k x y z k dy
k y
dx k x y dy k x y k dx
x k
k x dx kx k
k

+ + = + + =

+ + = + + =

| |
+ = + = =
|
\ .
=

b. Tm f
Z
(z|x,y)
, ,
,
( , , )
( | , )
( , )
X Y Z
Z
X Y
f x y z
f z x y
f x y
=

Trong :
1
1
2
,
0
0
2 2 2 1
( , ) ( ) ( )
3 3 3 3 2
X Y
z
f x y x y z dz x y z x y

| |
= + + = + + = + +
|
\ .

( )
2
( )
3
( | , )
1
2 1
2
3 2
Z
x y z
x y z
f z x y
x y
x y
+ +
+ +
= =
+ +
+ +

Bi 40.
Mt im X, Y, Z c chn ngu nhin trong hnh cu n v
a. Tm hm mt ng thi bin ca X vY:

Nu :

Nu khc:

b. Tm hm mt bin ca X:
Nu :

Nu khc:

23
c. Cho trc Z, tm hm mt ng thi c iu kin ca X v Y:
Nu :

Nu khc: khng xc nh
d. X, Y, Z c c lp hay khng:

Suy ra X, Y, Z khng c lp

Bi 46:
)! 3 (
! 3 !
) 3 , 2 , 1 (
+
=
n
n
k k k P =
1
3
3
) (

+ cn

a. Hy tm hm xc sut ng thi bin ca(x
1
,x
2
)

)! 3 (
! 2 )! 1 (
) 2 , 1 (
+
+
=
n
n
k k P
b. Hy tm hm xc sut ng thi bin ca(x
1
)
)! 3 (
! 1 )! 2 (
) 1 (
+
+
=
n
n
k P
c. Hy tm hm xc sut ng thi c iu kin ca (x
2
,x
3
) khi bit trc x
1
=m, y m l s
nguyn khng m nh hn hoc bng n
Theo cng thc xc sut c iu kin

)! 2 (
)! 3 (
.
)! 3 (
! 3 !
) 1 (
) 3 , 2 , 1 (
) 1 | 3 , 2 (
+
+
+
=
=
= =
m
m
n
n
m k P
k k k P
m k k k P
Bi 48:
( )
( )
X Y X Y
Z X Y Z
Y X X Y
>
= =

s

TH1 : Z= X-Y
Do X v Y l 2 bin ngu nhin m c lp nn ta c
Hm mt ca Z c dng sau:
,
( ', ') ' '
X Z
Z X Y
F f x y dy dx
+

=

,
0
( ) ( ) ( ', ') '
z Z X Y
d
f Z F z f x z x dx
dz
+
= = +

. .
0
. . . .
x y
e e dx

+

=

2 . .( )
0
. . .
x x z
e e dx

+

=

2 .(2 )
0
. .
x z
e dx
+

=

2 . .2
0
. .
z x
e e dx

=

2 . .2
0
1
. . .
2.
z x
e e

+
=

.
.
2
z
e
=
Nh vy : ( )
Z
z f z
24
TH2:Z=Y-X
Tng t TH1
,
( ', ') ' '
X Z
Z X Y
F f x y dy dx
+ +

=

,
0
( ) ( ) ( ', ') '
z Z X Y
d
f Z F z f x z x dx
dz
+
= = +

. .
0
. . . .
x y
e e dx

+

=

2 . .( )
0
. . .
x x z
e e dx

+
+
=

2 .(2 )
0
. .
x z
e dx
+
+
=

2 . .2
0
. .
z x
e e dx

+

=

2 . .2
0
1
. . .
2.
z x
e e

+
=
.
.
2
z
e

=
Nh vy : ( )
Z
z f z

Bi 49:
X v Y l 2 BNN c lp phn phi u trn khong [-1,1]
Ta c:
( )
( )
( ) xy y x f
y y f
x x f
Y X
Y
X
=
=
=
,
,

Hm mt ca Y X Z . = l:
( ) ( )
z t z dt
t
z
t
dt
t
z
t f z F
dz
d
z f
Y X Z Z
2 . .
,
1
1
1
1
1
1
,
= =
|
.
|
\
|
= =

Vy ( ) z z f
Z
2 =

Bi 50.
Chng minh rng X/Y l BNN Cauchy
Xc nh hm ph W=Y
Cc bin X v Y khi lien h vi V,W bi X V W = v Y=W
Jacobian ca php bin ngc l
( )
( , w)
2
0
1
V
W W
J v W = =
Do
,
( , ) ( ). ( )
X Y X Y
f x y f x f y = ,hm mt ng thi ca V v W khi :
25
2
0
1
2 2
,
.
2
( , w)
1
2 .
2
W V
V W
W
e
f v
t
| |
| |
+ |
|
|
\ . \ .
| |
|
\ .
=
| |
I
|
\ .

Hm mt ca V tm c bng cch ly tch phn hm mt ng thi theo W :
2
1
0
1
2 2
0
1 w
( ) . . . w
1
2
. ( )
2
v
V
f v e d
t
| |
| |
+ |
|
|
\ . \ .
| |
=
|
\ .
I

Nu t
( )
2
w 1
2
w
v
| |
= +
|
\ .

( )
( )
( )
1
2
0
'
0
1
2
2
1
( ) ' . '
1
2
1 . (1)
( )
1
.
1
2
(1) 1 ( )
1
1
2
w
V
V
V
v
f v w e dw
v
f v
f v
v
t
t
t
t
+
=
| |
I
|
\ .
+ I

=
| |
I
|

\ .

I = =
`
+
| |

I =
|
\ .

X
Y
l bin ngu nhin Cauchy.
Bi 51:
2 bin ngu nhin X,Y c hm mt ng thi:
fX,Y(x,y)=2 0yx<
t y = z x
0 z x x
z/2 x z
Hm mt xc sut ca Z= X +Y l :
fZ(z)= = = =(z/2)
Bi 53
a,Tm hm mt xc sut ng thi ca cc hm sau :
3 2 1
2 1
1
X X X W
X X V
X U
+ + =
+ =
=

Ta c ma trn
3
2
1
.
1 1 1
0 1 1
0 0 1
X
X
X
W
V
U

26
V W X
U V X
U X
=
=
=
3
2
1

Ma trn Jacibian ca php bin i ngc l :
=
1 1 0
0 1 1
0 0 1
| | = 1
Ta c hm mt xc sut ng thi c xc nh theo cng thc sau
| ) , , ( |
)) , , ( ); , , ( ); , , ( (
) , , (
3 2 1
, ,
, ,
z y x
w v u h w v u h w v u h
w v u
f
f
Z Y X
W V U
=

=
| ) , , )( | )). , , ( ); , , ( ); , , ( (
3 2 1
, ,
w v u w v u h w v u h w v u h
f
Z Y X

Ta c vi
3 2 1
, , X X X l cc bin ngu nhin c hm phn phi ng thi Gauss
t t 2
) , , (
)
2
1
. 2 (
3 2 1
, ,
2
3 2 1
2
2
2
1
3 2 1
e
f
x x x x x
X X X
x x x
+ +
= (*)
Do hm mt xc sut ca U,V,W l
) , , ( ) , , (
3 2 1 3 2 1
, ,
3 2 1
, ,
v w u v u x x x
f f
X X X X X X
=
Bng vic thay th x,y,z bi u,v,w trong bin ly tha i n
] ) (
2
1
) .( 2 ) ( ) [(
2 2 2
w v v u u v u u + + + + +

] ) 2 2 (
2 2
3
) 2 2 [(
]
2 2
2 2 2 [
2
2 2
2 2
2 2 2 2
vw uv
w
v u
vw
w v
u uv uv v u u
+ + + + =
+ + + + + =

Thay vo ( * ) ta c
t t t t 2 2
) , , (
] ) 2 2 (
2 2
3
) 2 2 [( )
2
1
. 2 (
3 2 1
, ,
2
2 2 2
3 2 1
2
2
2
1
3 2 1
e e
f
vw uv
w
v u x x x x x
X X X
x x x
+ + + + + +
= =

Bi 54:
Hm mt xc sut ng thi ca X
1
v X
2
l:

1 2
1 2 1 2
( ) 2
, 1 2 1 2
( , ) ( ). ( )
x x
X X X X
f x x f x f x e

+
= =
vi x
1
,x
2
0
1 2
1 2 1 2
2 2
2
X X
M X X M X M X
+
= + = =

Thay vo V ta c:
( ) ( )
2 2
1 2 2 1
2 2
1 2
1 2 1 2
2 2
2 2
2 2
X X X X
X M X M
V V
X X V X V X

| | | |
+
| |
+
\ . \ .
= =
= = +

27
1 1
1 2
( 2 ) 2
, 1 1 1 1
2 2 2 2
1 1
( ) ( , 2 )
x M x
M X X
M M
f M f x M x dx e dx
e dx e x
= =
= =

1 1
1 2
1 1 1
( 2 ) 2
, 1 1 1 1
2
2 ( ) 2 2 2
1 1
( ) ( , 2 )
1
( 2 )
2
2 4
x x V
V X X
x V x x
V V
f V f x x V dx e dx
e dx e d x e
e e

= =
| |
= = =
|
\ .

Bi 55.
a.
b. V X v Y l nhng bin ngu nhin m c lp nn:

Bi 56.
X,Y l bin ngu nhin Gauss ng thi m = 0, 1 o =
, X Y
p p =
=> Hm mt xc sut ng thi ca x,y l
2 2
2
,
2
1
exp( [( 2 ]
2(1 )
( , )
2 1
x y
x xy y
p
f x y
p
p
t
+

, x y < <
Do
1 2 3
o o o = = =1

1 2 3
m m m = = =0
2
4
u X
v Y
=
=

4
X u
Y v
=
=

=> |J(v,u)|=def
x x
v u
y y
v u

c c

c c

c c

c c
= det
3 4
1
0........
2
1
....0
4
u
v

=
3 4
1
8 u v

=> Hm mt ng thi ca v,u l
Fv,u(v,u)=
, 1 2
( ( , ), ( , ) | ( , )
x y
f h v u h v u J u v
28
4
2
3 4
1 1
exp( ( 2 )
2(1 )
8
u u v v
u v
p
p
= +

Vi x = h1(v,u)= u
y = h2(v,u) =
4
v

Bi 57.
Ta c hm phn phi xc sut ng thi ca hm
Z = X
1
X
2
X
3
L: F
Z
=

= v l cc bin c lp v phn phi u trn (0;1)
Do vy hm mt xc sut ng thi ca hm cho l
f
Z
(z) = =
Bi 58:
t U
2
= X
2
+ Y
2
ta c: Y
2
= U
2
X
2
=> Y =
Suy ra:
V X, Y l nhng BNN Gauss c lp nn:

Khi :

Lc ny: R = . Tng t ta c: U
2
= R
2
Z
2
=> U =

Bi 59 :
a. tm ( )
2
X Y E

+

( )
( ) ( ) ( )
( ) ( ) ( )
2
2 2
' ' ' ' ' ' ' ' ' ' ' ' ' ' ' '
, , ,
' ' ' ' ' ' ' '
,
' ' ' '
2 .
, 2 . , ,
2 . ,
2 .
X Y X Y X Y
X Y X Y
X Y E X X Y Y
x f x y dy dx x y f x y dy dx y f x y dy dx
dx x y f x y dy dx y y dy
E X E X Y E Y
E
x f x f
++ ++ ++

++
+ +

+ = + + =
= + +
= + +
= + +

b. phng sai ca (X+Y).

29

( ) ( )
( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( )
2
2
2
2 2
2 2
2 2
2 2
2 2
2 .
2 . 2 .
2 .
2 .
2 .
2 .
X Y E X Y E X Y
E X X Y Y E X E Y
E X E X Y E Y E X E X E Y E Y
E X E X E X Y E Y E Y
V X E X Y V Y
V
E X E Y
E X E Y

+ = + +
= + + +
= + + + +
= + +
= + +

c. phng sai ca tng bng tng cc phng sai ring bit
trong trng hp X,Y l cc bin ngu nhin c lp.

| | ( ) ( )
( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( ) ( )
| | ( ) ( ) ( ) | |
| | ( ) ( ) ( ) ( ) | |
| | | |
2 2
2
2 2
2 2
2 2
2 2
2 2
2 .
2 . 2 .
2 .
2 .
2 .
2 .
2 .
2 .
X Y E X Y E X Y
E X X Y Y E X E Y
E X E X Y E Y E X E X E Y E Y
E X E X E X Y E Y E Y
V X E X Y V Y
V X E X E Y V Y
V X V Y
V
E X E Y
E X E Y
E X E Y

+ = + +

= + + +

= + + + +

= + +

= + +
= + +
+ =

Bi 61:
Do X,Y l c lp
=>
4
1
.
2
) ( ). ( ) , (
2
,
2
t
e
f f f
x
y x y x
Y X Y X
= =
Vy
E[ Y
X
2
]= dxdy
x
y
e
x
4
1
.
2
. .
3
1
2
2
2

t

= dx
x
dx
x
e x
y
e x

=
2
2
3
1
2
2
2
2
2
.
2 64
1
|
2
.
2
.
4
1
t t

t I= dx
x
e x
2
2
2
.

do l hm chn nn
2 2
2
1
. 4
2 . 2
0
3
2
2
2
t
t
= = =

dx
x
I
e x
=> 2 2 .
2 64
1
] [
2
t
t
= Y E
X

30
Bi 66:
H s tng quan v hip phng sai ca hai bin ngu nhin X,Y trong bi 11:
f(x,y)=k
a. Trng hp 1 k=1/
Gi s l bin ngu nhin c phn phi u trn (0,2).Gi s X=cos ,Y=sin .T
v d 4.42,ta c X,Y l 2 bin ngu nhin ph thuc v khng tng quan,E[X]=E[Y]=0
E[XY]=0 COV(X,Y)=E[XY]-E[Y].E[X]=0
b.Trng hp 2:
+Vi -1x0 v 0y1,khi k=
Tng quan ca X v Y l: E[XY]=
=
=0- .(1/4-2/3+1/2)= (3/4-2/3)=-1/48
C:
E[Y l x]=
E[Y] =

E[ =

VAR[Y]=E[

C:
E[X l y]=
E[X]=

E[
VAR[X]=E[
Hip phng sai:

H s tng quan c cho bi:
pX,Y=
+ Vi -1 , -1y0 ,khi k= :
31
=
=0- .(1/4-2/3+1/2)= (3/4-2/3)=-1/48
C:
E[Y l x]=

E[Y] =

E[ =

VAR[Y]=E[

C:
E[X l y]=

E[X]=

E[
VAR[X]=E[
Hip phng sai:

pX,Y=

+ Vi 0
=
=1/48
C:
32
E[Y l x]=

E[Y] =

E[ =

VAR[Y]=E[

C:
E[X l y]=

E[X]=

E[
VAR[X]=E[
Hip phng sai:

pX,Y=

+ Vi 0x1 , 0y1 , k=1/2 :
=
=1/48
C:
E[Y l x]=

E[Y] =
33

E[ =

VAR[Y]=E[

C:
E[X l y]=

E[X]=

E[
VAR[X]=E[
Hip phng sai:

pX,Y=
c.Trng hp 3 :
+ Vi 0x1 , 0y1 , k=2 :
=
=1/12
C:
E[Y l x]=

E[Y] =

E[ =

VAR[Y]=E[
34

C:
E[X l y]=

E[X]=

E[
VAR[X]=E[
Hip phng sai:

pX,Y=
Bi 68:
Hon thnh nt cc tnh ton v d 4.43
Ta c v

Bi 69:
X l u vo ca mt knh thng tin. X nhn gi tr 1 vi cc kh nng nh nhau. Gi s u ra
ca knh l Y = X + N, vi N l bin ngu nhin Laplace vi hm mt :
| |
1
( )
2
z
N
f z e z
o
o

= < < +
Tm h s tng quan gia X v Y.
E[X] = 0
VAR[X] = E[X
2
] = 1
Y = X + N E[Y] = E[X + N] = E[X] + E[N] = 0 (do N l BNN Laplace)
| | | | ( )
| | | |
2 2
2 2
2 2
2
VAR Y E Y E Y E Y E X N
2
E X 2E XN E N 1 2E XN
o

= + = = +

= + + = + +

H s tng quan gia X v Y
| | | |
2
2 2
[ ] [ ] [ ] [ ] [ ] 1 [ ]
=
( ) ( ) 2 2
1 2E XN 1 2E XN
E XY E X E Y E X E XN E XN
VAR X VAR Y
p
o o
+ +
= =
+ + + +

Bi 70.
Cho: V = aX + bY + c
35
a. Ta c:

Mt khc:

Suy ra:

b. Ta c:
U, W l cc bin ngu nhin Gauss c lp k vng 0, phng sai 1.

Hm c trng ca X v Y l:

Do U v W c lp:

Suy ra:

Bi 71:
X,Y l dng bin i ca cc bin ngu nhin Gauss c lp,v,w
Hm c trng ng thi
w
2
v
X

=
w
2
v
Y
+
=
(w w )
1 2
(w , w ) ( )
, 1 2
j x y
E e
X Y
o
+
=

w w
(w ( ) w ( )
1 2
2 2
( )
v v
j
E e
+
+
=

w +w w -w
1 2 1 2
[ ( ) ( )]
2 2
( )
j v u
E e
+
=

v,w l BNN Gauss
w w w w
1 2 1 2
(w , w ) ( ) ( )
w
, 1 2
2 2
-
v
X Y
o o o
+
= +

2 2
w w w w
1 1
1 2 1 2
( ) ( )
2 2 2 2
-
e e
+

=
36

2 2
1
((w +w ) (w -w )
1 2 1 2
4
e
+
=
2 2
w w
1
1 2
( )
2
e
+

b, Tm
2
[ ] E X Y
3
2
, 1 2)
3 2
1 2
w 0,w 0
1 2
[ ] (w ,w
w w
|
x y
E X Y
j
o
= =
c
=
c c

3
3 2
1 2
1
2 2
(w w )
1 2
2
w w
e
j
+
c
=
c c

2 2
2 2 2 2
1 w 1 2 w 1
1 1
2 2 2 2
(w w ) (w w )
1 2 1 2
2 2
1 1
'
(w 1) [ (w w ) (w 1)
2
'
e e
j
+ +
= + +
2
1 2
1
2 2
(w w )
1 2
2
w 0,w 0
1 2
1
(w 1) ( w ) | e
j
+
= =
=
2
[ ] 0 E X Y =
c, X' = X+a Y' = Y + b

w
'
2
v
X a
= +
w
'
2
v
Y b
+
= +
(w ' w ')
1 2
(w , w ) ( )
', ' 1 2
j x y
E e
X Y
o
+
=

w w
(w ( ) w ( )
1 2
2 2
( )
v v
j
E e
a b
+
+
=
+ +

w +w w -w
1 2 1 2
[ ( ) ( ) w w ]
1 2
2 2
( )
j v u a b
E e
+ + +
=

-
w
w +w w w
1 2 2 1
( ) ( )
(w w ) (w w )
2 2
1 2 1 2
( ) ( ) ( ) ( )
V j j
j a b j a b
E e E e E e E e
+ +
1 2 2
(w +w )
1 2
2
(w w )
1 2
( )
j a b
E e e
+
=

Bi 74 :
a, Hm sinh xc sut bin ca Y l .
37

( )
( ) ( ) ( ) ( ) ( )
( ) ( )( ) ( )
( ) ( ) ( )( ) ( )( ) ( )( )
( )( )
1 2 1 1 2 2
1 2
2
1 1 2 2 2 1 2 2
2 2 1 2
2 2 2 1 2 1 2 2 1 2 1
2 2
. . . .
1
.
1 1 1 1
1
1 1 1
1
1 1 . 1 1 . 1
1 1
1
.
.
. .
Y
z z z z
z
z z z z z
z z z
z z z z z z z
z
G Z
dz e dz e e
e e e dz
e e e dz e e dz
e
o | o | | |
o |
o o | o
o |
o | o | o | o |
o |
+ +
+
+ +
+ +

+

+ +
+ + +

+
=
= =
=
= =
=

Tng t ta c hm sinh xc sut bin ca X l.
( )
1 X
G Z =

( ) ( ) ( ) ( )( ) 1
1 1 2 2 2 1 1
1 1 1 1
2
z z z z z
e dz e
o o | o |
+
+ + +
= =

X,Y l bin ngu nhin poisson vi
2 2
1 1
o o |
o o |
= +
= +

b. Hm sinh xc sut ca :Z=X+Y l.

( ) ( ) ( ) ( )
( )( ) 1
1 2 1 2 1 2
2 2 1
1
1
, ,
Z X Y X Y
z
z
G Z Z G Z Z G Z G Z e e
o |
o |
| | | |
| |
\ .\ .
+
+
+
= = + = +
Do X,Y l bin ngu nhin poisson nn Z=X+Y cng l Bin ngu nhin poisson.

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Chng 04 Xc sut thng k

c, {|X|>a } { d Y s s } = } , { d Y c a X X a s s > <

Chng 04 Xc sut thng k

Chng 04 Xc sut thng k

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