3,4

}FXY ( x, y ) = Pr{X x, Y y

) 2 FXY ( x, y
= ) f XY ( x, y
xy

f XY ( x, y ) dx

f XY ( x, y ) dy

= ) fY ( y

= )fX ( x

)(:

) f XY ( x, y ) = f X |Y ( x | y ) fY ( y ) = fY | X ( y | x ) f X ( x
) f XY ( x, y
)fX ( x

= ) fY | X ( y | x

) f XY ( x, y
;
) fY ( y

= ) f X |Y ( x | y

X  
:

E [ X | Y = ] = f X |Y ( | ) d

FXY (, ) = 1

FXY ( , y ) = FXY ( x, ) = 0

) FXY ( x, ) = FX ( x

) FXY (, y ) = FY ( y

) P{x1 X x 2 , Y y} = FXY ( x 2 , y ) FXY ( x1 , y

) P{X x, y1 Y y 2 } = FXY ( x, y 2 ) FXY ( x, y1

) P{x1 X x 2 , y1 Y y 2 } = FXY ( x 2 , y 2 ) FXY ( x1 , y 2 ) FXY ( x 2 , y1 ) + FXY ( x1 , y1

. .:
1

x, y

f XY ( x, y ) 0

f (x, y )dxdy = 1
XY

:1 X Y - )"( :

) f XY ( x, y ) = f X ( x ) f Y ( y
:2 ' "" f,g:

}) E{g ( X ) f (Y )} = E{g ( X )} E{ f (Y
X,Y" .

mnk = E X n Y k

p mnk = E X n Y k . n + k = p

}
:

nk = E ( X E{X })n (Y E{Y })k

}}E XY {g ( X , Y )} = EY {E X |Y {g ( X , Y ) | Y = y

XY = Cov( X , Y ) = E{( X E{X })(Y E{Y })} = E{XY } E{X }E{Y } = 11

. . XY = 0
)"(.

. . E{XY } = 0 .

E{XY } = m11

XY
XY
2

X Y -:

} Var{X + Y } = Var{X } + 2 Cov( X , Y ) + Var{Y

. . :

} Var{X + Y } = Var{X } + Var{Y

. ..
) (
!

dxdy

(
f (x, y )e

1 x + 2 y

XY

= } ) XY (1 , 2 ) = E{e j ( X + Y
2

p :

d1 d 2

) j (1 x + 2 y

( , )e
1

XY

n+k = p

,
2 =0

1
2

= ) f XY ( x, y

) 1 p XY (1 , 2
= p
j
1n 2k
=

m nk

X Y - ) . f XY ( x, y
:

) V = h( X , Y
) W = g(X ,Y

V: W -
:

) V = h( X , Y
) W = g(X ,Y
:

{(xi , yi )}in=1
:

v
y
w
y

v
x
= ) J (v, w, x, y
w
x

V W - -:

) f XY ( xi , yi
J (v, w, x, y ) x = x , y = y
i

= )fVW (v, w
i =1

1'
X , Y :

1 x < 0, 1 y < 0

0 y < 1
0 x < 1,
elsewhere

A x y
f XY ( x, y ) =
0

. . A
. ) . f X ( x
:
. A :

f (x, y )dxdy = 1
XY

0 0
x 2 1 y 2 1 x 2 0 y 2 0
1 1

f XY (x, y )dxdy = A 0 0 x ydxdy + 11 x ydxdy = A 2 2 + 2 2

0
0
1
1

1 1 A
= A + = = 1
A=2
4 4 2

. X :
1

0 x 1

=x
0
0

= x 1 x 0
1

o.w

1
y2
2 x ydy = 2 x
2
0

0
y2
f X ( x ) = f XY ( x, y )dy = 2 x ydy = 2 x
2

1
0

x 1
x 1

x
f X (x ) =
0

,
) ( , .1

2 ,
X , Y :

) f XY ( x, y ) = h(x ) g ( y
. ) . f X ( x ), f Y ( y
. X , Y" ?
:
.

f (x, y )dy = h(x ) g ( y )dy

XY

= ) f X (x

f XY ( x, y )dx = g ( y ) h( x )dx

= ) fY ( y

g ( y )dy = A

h(x )dx = B

,,

f (x )dx = A h(x )dx = AB = 1

X

, :

) h( x
B
)g(y
= ) fY ( y ) = B g ( y
A

= ) f X ( x ) = A h( x

. ) : f X ,Y ( x, y ) = f X ( x) fY ( y

)h ( x ) g ( y) h ( x ) g ( y
=
) = f X ( x ) fY ( y
AB
B
A

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

".

3 ,
 .~0,2.  cos ,
 sin :
.1 .
 0
.2 .Cov(X,Y)=0
.3 X,Y .

:1

EXY = E [ cos Z sin Z ] = 12 E sin ( Z )

2

= sin ( 2 ) f ( ) d

sin ( 2 ) d = 0
Z

1
2

1
2

1
2

:2

Cov ( X , Y ) = E ( XY ) EX EY
d = 0

1
2

d = 0

EX = E ( cos Z ) = cos
0

1
2

EY = E ( sin Z ) = sin
0

, ,
  0
, .
:3

     
 :

= 0.5
0
2
2

= EY 2 = sin 2 21 d
= 0.5
0
2
= d

1
2

EX 2 = cos 2

2
E ( X 2 Y 2 ) = E ( cos 2 Z sin 2 Z ) = E ( 12 sin ( 2 Z ) ) = 14 E 1 cos2 4 Z = 81

" . , .

 4'
X Y - ":

) f XY ( x, y ) = e ( x + y )u ( x )u ( y
:
. ) . f WZ (w, z

W = X +Y

Z = X Y

. W Z -" ?
:
. :

W Z
2

W +Z
2

=Y

=X

, ) f WZ (w, z "
:

w+ z
w z
= , yi
2
2

= where xi
i

) f XY ( xi , yi
J (w, z, x, y ) x = x , y = y

= ) fWZ (w, z

) (x + y
1 1
y
=
= 2
( x y ) 1 1
y

) (x + y
x
= ) J (w, z , x, y
) (x y
x

) 1 ( x + y
1
w+ z w z
e
u ( x )u ( y ) x= xi , y = yi = e wu
u

2
2
2 2

= ) fWZ (w, z

.
, :

) f WZ (w, z ) = f W (w) f Z ( z
. . " . :
w

1 w
) e dz = we wu ( w
2
w

w 0

= fWZ ( w, z ) dz

= ) fW ( w

' : W ,
) W 0 . . (.
,

1 z
e
2

Z . -
7

1 w
1
e dw = e w

2z
2

= f WZ (w, z )dw

= ) f Z (z

) f WZ (w, z ) f W (w) f Z ( z
,. . ".

5 , "
X"    ~0,  "  ,:

k = 0,1, 2...

k
!k

. P ( N = k ) = e

 ," .   :
. .N
. ) - (.

= E E X N | N

) = E X N | N = k P ( N = k

!k

!k

k =0

= EX k e
k =0

= E X k e
k =0

= E X k e k !
k =0

k
= e E ( X ) k1!

k =0

) = e E ( e X ) = e E ( e j X

= j
2

1 2 2

= e e 2

2
) 12 ( j

= e X ( = j ) = e e

:
   , ~!, :
1 2 2
2

X ( ) = e j e

EX

 " : , ,
:

. X . Y - " " " , X , Y , X2 , Y2 ,

:

( x X )2 2 ( x X )( y Y ) ( y Y )2
1
exp

2
2
XY
Y2
2 1 X
1 2

1
2 X Y

= ) f XY ( x, y

:
.1 X Y- . ..
.2

X | Y Y | X -. ..

.3 X Y- ".

} {

" X . Y - m n = E X n - n . X
:

m
E{ XY } X
+ a X 2 m2 3 X
m2
m2

m
} E { X 2Y } 3 E { XY
m2
where
=a
m2
m4 m22 3
m2
=Z

. . Z

. X . . . Z - } . 2 , X , E X 2Y , E { XY Z
? " :0

odd n
0

mn =
n
1 3 5 even n
.. = Y Z .

 . X

Y - })

({

E AX 2 + BX + C A, B, C .

} {

X Y - . Z - E 2 - X , Y :

.
.

} {

. X Y - . Z - E 2 - X , Y :
.

, X :

E{XY }

} E{XY

m
m
E{Z } = E
= X + aE X 2 m2 3 X
E{X } + a m2 m2 3 E{X } = 0
m2
m2
m2
m2

2 = m2

) X ~ N (0, 2

X + a X 2 2

} E{XY
2

) E ( X 2 Y ) E ( X 2Y
=
3 4 4
2 4

=Z
=a

" :

0
odd n

mn =
n
1 3 5 even n
Z " !

. :

} {

})

=Y Z

({

} E AX 2 + BX + C = AE X 2 + BE{X } + CE{
:

E{ } = E{Y Z } = E{Z } = 0

= { }

} {

E{XY }E X 2

m
E = {X } = E{YX - ZX } = E{XY } -
+ a E X 3 m2 E{X } 3 E X 2




m2
m2
0

= m11 m11 = 0

} {

m
2
m4 m2
=0
m2

2
3

m21 3 m11
m2
m
= m21 11 m3 +
m
m2
2
m4 m22 3
m2

10

{ } { } {

E X 2 = E YX 2 E ZX 2

 X Y - . X

({

})

. E AX 2 + BX + C = 0
.
X Y - E{XY } = 0 ,

m
X m2 3 X
m2
m
m4 m22
m2
2
3

} {

} { }

E X 2Y

=Z

{ } {

E 2 = E (Y Z ) = E Y 2 2 E{YZ } + E Z 2
2

, :

m3
, C = m2
m2

A = 1, B =

where

Z a AX 2 + BX + C

} {
{
= a [A m + 2 ABm

= E Z 2 = a 2 E A 2 X 4 + 2 AX 2 (BX + C ) + ( BX + C ) 2

= + 2 ACm 2 + B m 2 + 2 BCm1 + C 2
2

m
m
= a 2 m4 2
2m22 +
= + m 22
m2
m2

m
= a 2 m4 3 m 22
m2

2
3

2
3

E{XY } = E{Y } = 0
} E{YZ } = aE{YAX 2 + BYX + CY } = AaE {X 2Y

} {

2 E 2 X 2Y
E 2 X 2Y
E 2 X 2Y
2
+
=
E
Y

m32
m32
m32
2
2
2
m4 m2
m4 m2
m4 m2
m2
m2
m2

} { } {

E 2 = E Y2

X Y -" E{XY } = E X 2Y = 0 , . Z = 0
, = Y E{Y } = 0 -:

} E{ 2 } = E {Y 2 } = Var{Y

11

 7
X Y - " ) I A ( x, y

1
x2 + y 2
2

= ) f XY ( x, y

) I A (x, y ) 1- A 0-
( , A}. A = {( x, y ) : xy > 0

. X Y - ?

. X ? Y ?
:
. X Y - .
. . , . X | Y . .
X | Y , ) , y X ,
( .
,
.

. :

x>0
x<0

1
1 12 x 2 12 y 2
1 2 x2
=
e
e
dy
e
,

0
1
1

y2
2

1 2 x2

f X ( x ) = f XY ( x, y )dy = e
e 2 I A ( x, y )dy =

1 2 0
1 2
1 2

1 e 2 x e 2 y dy = 1 e 2 x ,

1
x2
2

= ) f X (x

= dy

1
y2
2

dy = e
0

1
y2
2

X . Y .

12

 8
  . ~0,1 ,~", # , " :B

P ( B = 1) = 1 P ( B = 1) = p, p 0,1
& , ," #, " - . ,'  # ( " ::

B =1

V ,
Y =
Z ,

B = 1
.1
.
.2

X,Y .

.1 '
:

) FY ( ) = P (Y ) = P (Y | B = 1) p + P (Y | B = 1) (1 p
) = P (V ) p + P ( Z ) (1 p
) = p FV ( ) + (1 p ) FZ (
.)* +  ), + : : ' " .:

EV = aEX + b = b
VarV = a 2VarX = a 2
  '~", # .)* +  ), + ::

) FY ( ) = p FV ( ) + (1 p ) FZ ( ) = FZ (
 .
~", #
.2
, " . .- 
. # , - ,&  1:
"  ,' . #  # ( " . # . , .-   . # :&  .1 -
" " , .
, ",

, .

13