设随机变量X,Y服从均匀分布(0,3)求E[min(X,Y)]
人气:285 ℃ 时间:2019-11-19 11:30:25
解答
记Z=min(X,Y)],X分布函数F1(x),Y分布函数F2(y),F1=F2Z分布函数F(z)=P[Zz]=1-P[min(X,Y)>z]=1=P[X>z,Y>z]=1-P(X>z)P(Y>z)=1-[1-F1(z)][1-F2(z)]=2F1(z)-F(z)^2在两边求导,求出Z的密度函数,然后E(min(x,y))就可以...
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