http://120.126.115.57/library/download/collection/exam/graduate/com/com993.pdf
第三題
2
r.v.X ~ N(0,σ)
r.v.Y = a if X>0
b if X<0
2
(1) E(X-Y) = ?
2 1 2 2
我覺得 = σ + ---(a + b ) 但不確定E(XY)是否=0
2
2
(2) find a、b such that E(X-Y) minimized
5. f (x,y) = 8xy 0 < y < x < 1.
XY
r.v.Z = X+Y then P(Z=z)=?
想確認一下
感激不盡
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