3.1.ppt - 第 3 章多维随机变量及其分布 3.1 二维随机变量及其分布 一维随机变量及其分布 多维随机变量及其分布

# 3.1.ppt - 第 3 章多维随机变量及其分布 3.1...

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3.1 二维随机变量及其分布 一维随机变量及其分布 多维随机变量及其分布 由于从二维推广到多维一般无实质性的 困难，我们重点讨论二维随机变量 . 3 章多维随机变量及其分布

3.1.1 二维随机变量定义及其分布函数 由于从二维推广到多维一般无实质性的困难， 故我们重点讨论二维随机变量 . 定义 3.1 设随机试验的样本空间为 , S ) ( ), ( e Y Y e X X 是定义在 S 上的两个随机变量，称 ) , ( Y X 为定义在 S 上的 二维随机变量 二维随机向量 . 注： 一般地， n 个随机变量的整体 ) , , , ( 2 1 n X X X X n 维随机变量 随机向量 .

1 设二维随机变量 ) , ( Y X 的分布函数为 , 3 arctan 2 arctan ) , ( y C x B A y x F ,  x ,   x (1) 试确定常数 ; , , C B A (2) 求事件 } 3 0 , 2 {  Y X 的概率 .

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