设二维随机变量(X,Y)的概率密度为
f(x,y)=
{e-y,0﹤x﹤y;
0,其他
(1)求(X,Y)分别关于X和Y.的边缘概率密度fX(X),fY(y);
(2)判断X与Y是否相互独立,并说明理由;
(3)计算P{X+Y≤l}.
(1)当x≤0时fX(x)=0 当x﹥0时fX(x)=∫+∞-∞f(x,y)dy=∫+∞xe-ydy=e-x ∴fX(x)= {e-x x﹥0 0 x≤0 当y≤0时fY(y)=0 当y﹥0时fY(y)=∫+∞-∞f(x,y)dy=∫y0 e-ydx=ye-y ∴fY(y)= {ye-y y﹥0 0 y≤0 (2)∵f(x,y)≠fX(x)•fY(y) ∴X与Y不相互独立. (3)P{X+Y≤1}=∫∫x+y≤1f(x,y)dxdy=∫1/20 (∫-xxe-ydy)dx =∫1/20)(e-x-ex-1)dx =e-1+1-2e-(1/2)