设(X,Y)的概率密度f(x)=
{12y2,0≤y≤x≤1;
{0,其他
求:(1)关于X、Y的边缘概率密度fX(x),fY(y);
(2)E(X),E(Y);
(3)E(XY);
(4)E(X2+Y2).
(1)fX(x)=∫+∞-∞f(x,y)dy= {∫x012y2dy,0≤x≤1; {0, 其他. = {4x3,0≤x≤1; {0, 其他. fY(y)=∫+∞-∞f(x,y)= {∫1y12y2dx,0≤y≤1; {0, 其他. = {12y2(1-y),0≤y≤1; {0, 其他. (2)E(X)=∫+∞-∞)xfX(x)dx=∫10x•4x3dx=4/5. E(Y)=∫+∞-∞yfY(y)dy=∫10•12y2(1-y)dy =12∫10y3dy-12∫10y4dy=3/5. (3)E(XY)=∫+∞-∞∫+∞-∞xyf(x,y)dxdy =∫10dx∫x012y2dy=∫103x5dx=1/2. (4)E(X2+Y2)=∫+∞-∞∫+∞-∞(x2+y2)f(x,y)dxdy =∫10dx∫x0(x2+y2)•12y2dy =∫10[4x5+(12/5)x5)dx =(32/5)•1/6x6|01=16/105