设离散型二维随机变量(X,Y)的取值为(xi,yj)(i,j=1,2),且P{X=x2}=,P{Y=y1|X=x2}=,P{X=x1|Y=y1}=,试求: (Ⅰ)二维随机变量(X,Y)的联合概率分布; (Ⅱ)条件概率P{Y=yj|X=x1},j=1,2.

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问题 设离散型二维随机变量(X,Y)的取值为(xi,yj)(i,j=1,2),且P{X=x2}=,P{Y=y1|X=x2}=,P{X=x1|Y=y1}=,试求:
(Ⅰ)二维随机变量(X,Y)的联合概率分布;
(Ⅱ)条件概率P{Y=yj|X=x1},j=1,2.

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答案依题意,随机变量X与Y的可能取值分别为x1,x2与y1,y2,且 P{X=x1}=1一P{X=x2}=[*] 又题设P{X=x1|Y=y1}=[*] 于是有P{x=x1|Y=y1}=P{x=x1}, 即事件{X=x1}与事件{Y=y1}相互独立,因而{X=x1}的对立事件{X=x2}与{Y=y1}独立,且{X=x1}与{Y=y1}的对立事件{Y=y2}独立;{X=x2}与{Y=y2}独立,即X与Y相互独立. (Ⅰ)因X与Y独立,所以有P{Y=y1}=P|Y=y1|X=x2}=[*] P{Y=y2}=1一P{Y=y1}=[*] P{X=x1,Y=y1}=P{X=x1}P{Y=y1=[*] P{X=x1,Y=y2}=P{X=x1}P{Y=y2}=[*] P{X=x2,Y=y1}=P{X=x2}P{Y=y1}=[*] P{X=x2,Y=y2}=P{X=x2}P{Y=y2}=[*] 或P{X=x2,Y=y2}=[*] 于是(X,Y)的联合概率分布为 [*] (Ⅱ)因X与Y独立,所以P{Y=yj|X=x1}=P{y=yj},j=1,2,于是有P{Y=y1|X=x1}=P{y=y1}=[*] P{Y=y2|X=x1}=P{Y=y2}=[*]

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