设随机变量X与Y均服从正态分布N(μ,σ2),则
Pmax(X,Y)>μ-Pmin(X,Y)<μ=______.
参考答案:0
解析: P{max(X,Y)>μ)-P{min(X,Y)<μ}
=1-P{max(X,Y)≤μ}-[1-P{min(x,y)≥μ}]
=-P{max(X,Y)≤μ}+P{min(X,Y)≥μ}
=-P{X≤μ,Y≤μ}+P{X≥μ,Y≥μ}
=-P{X≤μ}+P{X≤μ,Y>μ}+P{X>μ,Y>μ}
=-P{X≤μ}+P{Y>μ)=
=0.
记“X≤μ”=A,“Y≤μ”=B,显然P(A)”=P(B)=
.
P{max(X,Y)>μ}-P{min(X,Y)<μ}
=1-P{max(X,Y)≤μ)-[1-P{min(x,y)≥μ}]
=-P{max(X,Y)≤μ}+P{min(X,Y)≥μ}
=-P{X≤μ,Y≤μ}+P{X≥μ,Y≥μ}
=-P(AB)+P{X>μ,Y>μ}=-P(AB)+P
=-P(AB)+P
=-P(AB)+1-P(A∪B)
=-P(AB)+1-P(A)-P(B)+P(AB)=1-P(A)-P(B)=1
=0.
本题中没有给出X,Y相互独立的条件,在上述计算中也没有用到相互独立的性质.不过在填空题计算中既然没说独立,显然对X,Y相互独立也是对的.不妨就用独立性质来计算,结果应该是一致的.
P{max(X,Y)>μ}-P{min(X,Y)<μ}
=1-P{max(X,Y)≤μ)-[1-P{min(x,y)≥μ}]
=-P{max(X,Y)≤μ}+P{min(X,Y)≥μ}
=-P{X≤μ,Y≤μ}+P{X≥μ,Y≥μ}
=-P{X≤μ}P{Y≤μ)+P{X≥μ}P{Y≥μ}
=
=0