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概率论与数理统计公式定理全总结一、概率论公式：1.基本概率公式：对于随机试验E，事件A的概率可以表示为P(A)=事件A的样本点数/所有样本点数。
2.条件概率公式：对于事件A和事件B，若P(B)>，则事件A在事件B发生的条件下的概率可以表示为P(A，B)=P(A∩B)/P(B)。
3.全概率公式：对于互不相容事件A1,A2,...,An，它们的和事件为全样本空间S，且概率P(Ai)>，则对于任意事件B有P(B)=Σ(P(Ai)×P(B，Ai))。
4.贝叶斯公式：对于互不相容事件A1,A2,...,An，它们的和事件为全样本空间S，且概率P(Ai)>，则对于任意事件B，有P(Ai，B)=(P(B，Ai)×P(Ai))/Σ(P(B，Ai)×P(Ai))。
二、数理统计公式：1.期望：随机变量X的期望E(X)=Σ(Xi×P(Xi))，其中Xi为随机变量X的取值，P(Xi)为随机变量X取值为Xi的概率。
2. 方差：随机变量X的方差Var(X) = Σ((Xi - E(X))^2 ×P(Xi))，其中Xi为随机变量X的取值，E(X)为随机变量X的期望，P(Xi)为随机变量X取值为Xi的概率。
3. 协方差：随机变量X和Y的协方差Cov(X,Y) = E((X - E(X))(Y - E(Y)))，其中E(X)和E(Y)分别为随机变量X和Y的期望。
4. 相关系数：随机变量X和Y的相关系数ρ(X,Y) = Cov(X,Y) / √(Var(X) × Var(Y))，其中Cov(X,Y)为随机变量X和Y的协方差，Var(X)和Var(Y)分别为随机变量X和Y的方差。
三、概率论与数理统计定理：1.大数定律：对于独立同分布的随机变量X1,X2,...,Xn，它们的均值X̄=(X1+X2+...+Xn)/n，当n趋向于无穷大时，X̄趋向于X的期望E(X)。
习题2.11.设随机变量X 的分布律为P{X=k}=,k=1, 2,N,求常数a.aN 解:由分布律的性质=1得∑∞k =1p kP(X=1) + P(X=2) +…..+ P(X=N) =1N*=1,即a=1aN 2.设随机变量X 只能取-1,0,1,2这4个值,且取这4个值相应的概率依次为,,求常数c.12c 34c ,58c ,716c 解:12c +34c +58c +716c =1C=37163.将一枚骰子连掷两次,以X 表示两次所得的点数之和,以Y 表示两次出现的最小点数,分别求X,Y 的分布律.注: 可知X 为从2到12的所有整数值．可以知道每次投完都会出现一种组合情况，其概率皆为(1/6)*(1/6)=1/36，故P(X=2)=(1/6)*(1/6)=1/36(第一次和第二次都是1)P(X=3)=2*(1/36）＝1/18(两种组合(1,2)(2,1))P(X=4)=3*(1/36）＝1/12(三种组合(1,3)(3,1)(2,2))P(X=5)=4*(1/36）＝1/9(四种组合(1,4)(4,1)(2,3)(3,2))P(X=6)=5*(1/36＝5/36(五种组合(1,5)(5,1)(2,4)(4,2)(3,3))P(X=7)=6*(1/36)＝1/6(这里就不写了,应该明白吧)P(X=8)=5*(1/36)＝5/36P(X=9)=4*(1/36)＝1/9P(X=10)=3*(1/36)＝1/12P(X=11)=2*(1/36)＝1/18P(X=12)=1*(1/36)＝1/36以上是X 的分布律投两次最小的点数可以是1到6里任意一个整数,即Y 的取值了.P(Y=1)=(1/6)*1=1/6 一个要是1,另一个可以是任何值P(Y=2)=(1/6)*(5/6)=5/36 一个是2,另一个是大于等于2的5个值P(Y=3)=(1/6)*(4/6)=1/9 一个是3,另一个是大于等于3的4个值P(Y=4)=(1/6)*(3/6)=1/12一个是4,另一个是大于等于4的3个值P(Y=5)=(1/6)*(2/6)=1/18一个是5,另一个是大于等于5的2个值P(Y=6)=(1/6)*(1/6)=1/36一个是6,另一个只能是6以上是Y 的分布律了.4.设在15个同类型的零件中有2个是次品,从中任取3次,每次取一个,取后不放回.以X 表示取出的次品的个数,求X 的分布律.解:X=0,1,2X=0时,P=C 313C 315=2235X=1时,P=C 213∗C 12C 315=1235X=2时,P=C 013∗C 22C 315=1355.抛掷一枚质地不均匀的硬币,每次出现正面的概率为,连续抛掷8次,以X 表示出现正面的次数,求23X 的分布律.解:P{X=k}=, k=1, 2, 3, 8C k 8(23)k (13)8‒k 6.设离散型随机变量X 的分布律为X -123P141214解:求P {X ≤12}, P {23<X ≤52}, P {2≤X ≤3}, P {2≤X <3}P {X ≤12}=14P {23<X ≤52}=12P {2≤X ≤3}=12+14=34P {2≤X <3}=127.设事件A 在每一次试验中发生的概率分别为0.3.当A 发生不少于3次时,指示灯发出信号,求:(1)进行5次独立试验,求指示灯发出信号的概率;(2)进行7次独立试验,求指示灯发出信号的概率.解:设X 为事件A 发生的次数,(1)P {X ≥3}=P {X =3}+P {X =4}+P {X =5}=C 35(0.3)3(0.7)2+C 45(0.3)4(0.7)1+C 55(0.3)5(0.7)0=0.1323+0.02835+0.00243=0.163(2) P{X≥3}=1‒P{X=0}‒P{X=1}‒P{X=2}=1‒C07(0.3)0(0.7)7‒C17(0.3)1(0.7)6‒C27(0.3)2(0.7)5=1‒0.0824‒0.2471‒0.3177=0.3538.甲乙两人投篮,投中的概率分别为0.6,0.7.现各投3次,求两人投中次数相等的概率.解:设X表示各自投中的次数P{X=0}=C03(0.6)0(0.4)3∗C03(0.7)0(0.3)3=0.064∗0.027=0.002P{X=1}=C13(0.6)1(0.4)2∗C13(0.7)1(0.3)2=0.288∗0.189=0.054P{X=2}=C23(0.6)2(0.4)1∗C23(0.7)2(0.3)1=0.432∗0.441=0.191P{X=3}=C33(0.6)3(0.4)0∗C33(0.7)3(0.3)0=0.216∗0.343=0.074投中次数相等的概率= P{X=0}+P{X=1}+P{X=2}+P{X=3}=0.3219.有一繁忙的汽车站,每天有大量的汽车经过,设每辆汽车在一天的某段时间内出事故的概率为0.0001.在某天的该段时间内有1000辆汽车经过,问出事故的次数不小于2的概率是多少?(利用泊松分布定理计算)解:设X表示该段时间出事故的次数,则X~B(1000,0.0001),用泊松定理近似计算=1000*0.0001=0.1λP{X≥2}=1‒P{X=0}‒P{X=1}=1‒C01000(0.0001)0(0.9999)1000‒C11000(0.0001)1(0.9999)999=1‒e‒0.1‒0.1e‒0.1=1‒0.9048‒0.0905=0.004710.一电话交换台每分钟收到的呼唤次数服从参数为4的泊松分别,求:(1)每分钟恰有8次呼唤的概率;(2)每分钟的呼唤次数大于10的概率.解: (1) P{X=8}=P{X≥8}‒P{X≥9}=0.051134‒0.021363=0.029771(2) P{X>10}=P{X≥11}=0.002840习题2.21.求0-1分布的分布函数.解:F(x)={0, x<0q, 0≤x<11,x≥12.设离散型随机变量X的分布律为:3 OF 18X -123P0.250.50.25求X 的分布函数,以及概率,.P {1.5<X ≤2.5} P {X ≥0.5}解:當x <‒1時,F (x )=P {X ≤x }=0;當‒1≤x <2時,F (x )=P {X ≤x }=P {X =‒1}=0.25;當2≤x <3時,F (x )=P {X ≤x }=P {X =‒1}+P {X =2}=0.25+0.5=0.75;當x ≥3時,F (x )=P {X ≤x }=P {X =‒1}+P {X =2}+P {X =3}=0.25+0.5+0.25=1;则X 的分布函数F(x)为:F (x )={0, x <‒10.25, ‒1≤x <20.75, 2≤x <31, x ≥3P {1.5<X ≤2.5}=F (2.5)‒F (1.5)=0.75‒0.25=0.5 P {X ≥0.5}=1‒F (0.5)=1‒0.25=0.753.设F 1(x),F 2(x)分别为随机变量X 1和X 2的分布函数,且F(x)=a F 1(x)-bF 2(x)也是某一随机变量的分布函数,证明a-b=1.证: F (+∞)=aF (+∞)‒bF (+∞)=1,即a ‒b =14.如下4个函数,哪个是随机变量的分布函数:(1)F 1(x )={0, x <‒212, ‒2≤x <02, x ≥0(2)F 2(x )={0, x <0sinx, 0≤x <π1, x ≥π(3)F 3(x )={0, x <0sinx, 0≤x <π21, x ≥π2(4)F 4(x )={0, x <0x +13, 0<x <121, x ≥125.设随机变量X 的分布函数为F(x) =a+b arctanx ,‒∞<x <+∞,求(1)常数a,b;(2) P {‒1<X ≤1}解: (1)由分布函数的基本性质 得:F (‒∞)=0,F (+∞)=1{a +b ∗(‒π2)=0a +b ∗(π2)=1of backbone backbone role; to full strengthening members youth work, full play youth employees in company development in the of force role; to improve independent Commission against corruption work level, strengthening on enterprise business key link of effectiveness monitored. , And maintain stability. To further strengthen publicity and education, improve the overall legal system. We must strengthen safety management, establish and improve the education, supervision, and evaluation as one of the traffic safety management mechanism. To conscientiously sum up the Olympic security controls, promoting integrated management to a higher level, higher standards, a higher level of development. Employees, today is lunar calendar on December 24, the ox Bell is about to ring, at this time of year, we clearly feel the pulse of the XX power generation company to flourish, to more clearly hear XX power generation companies mature and symmetry breathing. Recalling past one another across a railing, we are enthusiastic and full of confidence. Future development opportunities, we more exciting fight more spirited. Employees, let us together across 2013 full of challenges and opportunities, to create a green, low-cost operation, fullof humane care of a world-class power generation company and work hard! The occasion of the Spring Festival, my sincere wish that you and the families of the staff in the new year, good health, happy, happy5 OF 18解之a=, b=121π(2)P {‒1<X ≤1}=F (1)‒F (‒1)=a +b ∗π4‒(a +b ∗‒π4)=b ∗π2=12(将x=1带入F(x) =a+b arctanx )注: arctan 为反正切函数,值域(), arctan1=‒π2,π2 π46.设随机变量X 的分布函数为F (x )={0, x <1lnx, 1≤x <e1, x ≥e求P {X ≤2},P {0<X ≤3},P {2<X ≤2.5}解: 注: P {X ≤2}=F(2)=ln2 F(x)=P {X ≤x }P {0<X ≤3}=F (3)‒F (0)=1‒0=1;P {2<X ≤2.5}=F (2.5)‒F (2)=ln2.5‒ln2=ln2.52=ln1.25习题2.31.设随机变量X 的概率密度为:f (x )={acosx, |x |≤π20, 其他.求: (1)常数a; (2);(3)X 的分布函数F(x).P {0<X <π4}解:(1)由概率密度的性质∫+∞‒∞f (x )dx =1,∫π2‒π2acosxdx =a sinx |π2‒π2=asin π2‒asin (‒π2)=asin π2+asin π2=a +a =1A =12(2)P {0<X <π4}=(12)sin(π4)‒(12)sin (0)=12∗22+12∗0=24一些常用特殊角的三角函数值正弦余弦正切余切0010不存在π/61/2√3/2√3/3√3π/4√2/2√2/211of backbone backbone role; to full strengthening members youth work, full play youth employees in company development in the of force role; to improve independent Commission against corruption work level, strengthening on enterprise business key link of effectiveness monitored. , And maintain stability. To further strengthen publicity and education, improve the overall legal system. We must strengthen safety management, establish and improve the education, supervision, and evaluation as one of the traffic safety management mechanism. To conscientiously sum up the Olympic security controls, promoting integrated management to a higher level, higher standards, a higher level of development. Employees, today is lunar calendar on December 24, the ox Bell is about to ring, at this time of year, we clearly feel the pulse of the XX power generation company to flourish, to more clearly hear XX power generation companies mature and symmetry breathing. Recalling past one another across a railing, we are enthusiastic and full of confidence. Future development opportunities, we more exciting fight more spirited. Employees, let us together across 2013 full of challenges and opportunities, to create a green, low-cost operation, full of humane care of a world-class power generation company and work hard! The occasion of the Spring Festival, my sincere wish that you and the families of the staff in the new year, good health, happy, happy(3)X 的概率分布为:F (x )={0, x <‒π212(1+sinx ), ‒π2≤x <π21, x ≥π2 2.设随机变量X 的概率密度为f (x )=ae ‒|x |, ‒∞<x <+∞,求: (1)常数a; (2); (3)X 的分布函数. P {0≤X ≤1}解:(1),即a=∫+∞‒∞f(x)dx =∫0‒∞ae x dx +∫+∞ae ‒x dx =a +a =112(2)P {0≤X ≤1}=F (1)‒F (0)=12(1‒e ‒1)(3)X 的分布函数F (x )={12e x, x ≤01‒12e ‒x, x >03.求下列分布函数所对应的概率密度:(1)F 1(x )=12+1πarctanx , ‒∞<x <+∞;解:(柯西分布)f 1(x )=1π(1+x 2)(2)F 2(x )={1‒e ‒x 22, x >00, x ≤0π/3√3/21/2√3√3/3π/210不存在0π-1不存在7 OF 18解:(指数分布) f 2(x )={x e ‒x 22, x >00, x ≤0(3)F 3(x )={0, x <0sinx , 0≤ x ≤π21, x >π2解: (均匀分布)f 3(x )={cosx , 0≤ x ≤π20, 其他4.设随机变量X 的概率密度为f (x )={x, 0≤x <12‒x, 1≤ x <20, 其他.求: (1); (2)P {X ≥12} P {12<X <32}.解:(1)P {X ≥12}=1‒F (12)=1‒1222=1‒18=78(2)(2)P {12<X <32}=F(32)‒F(12)=(2∗32‒1‒3222)‒(3222)=345.设K 在(0,5)上服从均匀分布,求方程(利用二次式的判别式)4x 2+4Kx +K +2=0有实根的概率.解: K~U(0,5)f (K )={15 , 0≤x ≤50, 其他方程式有实数根,则Δ≥0,即(4K)2‒4∗4∗(K +2)=16K 2‒16(K +2)≥02≤K ≤‒1故方程有实根的概率为:P {K ≤‒1}+P {K ≥2}=∫5215dx =0.66.设X ~ U(2,5),现在对X 进行3次独立观测,求至少有两次观测值大于3的概率.解:P {K >3}=1‒F (3)=1‒3‒25‒2=23至少有两次观测值大于3的概率为:C 23(23)2(13)1+C 33(23)3(13)0=20277.设修理某机器所用的时间X 服从参数为λ=0.5(小时)指数分布,求在机器出现故障时,在一小时内可以修好的概率.解: P {X ≤1}=F (1)=1‒e‒0.58.设顾客在某银行的窗口等待服务的时间X(以分计)服从参数为λ=的指数分布,某顾客在窗口等待159 OF 18服务,若超过10分钟,他就离开.他一个月要到银行5次,以Y 表示他未等到服务而离开窗口的次数.写出Y 的分布律,并求P {Y ≥1}.解:“未等到服务而离开的概率”为P {X ≥10}=1‒F (10)=1‒(1‒e‒15∗10)=e ‒2P {Y =k }=C k 5(e ‒2)k(1‒e ‒2)5‒k , (k =0,1,2,3,4,5)Y 的分布律:Y 012345P0.4840.3780.1180.0180.0010.00004P {Y ≥1}=1‒P {Y =0}=1‒0.484=0.5169.设X ~ N(3,),求:22(1);P {2<X ≤5}, P {‒4<X ≤10}, P {|X |>2}, P {X >3}(2).常数c,使P {X >c }=P {X ≤c }解: (1)P {2<X ≤5}=Φ(5‒32)‒Φ(2‒32)=Φ(1)‒[1‒Φ(12)]=0.8413‒(1‒0.6915)=0.5328P {‒4<X ≤10}=Φ(10‒32)‒Φ(‒4‒32)=Φ(3.5)‒[1‒Φ(3.5)]=0.9998‒0.0002=0.9996 P {|X |>2}= 1‒P {‒2≤X ≤2}=1‒[Φ(2‒32)‒Φ(‒2‒32)]=1‒(0.3085‒0.0062)=0.6977P {X >3}= P {X ≥3}=1‒Φ(3‒32)=1‒Φ(0)=1‒0.5=0.5(2)P {X >c }=P {X ≤c }P {X >c }=1‒P {X ≥c }P {X >c }+P {X ≥c }=1Φ(c ‒32)+Φ(c ‒32)=1Φ(c ‒32)=0.5经查表,即C=3c ‒32=010.设X ~ N(0,1),设x 满足P {|X |>x }<0.1.求x 的取值范围.解:P {|X |>x }<0.12[1‒Φ(x )]<0.1‒Φ(x )<‒1920Φ(x )≥1920Φ(x )≥0.95经查表当 1.65时x ≥Φ(x )≥0.95即 1.65时x ≥P {|X |>x }<0.111.X ~ N(10,),求:22(1)P {7<X ≤15};(2)常数d,使P {|X ‒10|<d }<0.9.解: (1)P {7<X ≤15}=Φ(15‒102)‒Φ(7‒102)=Φ(2.5)‒[1‒Φ(1.5)]=0.9938‒0.0668=0.927(2)P {|X ‒10|<d }=P {10‒d <X <10+d }<0.9=Φ(10+d ‒102)‒Φ(10‒d ‒102)<0.9=Φ(d2)<0.95经查表,即d=3.3d2=1.6512.某机器生产的螺栓长度X(单位:cm)服从正态分布N(10.05,),规定长度在范围10.050.12内 0.062±为合格,求一螺栓不合格的概率.解:螺栓合格的概率为:P {10.05‒0.12<X <10.05+0.12}=P {9.93<X <10.17}=Φ(10.17‒10.050.06)‒Φ(9.93‒10.050.06)=Φ(2)‒[1‒Φ(2)]=0.9772∗2‒1=0.9544螺栓不合格的概率为1-0.9544=0.045613.测量距离时产生的随机误差X(单位:m)服从正态分布N(20,).进行3次独立测量.求:402(1)至少有一次误差绝对值不超过30m 的概率;(2)只有一次误差绝对值不超过30m的概率.解:(1)绝对值不超过30m的概率为:P{‒30<X<30}=Φ(30‒2040)‒Φ(‒30‒2040)=Φ(0.25)‒[1‒Φ(1.25)]=0.4931至少有一次误差绝对值不超过30m的概率为:1−C 03(0.4931)0(1‒0.4931)3=1‒0.1302=0.8698(2)只有一次误差绝对值不超过30m的概率为:C13(0.4931)1(1‒0.4931)2=0.3801习题2.41.设X的分布律为X-2023P0.20.20.30.3求(1)的分布律.Y1=‒2X+1的分布律; (2)Y2=|X|解: (1)的可能取值为5,1,-3,-5.Y1由于P{Y1=5}=P{‒2X+1=5}=P{X=‒2}=0.2P{Y1=1}=P{‒2X+1=1}=P{X=‒2}=0.2P{Y1=‒3}=P{‒2X+1=‒3}=P{X=2}=0.3P{Y1=‒5}=P{‒2X+1=‒5}=P{X=3}=0.3从而的分布律为:Y1X-5-315Y10.30.30.20.2(2)的可能取值为0,2,3.Y2由于P{Y2=0}=P{|X|=0}=P{X=0}=0.2P{Y2=2}=P{|X|=0}=P{X=‒2}+P{X=2}=0.2+0.3=0.5P{Y2=3}=P{|X|=3}=P{X=3}=0.3从而的分布律为:Y2X023Y20.20.50.32.设X的分布律为X-1012P0.20.30.10.411 OF 18求Y=(X‒1)2的分布律.解:Y的可能取值为0,1,4.由于P{Y=0}=P{(X‒1)2=0}=P{X=1}=0.1P{Y=1}=P{(X‒1)2=1}=P{X=0}+P{X=2}=0.7P{Y=4}=P{(X‒1)2=4}=P{X=‒1}=0.2从而的分布律为:YX014Y0.10.70.23.X~U(0,1),求以下Y的概率密度:(1)Y=‒2lnX; (2)Y=3X+1; (3)Y=e x.解: (1) Y=g(x)=‒2lnX, 值域為(0,+∞),X=ℎ(y)=e‒Y2, ℎ'(y)=12e‒Y2 f Y(y)=f x(ℎ(y))| ℎ'(y)|=1∗12e‒Y2=12e‒Y2.即f Y(y)={12e‒Y2, y>0,0, y≤0(2) Y=g(x)=3X+1,值域為(‒∞,+∞), X=ℎ(y)=Y‒13, ℎ'(y)=13f Y(y)=f x(ℎ(y))| ℎ'(y)|=1∗13=13即f Y(y)={13, 1< y<4,0, 其他注: 由X~U(0,1),,当X=0时,Y=3*0+1=1; ,当X=1时,Y=3*1+1=4 Y=3X+1(3) Y=g(x)=e x, X=ℎ(y)=lny, ℎ'(y)=1yf Y(y)=f x(ℎ(y))| ℎ'(y)|=1∗1y=1y即f Y(y)={1y, 0< y<e,0, 其他注: ,当X=0时,; ,当X=1时,Y=e0=0 Y=e1=e4.设随机变量X的概率密度为f X(x)={32x2, ‒1<x<00, 其他.of backbone backbone role; to full strengthening members youth work, full play youth employees in company development in the of force role; to improve independent Commission against corruption work level, strengthening on enterprise business key link of effectiveness monitored. , And maintain stability. To further strengthen publicity and education, improve the overall legal system. We must strengthen safety management, establish and improve the education, supervision, and evaluation as one of the traffic safety management mechanism. To conscientiously sum up the Olympic security controls, promoting integrated management to a higher level, higher standards, a higher level of development. Employees, today is lunar calendar on December 24, the ox Bell is about to ring, at this time of year, we clearly feel the pulse of the XX power generation company to flourish, to more clearly hear XX power generation companies mature and symmetry breathing. Recalling past one another across a railing, we are enthusiastic and full of confidence. Future development opportunities, we more exciting fight more spirited. Employees, let us together across 2013 full of challenges and opportunities, to create a green, low-cost operation, fullof humane care of a world-class power generation company and work hard! The occasion of the Spring Festival, my sincere wish that you and the families of the staff in the new year, good health, happy, happy13 OF 18求以下Y 的概率密度:(1)Y=3X; (2) Y=3-X; (3)Y =X 2.解: (1) Y=g(x)=3X,X =ℎ(y )=Y 3, ℎ'(y)=13f Y (y )=f x (ℎ(y ))| ℎ'(y)|=Y 26∗13=Y218即f Y (y )={Y 218, ‒3< y <0,0, 其他(2)Y=g(x) =3-X, X=h(y) =3-Y,-1ℎ'(y)=f Y (y )=f x (ℎ(y ))| ℎ'(y)|=32∗(3‒Y)2+1=3(3‒Y)22即f Y (y )={3(3‒Y)22, 3< y <4,0, 其他(3), X=h(y)=,Y =g(x)=X 2Y ℎ'(y)=12Y,即f Y (y )=f x (ℎ(y ))| ℎ'(y)|=3Y 22∗1 2Y=3Y4f Y (y )={3Y4, 0< y <1,0, 其他5.设X 服从参数为λ=1的指数分布,求以下Y 的概率密度:(1)Y=2X+1; (2)(3) Y =e x; Y =X 2.解: (1) Y=g(x)=2X+1,X =ℎ(y )=Y ‒12, ℎ'(y )=12X 的概率密度为:f X (x )={λe ‒λx, x >0,0, x ≤0f Y (y )=f x (ℎ(y ))| ℎ'(y)|=λe ‒λ∗Y ‒12∗12=12e ‒Y ‒12即f Y (y )={12e ‒Y ‒12, y >00, 其他(2)Y =g (x )=e x , X =ℎ(y )=lnY,ℎ'(y )= 1Y注意是绝对值 ℎ'(y)of backbone backbone role; to full strengthening members youth work, full play youth employees in company development in the of force role; to improve independent Commission against corruption work level, strengthening on enterprise business key link of effectiveness monitored. , And maintain stability. To further strengthen publicity and education, improve the overall legal system. We must strengthen safety management, establish and improve the education, supervision, and evaluation as one of the traffic safety management mechanism. To conscientiously sum up the Olympic security controls, promoting integrated management to a higher level, higher standards, a higher level of development. Employees, today is lunar calendar on December 24, the ox Bell is about to ring, at this time of year, we clearly feel the pulse of the XX power generation company to flourish, to more clearly hear XX power generation companies mature and symmetry breathing. Recalling past one another across a railing, we are enthusiastic and full of confidence. Future development opportunities, we more exciting fight more spirited. Employees, let us together across 2013 full of challenges and opportunities, to create a green, low-cost operation, full of humane care of a world-class power generation company and work hard! The occasion of the Spring Festival, my sincere wish that you and the families of the staff in the new year, good health, happy, happyf Y (y )=f x (ℎ(y ))| ℎ'(y)|=e‒lnY∗1Y =1e lnY ∗1Y =1Y ∗1Y =1Y 2即f Y (y )={1Y2, y >10, 其他(3)Y =g (x )=X 2,X =ℎ(y )=Y , ℎ'(y )=12Y,,f Y (y )=f x (ℎ(y ))| ℎ'(y)|=e ‒Y∗12Y=12Ye ‒Y即f Y (y )={12Ye ‒Y, y >00, 其他6.X~N(0,1),求以下Y 的概率密度:(1) Y =|X |; (2)Y =2X 2+1解: (1) Y =g (x )=|X |, X =ℎ(y )=±Y, ℎ'(y )=1f X (x )=12πσe‒(x ‒μ)22σ2‒∞<x <+∞当X=+Y 时:f Y (y )=f x (ℎ(y ))| ℎ'(y)|=12πe‒y 22当X=-Y 时: f Y (y )=f x (ℎ(y ))| ℎ'(y)|=12πe ‒y 22故f Y (y )=12πe ‒y 22+12πe‒y 22=22πe ‒y 22=42πe‒y 22=2πe ‒y 22f Y (y )={2πe ‒y 22, y >00, y ≤0(2)Y =g (x )=2X 2+1, X =ℎ(y )=Y ‒12,ℎ'(y )=12Y ‒12永远大于0.e x 当x>0是,>1e xof backbone backbone role; to full strengthening members youth work, full play youth employees in company development in the of force role; to improve independent Commission against corruption work level, strengthening on enterprise business key link of effectiveness monitored. , And maintain stability. To further strengthen publicity and education, improve the overall legal system. We must strengthen safety management, establish and improve the education, supervision, and evaluation as one of the traffic safety management mechanism. To conscientiously sum up the Olympic security controls, promoting integrated management to a higher level, higher standards, a higher level of development. Employees, today is lunar calendar on December 24, the ox Bell is about to ring, at this time of year, we clearly feel the pulse of the XX power generation company to flourish, to more clearly hear XX power generation companies mature and symmetry breathing. Recalling past one another across a railing, we are enthusiastic and full of confidence. Future development opportunities, we more exciting fight more spirited. Employees, let us together across 2013 full of challenges and opportunities, to create a green, low-cost operation, fullof humane care of a world-class power generation company and work hard! The occasion of the Spring Festival, my sincere wish that you and the families of the staff in the new year, good health, happy, happy15 OF 18f Y (y )=f x (ℎ(y ))| ℎ'(y)|=12πe‒(Y ‒12)22∗12Y ‒12=12π(y ‒1)e‒y ‒14即f Y (y )={12π(y ‒1)e ‒y ‒14, y >10, y ≤1自测题一,选择题1,设一批产品共有1000件,其中有50件次品,从中随机地,有放回地抽取500件产品,X 表示抽到次品的件数,则P{X=3}= C .A. B.C. D.C 350C 497950C 5001000A 350A 497950A 5001000C 3500(0.05)3(0.95)497 35002.设随机变量X~B(4,0.2),则P{X>3}= A .A. 0.0016B. 0.0272C. 0.4096D. 0.8192解:P{X>3}= P{X=4}= (二项分布)C 44(0.2)4(1‒0.2)03.设随机变量X 的分布函数为F(x),下列结论中不一定成立的是D .A. B. C. D. F(x) 为连续函数F (+∞)=1 F (‒∞)=00≤F (x )≤14.下列各函数中是随机变量分布函数的为 B .A. B.F 1(x )=11+x 2, ‒∞<x <+∞F 2(x )={0, x ≤0x 1+x , x >0C.D.F 3(x )=e ‒x, ‒∞<x <+∞F 4(x )=34+12πarctanx, ‒∞<x <+∞5.设随机变量X 的概率密度为 则常数a= A .f (x )={a x 2, x >100, x ≤10A. -10B.C.D. 10解: F(x) =‒15001500∫+∞‒∞a x2dx =‒ax =16.如果函数是某连续型随机变量X 的概率密度,则区间[a,b]可以是 C f (x )={x, a<x <b0, 其他A. [0, 1]B. [0, 2]C. D. [1, 2][0,2]不晓得为何课后答案为Dof backbone backbone role; to full strengthening members youth work, full play youth employees in company development in the of force role; to improve independent Commission against corruption work level, strengthening on enterprise business key link of effectiveness monitored. , And maintain stability. To further strengthen publicity and education, improve the overall legal system. We must strengthen safety management, establish and improve the education, supervision, and evaluation as one of the traffic safety management mechanism. To conscientiously sum up the Olympic security controls, promoting integrated management to a higher level, higher standards, a higher level of development. Employees, today is lunar calendar on December 24, the ox Bell is about to ring, at this time of year, we clearly feel the pulse of the XX power generation company to flourish, to more clearly hear XX power generation companies mature and symmetry breathing. Recalling past one another across a railing, we are enthusiastic and full of confidence. Future development opportunities, we more exciting fight more spirited. Employees, let us together across 2013 full of challenges and opportunities, to create a green, low-cost operation, fullof humane care of a world-class power generation company and work hard! The occasion of the Spring Festival, my sincere wish that you and the families of the staff in the new year, good health, happy, happy7.设随机变量X 的取值范围是[-1,1],以下函数可以作为X 的概率密度的是 A A. B. {12, ‒1< x <10, 其他{2, ‒1< x <10, 其他C.D. {x, ‒1< x <10, 其他{x 2, ‒1< x <10, 其他8.设连续型随机变量X 的概率密度为 则= B .f (x )={x2, 0< x <20, 其他P{‒1≤ X ≤1}A. 0 B. 0.25 C. 0.5 D. 1解:P {‒1≤ X ≤1}=∫1‒1x2dx =x 24|1‒1=149.设随机变量X~U(2,4),则= A . (需在区间2,4内)P{3< x <4}A. B. P{2.25< x <3.25}P{1.5< x <2.5}C. D. P{3.5< x <4.5}P{4.5< x <5.5}10. 设随机变量X 的概率密度为 则X~ A .f (x )=122πe ‒(x ‒1)28A. N (-1, 2)B. N (-1, 4)C. N (-1, 8)D. N (-1, 16)11.已知随机变量X 的概率密度为fx(x),令Y=-2X,则Y 的概率密度fy(y)为 D .A.B.C.D. 2f X (‒2y)f X (‒y2)12f X(‒y2)12f X (y 2)二,填空题1.已知随机变量X 的分布律为X 12345P2a0.10.3a0.3则常数a= 0.1 .解:2a+0.1+0.3+a+0.3=12.设随机变量X 的分布律为X 123P162636记X 的分布函数为F(x)则F(2)=.解: 1216+263.抛硬币5次,记其中正面向上的次数为X,则=.P{ X ≤4}3132解:P { X ≤4}=1‒P { X =5}=1‒C 55(12)5(12)自己算的结果是12f X(‒y2)17 OF 184.设X 服从参数为λ(λ>0)的泊松分布,且,则λ= 2 .P { X =0}=12P { X =2}解:分别将.P { X =0},P { X =2}帶入P k =P { X =k }=λk k!e ‒λ5.设随机变量X 的分布函数为F (x )={0, x <a0.4, a ≤x <b1, x ≥b其中0<a<b,则= 0.4.P {a2<X <a +b 2}解:P { a 2<X <a +b 2}=F (a +b 2)‒F (a 2)=0.4‒0=0.46.设X 为连续型随机变量,c 是一个常数,则= 0.P { X =c }7. 设连续型随机变量X 的分布函数为F (x )={13e x, x <013(x +1), 0≤x <21, x ≥2则X 的概率密度为f(x),则当x<0是f(x)=.13e x 8. 设连续型随机变量X 的分布函数为其中概率密度为f(x),F (x )={1‒e ‒2x , x >00, x ≤0则f(1)= .2e ‒29. 设连续型随机变量X 的概率密度为其中a>0.要使,则常数a=f (x )={12a, ‒a < x <a 0, 其他P { X >1}=13 3 .解:P { X >1}=1‒P { X ≤1}=13,P { X ≤1}=23=12a10.设随机变量X~N(0,1),为其分布函数,则= 1 .Φ(x)Φ(x )+Φ(‒x)11.设X~N ,其分布函数为为标准正态分布函数,则F(x)与之间的关系是(μ,σ2)F (x ),Φ(x)Φ(x)=.F (x )Φ(x ‒μσ)12.设X~N(2,4),则= 0.5 .P { X ≤2}13.设X~N(5,9),已知标准正态分布函数值,为使,则Φ(0.5)=0.6915P { X <a }<0.6915常数a< 6.5. 解:, F (a )=Φ(a ‒μσ)=a ‒53a ‒53<0.514. 设X~N(0,1),则Y=2X+1的概率密度= .f Y (y )122πe‒(Y ‒1)28解:Y =g (x )=2X +1, X =ℎ(y )=Y ‒12,ℎ'(y )=12f Y (y )=f x (ℎ(y ))| ℎ'(y)|=12πe‒(Y ‒12)22∗12=122πe‒(Y ‒1)28三.袋中有2个白球3个红球,现从袋中随机地抽取2个球,以X 表示取到红球的数,求X 的分布律.解: X=0,1,2当X=0时,P { X =0}=C 03∗C 22C 25=110当X=1时,P { X =1}=C 13∗C 12C 25=610当X=2时,P { X =2}=C 23∗C 02C 25=310X 的分布律为:X 012P110610310四.设X 的概率密度为求: (1)X 的分布函数F(x);(2).f (x )={|x|, ‒1≤ x ≤10, 其他 P { X <0.5},P { X >‒0.5}解: (1)当x <-1时. F(x)=0;;当‒1≤x <0时,F(x)=∫x‒1‒x dx =‒x 22|x ‒1=12‒x 22当0≤x <1时,F (x )=1‒ 1∫xx dx =1‒x 22|1x =12+x 22当x ≥1时. F(x)=1F (X )={0, X <‒112‒x22, ‒1≤X <012+x22, 0≤X <11, X ≥1(2)P { X <0.5}=F (0.5)=12+0.522=58;P { X >‒0.5}=1‒F (‒0.5)=1‒(12‒0.522)=58五.已知某种类型电子组件的寿命X(单位:小时)服从指数分布,它的概率密度为f (x )={12000e ‒x 2000, x >00, x ≤0We will continue to improve the company's internal control system, and steady improvement in ability to manage and control, optimize business processes, to ensure smooth processes, responsibilities in place; to further strengthen internal controls, play a control post independent oversight role of evaluation complying with third-party responsibility; to actively make use of internal audit tools detect potential management, streamline, standardize related transactions, strengthening operations in accordance with law. Deepening the information management to ensure full communication "zero resistance". To constantly perfect ERP, and BFS++, and PI, and MIS, and SCM, information system based construction, full integration information system, achieved information resources shared; to expand Portal system application of breadth and depth, play information system on enterprise of Assistant role; to perfect daily run maintenance operation of records, promote problem reasons analysis and system handover; to strengthening BFS++, and ERP, and SCM, technology application of training, improve employees application information system of capacity and level. Humanistic care to ensure "zero." To strengthening Humanities care,continues to foster company wind clear, and gas are, and heart Shun of culture atmosphere; strengthening love helped trapped, care difficult employees; carried out style activities, rich employees life; strengthening health and labour protection, organization career health medical, control career against; continues to implementation psychological warning prevention system, training employees health of character, and stable of mood and enterprising of attitude, created friendly fraternity of Humanities environment. To strengthen risk management, ensure that the business of "zero risk". To strengthened business plans management, will business business plans cover to all level, ensure the business can control in control; to close concern financial, and coal electric linkage, and energy-saving scheduling, national policy trends, strengthening track, active should; to implementation State-owned assets method, further specification business financial management; to perfect risk tube control system, achieved risk recognition, and measure, and assessment, and report, and control feedback of closed ring management, improve risk prevention capacity. To further standardize trading, and strive to achieve "according to law, standardize and fair." Innovation of performance management, to ensure that potential employees "zero fly". To strengthen performance management, process control, enhance employee evaluation and levels of effective communication to improve performance management. To further quantify and refine employee standards ... Work, full play party, and branch, and members in "five type Enterprise" construction in the of core role, and fighting fortress role and pioneer model role; to continues to strengthening "four good" leadership construction, full play levels cadres in enterprise development in theof backbone backbone role; to full strengthening members youth work, full play youth employees in company development in the of force role; to improve independent Commission against corruption work level, strengthening on enterprise business key link of effectiveness monitored. , And maintain stability. To further strengthen publicity and education, improve the overall legal system. We must strengthen safety management, establish and improve the education, supervision, and evaluation as one of the traffic safety management mechanism. To conscientiously sum up the Olympic security controls, promoting integrated management to a higher level, higher standards, a higher level of development. Employees, today is lunar calendar on December 24, the ox Bell is about to ring, at this time of year, we clearly feel the pulse of the XX power generation company to flourish, to more clearly hear XX power generation companies mature and symmetry breathing. Recalling past one another across a railing, we are enthusiastic and full of confidence. Future development opportunities, we more exciting fight more spirited. Employees, let us together across 2013 full of challenges and opportunities, to create a green, low-cost operation, fullof humane care of a world-class power generation company and work hard! The occasion of the Spring Festival, my sincere wish that you and the families of the staff in the new year, good health, happy, happy19 OF 18一台仪器装有4个此种类型的电子组件,其中任意一个损坏时仪器便不能正常工作,假设4个电子组件损坏与否相互独立.试求: (1)一个此种类型电子组件能工作2000小时以上的概率;(2)一台仪器能正p 1常工作2000小时以上的概率.p 2解: (1)P 1=P {X ≥2000}=∫+∞200012000e‒x 2000dx=12000∗‒2000∗e‒x2000|+∞2000=‒e‒x 2000|+∞2000=0‒(‒e ‒1)=e ‒1(2)因4个电子组件损坏与否相互独立,故:P 2=P 14=(e ‒1)4=e ‒4当+∞带入‒x2000时变成负无穷大,e ‒∞=0。
概率论与数理统计教学教案第二章随机变量及其分布教学基本指标教学课题第一章第一节随机变量及其分布课的类型新知识课教学方法讲授、课堂提问、讨论、启发、自学教学手段黑板多媒体结合教学重点随机变量教学难点随机事件的运算参考教材高教版、浙大版《概率论与梳理统计》作业布置课后习题大纲要求理解函数的概念及性质；理解复合函数和反函数的概念。
熟悉基本初等函数的性质及其图形。
会建立简单实际问题屮的函数关系式。
教学基本内容—、基本概念：1、在随机试验E屮，O是相应的样本空间，如果对。
屮的每一个样本点⑵，有一个实数X{co）与它对应，那么就把这个定义域为O的单值实值函数X = X（co）称为（一维）随机变量。
2、设X是一个随机变量，对于任意实数兀，称函数F（x）= P（X <x）, —oo<x<+oo为随机变量X的分布函数。
3、设E是随机试验，X为随机变量，若X的取值范围（记为钱）为有限集或可列集，此吋称X为（一维）离散型随机变量.4、若维离散型随机变塑X的取值为西，兀2，，暫，，称相应的概率P（X =x i） = p i , Z = l,2,■KO为离散型随机变量X的概率函数(或分布律)且满足(1)非负性i = l,2, ;(2)正则性= 1•-1=15、设E是随机试验，O是相应的样木空间，X是0上的随机变量，F(x)是X的分布函数，若存在非负函数 /(兀)使得巩―(忙,则称X为(一维)连续性随机变量，/(X)称为X的概率密度函数，满足：(1) /(%)> 0-00< X< +00 ； (2) j f{x)dx = 1。
二、定理与性质1、分布函数F(x)有如下性质：(1)对于任意实数兀，有OWF(0W1, lim F(x) = O, lim F(x)=l；x—>-x)x—»-KO(2)F(x)单调不减，即当%j < x2时，有F(x1)< F(X2)；(3)F(x)是兀的右连续函数，即lim F(x)=F(x())0x->x o+O2、连续型随机变量具有下列性质：(1)分布函数F(x)是连续函数，在/(兀)的连续点处，F z(x) = f(x)；(2)对任意一个常数C,YOVC<_HR,P(X= C)=0,所以，在事件{a<X<b}中剔除X=G或剔除X=b,都不影响概率的大小，即P(a < X <b) = P{ci < X <b) = P(a < X <b) = P(a < X <b).注意的是，这个性质对离散型随机变量是不成立的，恰恰相反，离散型随机变量计算的就是“点点概率”。
第二章 随机变量及其分布 §1.随机变量与分布函数一、随机变量的概念定义：假设Ω为试验E 的样本空间，对任意的ω∈Ω都赋予一个实数X （ω）与之对应，则实值函数X （）称为随机变量，一般用X ，Y ，Z 或者,ξη 注：1、Z （ω）由ω唯一确定2、随机变量X 与实数x 的区别3、对实数x ，事件{X ≤x}有一定的概率，P{X ≤x} 二、分布函数定义：设（Ω, ,P ）为概率空间，还为定义在Ω上的随机变量，对任意x ∈R ，一元实值函数F （x ）= P{X ≤x}，称为r ，v ，X 的概率分布函数，简称分布函数 注：1、F （x ）= P{X ≤x}，x ∈R2、分布函数是指描述随机变量分布的根本方法3、分布函数的性质性质1、（单调性）对任意的12X X ≤，有F （1X ）≤F （2X ） 注：P （a X b <≤）=F （b ）-F （a ）P （a X b ≤≤）= F （b ）-F （a ）+P （X=a ）P （a X b ≤<）= F （b ）-F （a ）+P （X=a ）-P （X=b ） P （a X b <<）= F （b ）-F （a ）-P （X=b ） P （X a ≤）= F （a ） P （a X <）=1- F （a ） 性质2、（有界性）：0≤F （x ）1≤ 性质3、()lim ()1x F F x →+∞+∞==()lim ()0x F F x →-∞-∞==性质4、(右连续性) 对任意x ∈R ，有F （x+0）=F （x ） 证明：设x A ={X ≤x+1n} 则123......A A A ⊇⊇⊇且n ={}n A X x +∞=-∞⋂≤所以F(x)=P{X ≤x}=P(1n n A ∞=⋂)=lim ()n n P A →+∞=n +11lim (x+)=lim ()nn P X F x n→+∞→∞≤+由F(x)的单调性 F(x)=F(x+0)例：设r.v.X 的分布函数为F(x)=A+Barctanx x ∈R 求待定系数A.B 由F(+∞)=1 F(-∞)=0 得到lim (arctan )12x A B x A B π→+∞+=+=lim (arctan x )=a-02x A B B π→∞+= 所以A=12B=1π第二节 离散型r .v .及其分布一．基本概念定义：设X 为样本空间Ω的随机变量，若存在一个有限或可列无限集B ，使得P{X ∈B}=1则称X 为离散型r . v . 设其所有可列取值为{k X } K=1.2.3……n …则k P =P(X=k X ) K=1.2.3…..n …则称为X 的概率分布列[注]：1.概率分布列是描述离散型随机变量的概率分布的方法之一分布矩阵1212........................n n x x x p p p ⎛⎫⎪⎝⎭3.非负性：k P >0.k=1.2….. 归一性：K kP ∑=14.求离散型r . v . 分布列的步骤Step1：列出r . v . X 的所有可能取值 Step2：计算几个取值对应的概率例：甲乙两队进行比赛，规定谁先赢三局获胜。
第二章随机变量及其分布§2.1随机变量及其分布教学目的要求：使学生掌握随机变量、离散型随机变量、连续型随机变量的概念及其分布,会应用这些概念、分布求分布列.教材分析：1.概括分析：概率论所要考察的是与各种随机现象有关的问题,并通过随机试验从数量的侧面来研究随机现象的统规律性.为此,就有必要把随机试验的每一个可能的结果与一个实数联系起来.随机变量正是为适应这种需要而引进的。
随机变量实质上是定义在样本空间Ω={e}上的一个实值单值函数X(e).从此,对随机事件的研究转变为对随机变量的研究,通过随机变量将各个事件联系起来,进而去研究随机试验的全部结果.而且,随机变量的引入,使我们有可能借助于微积分等数学工具,把研究引向深入.2.教学重点：随机变量、离散型随机变量、连续型随机变量的概念及其分布函数.3.教学难点：求随机变量分布函数.教学过程：在第一章里,我们研究了随机事件及其概率,可以会注意到,在某些例子中,随机事件和实数之间存在着某种客观的联系.例如,在伯努利概型这一节中,曾经讨论过“在n 重伯努利试验中,事件A 出现k 次”这一事件的概率,如果令ξ＝n 重伯努利试验中事件A 出现的次数则上述“n 重伯努利试验中事件A 出现k 次”这个事件就可以简单地记作(ξ=k),从而有P(ξ=k)=⎪⎪⎭⎫ ⎝⎛k n p k q n-k.并且ξ所有可能取到的数值也就是试验中事件A 可能出现的次数:0,1,…,n.在另一些例子中,随机事件与实数之间虽然没有上述那种“自然的”联系,但是我们常常可以人为地给它们建立起一个对应关系.例如抛掷一枚均匀的硬币,可能出现正面,也可能出现反面,现在约定若试验结果出现正面,令η=1,若试验结果出现反面,令η=0,这时就有:{试验结果出现正面}＝(η=1),{试验结果出现反面}＝(η=0).在上述例子中,对每一个试验结果ω,自然地或人为地对应着一个实数X(ω),这与高等数学中熟知的“函数”概念本质上是一致的.只不过在函数概念中,函数f(x)的自变量是实数x,而在X(ω)的自变量是样本点ω.因为对每一个试验结果ω,都有实数X(ω)与之对应,所以,X(ω)的定义域是样本空间,显然值域是实数域.显然，一般来讲此处的实数X 值将随ω的不同而变换，它的值因ω的随机性而具有随机性，我们称这种取值具有随机性的变量为随机变量。
