独立確率変数


基本計算

次の二次元確率分布に対し

      E (X), E (Y), V (X), V (Y), E (X + Y), E (XY),
      V (X + Y), Cov (X, Y), ρ(X,Y)

を求めなさい:

      P (X = 0, Y = 0) = 1/12,  P (X = 0, Y = 1) = 1/6
      P (X = 1, Y = 0) = 1/4,   P (X = 1, Y = 1) =1/2

[解答] 工事中