Exercice de Probabilités Série 4 : Variables aléatoires

2

2
1
2
X1
X1E(X1)V(X1)
X2E(X2)V(X2)
(X, Y )
HHHHH
H
E(X)E(Y)V(X)V(Y)σ(X)σ(Y)
E(XY )Cov(X, Y )ρ(X, Y )
X Y
X(Y= 3)
Y(X= 2)

2
p
a b X
P(X=x) = 1
a−1 b1≤x≤ab
P(X=x)=0 x > ab
a b
p(x) = P(X=x)X
F(x)X
F(X) = 1
2X
E(X)a b E(X) = 7
2
X
f(x) = 1
6x+k0≤x≤3
0
k
P(1 ≤X≤2)
X
f(x) = k a ≤x≤b
0
k
µ X
F X

2
X
f(x) = k
1 + x2∀x∈IR
k
E(X)V(X)
X1X2F1(x)F2(x)
Y=Max(X1, X2)
Z=Min(X1, X2)
IR
X
f(x) = 1
b−ax∈[a, b]
0
X X
f(x)E(X)V(X)
α β
FXX