(X,Y)~N(1,0,4,9,0.

问题描述:

(X,Y)~N(1,0,4,9,0.

(X,Y)~N(u1,u2;σ1^2,σ2^2;ρ)表示(X,Y)服从二元正态分布(X,Y)的概率密度是:f(x,y)=1/(2πσ1σ2√1-ρ^2)*e^{-1/2(1-ρ^2) [ (x-u1)^2/σ1^2-2ρ(x-u1)(y-u2)/σ1σ2+ (y-u2)^2/σ2^2]}(X,Y)~N(1,0,4,9,0.5)对照...