Th d 9:

Cho vecto ngu nhin 2 chiu X = (X1,X2) ly cc gi tr {(1,5); (2,6); (3,7)} vi

bng phn phi ng thi sau:
X2567
X1
1

2
3
a)
b)
c)
d)
Gii:

Hy xc nh tham s .
Tm cc phn phi bin X1,X2 cm sinh t vecto ngu nhin X.
Tnh xc xut bin c {X w} vi w = (2; 6,5).
Lp bng mt c iu kin (u/v) v (v/u).
a)

Theo tnh cht ca o xc xut th Pij 0 vi i,j nn 0 v

b)

Bng phn phi bin X1 cm sinh t vecto ngu nhin X.

X1 123
P(X1 = ui)
(trong P(X1 = 1) = P11 + P12 + P13 = )
X2 567
P(X2 = uj)
(trong P(X2 = 6) = P16+P26+P36 = )
c)
P(X w) = P[(X1,X2) (2; 6,5)]
= P[(X1 2 ; X2 6,5)]
= P15 + P25 + P16 + P26
=
d)
Bng mt c iu kin (u/v) (Bng 1) v (v/u) (Bng 2).

Bng 1:
X2567
X1
1

2
3
Bng 2:
X2567
X1
1
2
3

2.5.5 Cc c trng ca vecto ngu nhin

Cho vecto ngu nhin n chiu X = (X1, X2, , Xn) xc nh trn (, F, P).
* K vng ca X: EX := (EX1, EX2, , EXn)
* Covariance (hay hip phng sai) ca hai bin c ngu nhin Xi, Xj, k
hiu l Cov (Xi, Xj) hay .
Cov (Xi, Xj) := E [(Xi Exi)(Xj Exj)], i = 1,n ; j = 1,n.
Vi iu kin E|Xi| < + , i = 1,n.
V ma trn = ()nxn c gi l ma trn Covariance ca X.
V ( v = Var(Xi), nn l ma trn i xng, xc nh khng m, det 0)
* H s tng quan: X = (X1,X2). H s tng quan gia X1 v X2, k hiu
(X1,X2) v c nh ngha:
(X1,X2) =
vi
Trong trng hp ny ma trn Covariance:
Det 0 .
H s tng quan l s o mc ph thuc tuyn tnh hai bin c ngu
nhin: , th mc ph thuc tuyn tnh gia X1, X2 cng ln. cng gn 0 th
hai bin c ngu nhin t ph thuc tuyn tnh vo nhau. Nu th ta ni hai
bin c ngu nhin khng tng quan. R rng rng hai bin c ngu nhin
c lp nhau chng khng tng quan nhng iu ngc li khng ng.
* Ma trn tng quan:
Trong trng hp n =2, X = (X1,X2) th
v (*) vi