kkE Y E t?? ???2222112kkxnxkke dx?????? ???????12221( 1)2n ky x?? ?212211 1(( 1) )22knykke dy?????????????=12211 1( 1)22nk????????=22(1 2 )n???15、设X.Y相互独立同分布的(0,1)N随机变量,讨论2 2XU X Y VY? ? ?和的独立性。解2 212Z X YXZY?? ????????有1 22 2212212211z zxz x yzxzzyyz?????? ??? ??? ???? ??????或1 22212211z zxzzyz???????????则21 22212 22 2 2( 1)xy yx yxJ zy??? ??????又2 221( , )2x yX YR x y e?????2( , )x y R?11 212, 1 2 1 22221 1( , ) [ ] ( 0, )2 (1 )zZ ZP z z e z z Rz??? ?????
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