isuck 发表于 2011-7-22 03:00 
1. P(rebate) = P(XX)
    joint pmf f(x,y) = k (8+x-2y) , total probability =1, that is, sum_(x=0)^(3) sum_(y=1)^(3) f(x,y) = 1,
    plug in,  f(x,y) = k (8+x-2y), get: 
    k sum_(x=0)^(3) sum_(y=1)^(3) (8+x-2y) = 1,
    notice that:  sum_(x=0)^(3) sum_(y=1)^(3) 8 = 4*3*8=96,  
                          sum_(x=0)^(3) sum_(y=1)^(3) x = 3*sum_(x=0)^(3) x = 3*(0+3)*4/2=18
                          sum_(x=0)^(3) sum_(y=1)^(3) y = 4*sum_(y=1)^(3) y = 4*(1+3)*3/2=24
    therefore, k *(96+18-2*24)=66k =1, thus  k = 1/66  and  the pmf is   f(x,y) = (8+x-2y)/66
    Finally  P(rebate) = P(XX) = sum_(x=0,1) sum_(y>x) (8+x-2y)/66
              = (1/66) [sum_(x=0,1) sum_(y>x)8 + sum_(x=0,1) sum_(y>x)x - 2sum_(x=0,1) sum_(y>x)y ]
              = (1/66) { [ sum_(x=0) sum_(y=1,2,3) 8 +sum_(x=1) sum_(y=2,3) 8 ] 
                            + [ sum_(x=0) sum_(y=1,2,3) x +sum_(x=1) sum_(y=2,3) x ]
                            - 2 [ sum_(x=0) sum_(y=1,2,3) y +sum_(x=1) sum_(y=2,3) y ] }
              =(1/66) [ 24+ 16 + 3*0+ 2*1 - 2(1*6+1*5) ] =20/66 = 10/33
2. let C be the total claim amount,  X be the claim amount when N=1, Y,Z be the claim amounts,  individually, when N=2, then from the question, we know:   X|N=1 ~ Unif(0, 60) , 
   Y,Z|N=2 ~ joint bivariate Uniform on [0,60]x[0,60]
   (and obviously, any other cases have 0 claim amount), so
    P(C
第一题要求是Y<=1 不是X  而且对于这种不需要求k  最后分子分母都有可以约掉  直接计算相对值就可以
X=1,2,3  Y=0,1,2,3  代入数值就可以
#(1,0)= 9  #(1,1)=7 #(1,2)=5 #(1,3)=3 ...... 
(Y<=1, X>Y)=(1,0) + (2,0) + (2,1) + (3,0) + (3,1)