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)