分析

简答题: 设随机变量X1,X2,X3相互独立,其中X1与X2均服从标准正态分布,X3的概率分布为P{X3=0}=P{X3=1}=,Y=X3X1+(1-X3)X2
(Ⅰ)求二维随机变量(X1,Y)的分布函数,结果用标准正态分布函数(x)表示;
(Ⅱ)证明随机变量Y服从标准正态分布.

正确答案
(I)F(x,y)=P{x,≤x,Y≤y}

若x>y,则P{X1≤x,X1≤y|X3=1}=P{X1≤y}=(y),

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