題組內容

六、(10%)令 X 與 Y 為連續隨機變數,其聯合機率密度函數 (joint probability density function) 為 f(x, y) = x + y,其中 0 < x < 1, 0 < y < 1。請求出: 

參考資料: $P(F > F_\alpha(n_1, n_2)) = \alpha, F_{5\%}(8, 8) = 3.44, F_{5\%}(2, 6) = 5.14, F_{5\%}(3, 6) = 4.76, F_{5\%}(6, 2) = 19.33.$ $P(Z > Z_\alpha) = \alpha; Z_{0.05} = 1.645, Z_{0.025} = 1.96; Z_{0.031} = 2.74$

(b)條件期望值: \( \operatorname {E}(Y\mid X) \)