【正确答案】依题意P(A

)=P(

B),由于P(B)=P(

B)+P(AB),P(A)=P(A

)+P(AB),故
P(B)=P(A)=P,P(AB)=P(A)P(B)=p
2.
(Ⅰ)(X,Y)是二维离散型随机变量,其可能取值为(0,0),(0,1),(1,0),(1.1)(称为二维0-1分布),且
P{X=0,Y=0}=P(

)=P(

)=1-P;
P{X=0,Y=1}=P(

AB)=0;
P{X=1,Y=0}=P(A

)=P[A(

)]=P(A

)=p(1-p);
P{X=1,Y=1}=P(AAB)=P(AB)=P
2.
于是(X,Y)的概率分布为

(Ⅱ)X+Y是一维离散型随机变量,其可能取值为0,1,2,且
P{X+Y=0}=P{X=0,Y=0}=1-p;
P{X+Y=2}=P{X=1,Y=1}=p
2;
P{X+Y=1}=1-P{X+Y=0}-P{X+Y=2}
=1-(1-p)-p
2=p(1-p).
于是X+Y的概率分布为

(Ⅲ)从(Ⅰ)中容易算出
EX=p,DX=p(1-p),EY=p
2,DY=p
2(1-p
2),
EXY=p
2,cov(X,Y)=EXY-EXEY=p
2-p
3=p
2(1-p).
应用随机变量函数的方差公式及协方差的性质,有
D(X+Y)=DX+2coy(X,Yy)+DY=p(1-p)+2p
2(1-p)+p
2(1-p
2)
=p(1-p)(1+3p+p
2),
cov(X,X+Y)=DX+cov(X,Y)=p(1-p)+p
2(1-p)=p(1-p)(1+p),
于是ρ=
