单选题
设F
1
(x)与F
2
(x)为两个分布函数,其相应的概率密度f
1
(x)与f
2
(x)是连续函数,则必为概率密度的是______
A.f
1
(x)f
2
(x).
B.2f
2
(x)F
1
(x).
C.f
1
(x)F
2
(x).
D.f
1
(x)F
2
(x)+f
2
(x)F
1
(x).
A
B
C
D
【正确答案】
D
【答案解析】
解 由题意知F[*],且F
1
(x)F
2
(x)为分布函数,那么[F
1
(x)F
2
(x)]'=f
1
(x)F
2
(x)+F
1
(x)f
2
(x)为概率密度,故选D.
有人问:不选A,B,C显然不可选),可有反例?当然有,例如f
1
(x)=f
2
(x)=[*],-∞<x<+∞,那么[*],可见f
1
(x)f
2
(x)并非概率密度(注意题目要求f
1
(x),f
2
(x)为连续函数,而[*]=[*]的积分手法熟吗?
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