N维随机变量函数的概率密度的求法

时间:2017-08-11 数学毕业论文 我要投稿

N维随机变量函数的概率密度的求法
 

摘要: 本文通过推广2维随机变量函数的概率密度的求法,得到了 维随机变量函数的概率密度的求法,并举例说明两种常见的 维随机变量函数的概率密度的求法。

关键词:随机变量函数;分布函数;概率密度

The Method to Solve the Probability Density of Function of n-dimensional Random Variable
 
Abstract: In this article by generalizing the method to solve the probability density of function of two-dimensional random variable, we have obtained the method to solve the probability density of function of n-dimensional random variable ,and illustrated the method to solve the probability density of two familiar functions of n-dimensional random variable.

Keywords: function of random variable; distribution function; probability density

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