多维随机变量函数密度的求解方法
Method for Solving Density of Multidimensional Random Variable Functions
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摘要: 针对多维随机变量函数密度的求解问题,利用增补变量法、变量变换法求出变换后变量的联合密度函数,再根据联合密度函数与边际密度的关系,积分得出了多维随机变量函数的密度.该求解方法不仅可以使得计算更加简便,而且可以简化运算过程.Abstract: For solving the density of multi-dimensional random variable functions, Supplementary variable method and Variable transformation method are both employed to work out the joint density function of the transformed variable; then by use of the relation between the joint density function and the marginal density, the density of the multi-dimensional random variable function is worked out by integral method. Such a method is characteristic of a simplistic operation and a simplified operation process.