N維隨機變量函數(shù)的概率密度的求法

N維隨機變量函數(shù)的概率密度的求法

N維隨機變量函數(shù)的概率密度的求法
 

摘要： 本文通過推廣2維隨機變量函數(shù)的概率密度的求法,得到了 維隨機變量函數(shù)的概率密度的求法，并舉例說明兩種常見的 維隨機變量函數(shù)的概率密度的求法。

關(guān)鍵詞：隨機變量函數(shù)；分布函數(shù)；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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