随机变量的函数相关性

ON FUNCTIONAL DEPENDENCY OF RANDOM VARIABLE

引入了“曲线分布密度函数”的定义;给出了由边缘密度及两个随机变量间的函数式表示曲线分布的解析表达式;研究了曲线分布密度的简单性质及由它求两个随机变量间的函数式和边缘密度的公式;对有一般函数关系的两个随机变量,推导出条件分布函数、条件分布列及条件数学期望的分析式。

The definition of density function of curve distribution is introduced, the analytic formula of curve distribution definited by using marginal distribution and the function between two random variables is put forward, the simple property of the density of curve distribution and the way of getting the function between two random variable and the formula of marginal distribution by the property are studied, for two random variable of general relation, the analytic formulas of conditional distribution function, conditional distribution column, conditional mathematical expectation are obtained.