两个积分公式及其在概率中的应用

On two Formula and Their Application to Probability Theory

求随机变量的分布密度是概率论的一个基本问题,常见方法有三种:(1)分布函数法,(2)特征函数法,(3)均值法,均值法在多元分析中见过,本文对均值法进行研究,归纳出两个基本公式。

There are three ways to get the density of distribution: (1) by distribution function, (2) by characteristic function, (3) by mean value. In this paper, the third way is studied and two important formulae are developed.