一类由一维概率密度函数构造多维概率密度函数的方法

A kind of method of Multi-dimensional probability density function structured by one-dimensional probability density function

将文献[1]给出的由一维连续型随机变量的概率密度函数构造二维连续型随机变量的概率密度函数的方法,推广为由一维连续型随机变量的概率密度函数构造三维连续型随机变量的概率密度函数的情况,并作了证明和举例说明.说明利用本文的方法构造多维概率密度函数,其方法简单易行.

In the literature [ 1] the method structuring from the probability density function of one - dimensional continual random variable to the probability density function of two - dimensional continual random variable have been given. In this paper Ⅰ have promoted the method produced in the literature [ 1]. That is, Ⅰ have given the method structuring from the probability density function of one - dimensional continual random variable to the three - dimensional continual random variable. Ⅰ have made the proof and given some examples to explain how to structure multi -dimensional probability density function, its method is easy and feasible.