求Z=X+Y的概率密度的曲线积分法

A SOLUTION TO COMPUTING PROBABILITY DENSITY OF Z=X+Y BY WAY OF CURVILINEAR INTEGRAL

求Z＝X＋Y的概率密度一般采用先求二重积分，再求导．本文给出了一种新的更简便的求法──由曲线积分获得．此法可推广到求Z＝aX＋bY的概率密度．图3。

This paper gives a new solution to the probability density of Z=X+Y. It is obtained by way of carvilinear integral. Computing probability density of Z= aX+by can use the solution too. 3figs., 5refs.