运用Newton微元法求解概率密度函数

Solving Probability Density with Newton's Infinitesimal Method

利用Newton微元法求连续型随机变量函数的概率密度,可使其与求离散型随机变量函数的概率分布的计算方法相统一,因而这种方法更直观简单,尤其在求解复杂的随机变量函数的概率密度时,此方法更胜一筹.

The procedure to solve the probability density function for a continuous random variable with Newton＇s Infinitesimal method can be unified with that for a discrete random variable.Therefore it is more intuitive and simpler,particularly more practical for complicated random variables.