一类复合随机变量概率分布的说明

Discussion on Probability Distribution of a Compound Random Variable

复合随机变量在各个领域有着广泛的应用.本文在连续型的情形下,给出复合随机变量的概率密度函数的积分公式,在离散型的情形下,给出复合随机变量的概率分布列的迭代计算公式,考虑到实际应用的问题,最后给出一个把连续型随机变量离散化得出复合随机变量近似分布函数的数值例子.

Compound random variables are widely used in various fields.In the case of continuous random variables,the integral formula of probability density function is given.In the case of discrete random variables,the iterative calculation formula of probability distribution is presented.Considering the application in reality,we study the approximate distribution function of compound random variables by discretizing continuous random variables.