二维连续型随机变量函数的概率密度公式的推广

A Generalization of Formula for Probability Density about Two-dimensional Continuous Random Variables' Function

借助二重积分的变量代换证明了二维连续型随机变量函数的概率密度的统一计算公式,利用此公式可便捷地导出各类卷积公式,特别是随机变量的四则运算的概率密度.

By means of the formula for integration by substitution,a uniform formula was deducted which is concerned with probability density about two-dimensional continuous random variables’ function. Probability density of random variables’ arithmetic can be deduced simply,in particular,so does various convolution formula.