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设随机变量X~N(0.1),求Y=4-x^2的概率密度
人气:427 ℃ 时间:2020-03-26 05:33:45
解答
fx(x)是f(x)的密度函数
fy(y)=2fx(根号(4-y))|dx/dy|=fx(根号(4-y))/根号(4-y)e^[(y-4)/2]/[根号(pi(8-2y)) sigma^2] 好人做到底吧有木有详细过程 不懂啊有木有详细过程 不懂啊这就是简便方法一般是求大F然后求导等上电脑再给你行吗是求大F换底求导FY(y)=P(Y<=y)= P(4-X^2<=y)=P(X^2>=(4-y))=P(X>=根号(4-y))+P(X<=-根号(4-y)) =∫(根号(4-y)~无穷) f(x) dx+∫(负无穷~-根号(4-y)) f(x) dxx=根号(4-y)右半边,恰相反dx=-1/(2根号(4-y)) dy dx=1/(2根号(4-y))dy范围转换是用4减去原先的数的平方(根号(4-y)~无穷)->(4-(4-y)~4-无穷) (负无穷~-根号(4-y))->(4-无穷~4-(4-y))FY(y)=∫(y~负无穷)f(x)(-1/(2根号(4-y)) dy+∫(负无穷~y)f(x)(1/(2根号(4-y))dy =∫(负无穷~y)f(x)/(2根号(4-y)) dy+∫(负无穷~y)f(x)(1/(2根号(4-y))dy =∫(负无穷~y){f(x)/(2根号(4-y)) +f(x)/(2根号(4-y))}dy=∫(负无穷~y){f(x)/根号(4-y)}dy 根据y求导,自然得到fY(y)=dFY(y)/dy=f(x)/根号(4-y)(y<=4)
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