3.3多维随机变量函数的分布(国外英语资料).doc

3.3多维随机变量函数的分布(国外英语资料) Copyright. All Rights Reserved. 1 § 3.1 multidimensional random variables and their joint distribution § 3.2 marginal distribution and the independence of the random variable § 3.3 the distribution of multidimensional random variable function § 3.4 characteristics of the multidimensional random variables Conditional distribution and conditional mathematical expectation § § 3.5 3.3 the distribution of multidimensional random variable function Copyright. Yang ning - guang. 2010. All Rights Reserved. 2 review  (2) continuous  known X  (), Xp X for Y = f (X) distribution density () Yp  asked Y Y = f (X)  distribution law (1) discrete  known X , kp1, 2, The distribution of k   a one-dimensional random variable function  () f Y X  {} Y I   {} () f X I   {} yX  C {| ()} yC X X I f   among them A one-dimensional continuous random variables function of  distribution method Method of distribution and theorem This section of the main problem is   known X, Y) of the joint distribution and (,)  Z g X Y Z distribution.  o § 3.3 the distribution of multidimensional random variable function Copyright. Yang ning - guang. 2010. All Rights Reserved.  33.3.1 multi-dimensional discrete random variable function distribution Z = g (X, Y)  the distribution law We know that, ijX, Y, p , 1, 2, I j    properties 1  poisson distribution of additivity  discrete convolution formula of  set X, Y independent  and Z = X + Y  X, Y  0, 1,... () P Z k  0, k   0 k () () IP X I P Y k I      () P X Y k    0 k (,) IP X I Y k I      set and X, Y independent  1 2 (), (), X P Y P     1 2 X Y Z P ()       as  1 2 1 2 () () () P P P        promotion: 1, 2,... , independent  nX X X and (), 1, 2,,, I iX P I n     1 () n n is 1 I I I iX P     namely  1 2 1 2 () () () () n nP P P P                § 3.3 the distribution of multidimensional random variable function Copyright. Yang ning - guang. 2010.