多次元确率分布と中心极限定理.PDF

2006 1 X a ≤ X ≤ b P(a ≤ X ≤ b) X f (x) f (x) a b 2 P(a ≤ X ≤ b) = a b f (x)dx (1) 3 X dx x x + dx f (x) X x ≤ X ≤ x + dx P(x ≤ X ≤ x + dx) 1 dx P(x ≤ X ≤ x + dx) = f (x)dx (2) X a ≤ X ≤ b P(a ≤ X ≤ b) a ≤ X ≤ b 2 3 (1) 2006 (07. 1. 17) 1/ 8 90 50 75 90 70 50 30 75 50 1: X, Y X, Y (X, Y) f XY (x , y) dx, dy x ≤ X ≤ x +dx y ≤ Y ≤ y + dy 3 4 x ≤ X ≤ x + dx, y ≤ Y ≤ y + dy dxdyf XY (x , y)