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  • 設(shè)隨機(jī)變量X~N(0.1),求Y=4-x^2的概率密度

    設(shè)隨機(jī)變量X~N(0.1),求Y=4-x^2的概率密度
    數(shù)學(xué)人氣:911 ℃時(shí)間:2020-03-26 05:33:45
    優(yōu)質(zhì)解答
    fx(x)是f(x)的密度函數(shù)
    fy(y)=2fx(根號(hào)(4-y))|dx/dy|=fx(根號(hào)(4-y))/根號(hào)(4-y)e^[(y-4)/2]/[根號(hào)(pi(8-2y)) sigma^2] 好人做到底吧有木有詳細(xì)過(guò)程 不懂啊有木有詳細(xì)過(guò)程 不懂啊這就是簡(jiǎn)便方法一般是求大F然后求導(dǎo)等上電腦再給你行嗎是求大F換底求導(dǎo)FY(y)=P(Y<=y)= P(4-X^2<=y)=P(X^2>=(4-y))=P(X>=根號(hào)(4-y))+P(X<=-根號(hào)(4-y)) =∫(根號(hào)(4-y)~無(wú)窮) f(x) dx+∫(負(fù)無(wú)窮~-根號(hào)(4-y)) f(x) dxx=根號(hào)(4-y)右半邊,恰相反dx=-1/(2根號(hào)(4-y)) dy dx=1/(2根號(hào)(4-y))dy范圍轉(zhuǎn)換是用4減去原先的數(shù)的平方(根號(hào)(4-y)~無(wú)窮)->(4-(4-y)~4-無(wú)窮) (負(fù)無(wú)窮~-根號(hào)(4-y))->(4-無(wú)窮~4-(4-y))FY(y)=∫(y~負(fù)無(wú)窮)f(x)(-1/(2根號(hào)(4-y)) dy+∫(負(fù)無(wú)窮~y)f(x)(1/(2根號(hào)(4-y))dy =∫(負(fù)無(wú)窮~y)f(x)/(2根號(hào)(4-y)) dy+∫(負(fù)無(wú)窮~y)f(x)(1/(2根號(hào)(4-y))dy =∫(負(fù)無(wú)窮~y){f(x)/(2根號(hào)(4-y)) +f(x)/(2根號(hào)(4-y))}dy=∫(負(fù)無(wú)窮~y){f(x)/根號(hào)(4-y)}dy 根據(jù)y求導(dǎo),自然得到fY(y)=dFY(y)/dy=f(x)/根號(hào)(4-y)(y<=4)
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