关于随机变量函数的概率密度及其求法

On the probability density of random variable and its solutionAbstract This paper mainly introduces the methods to solve the probability density function ofone-dimensional to multi-dimensional continuous random variable function,and through theircommon examples,we have a further understanding and mastery of each method.Through thedistribution function derivation method,classical formula method,subsection interval method,to solve,the distribution function derivation method is more common,because it is less affectedby the conditions,and easy to understand.The probability density of two-dimensional randomvariables is mainly determined by distribution function derivation,convolution formula andvariable transformation,and the method of adding variables is further introduced on the basisof variable transformation,and the probability density calculation formula of linear function ofcontinuous two-dimensional random variables is derived on the basis of convolution formulaThe general method and the fixed point method are given.Key words Random variable Probability density Integral Distribution function method