分布函數(shù)２－４例題
例題 [pic] [pic] [pic] [pic] [pic] [pic] [pic] 【例】[pic] [pic] [pic][pic] 解： [pic] [pic] [pic] 【例】 [pic] [pic] 將介紹連續(xù)型隨機(jī)變量。我們要討論的問題是相同的，但是它們的描述方法和使用助 數(shù)學(xué)工具卻不相同，為此我們將給出密度函數(shù)和分布函數(shù)的概念。正態(tài)分布是概率論和 數(shù)理統(tǒng)計中最重要的分布，無論在理論研究和實(shí)際應(yīng)用中它都占有頭等重要的地位. 連續(xù)型隨機(jī)變量和密度函數(shù)概念 [pic] 例如：[pic] [pic] [pic] 由分布函數(shù)性質(zhì)很容易看出，密度函數(shù)具有下面性質(zhì)：： [pic] [pic] 3．[pic]則 4． 有 [pic] 5． [pic] [pic] 對于連續(xù)型隨機(jī)變量，如果已知分布函數(shù)或密度函數(shù)中的任一個，可求得另一個函數(shù)。 【例】 [pic] [pic] [pic] [pic] 【例】 [pic] [pic] 解： [pic] 由密度函數(shù)求分布函數(shù)，注意到當(dāng)密度函數(shù)是分段表示的函數(shù)時，分布函數(shù)也要分段 表示， [pic] [pic] [pic] 【例】 解： [pic] 對于正態(tài)分布， [pic] [pic] [pic] 例題：[pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic] [pic]
分布函數(shù)２－４例題