N维随机变量函数的概率密度的求法

N维随机变量函数的概率密度的求法

摘要： 本文通过推广2维随机变量函数的概率密度的求法,得到了 维随机变量函数的概率密度的求法，并举例说明两种常见的 维随机变量函数的概率密度的求法。

关键词：随机变量函数；分布函数；概率密度

The Method to Solve the Probability Density of Function of n-dimensional Random Variable

Abstract: In this article by generalizing the method to solve the probability density of function of two-dimensional random variable, we have obtained the method to solve the probability density of function of n-dimensional random variable ,and illustrated the method to solve the probability density of two familiar functions of n-dimensional random variable.

Keywords: function of random variable; distribution function; probability density