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4.18 (標準) 二次元確率変数の変数変換9 極座標変換

Posted at

方針

(1)は見るからに極座標変換.(2)は同時密度が

f_{W,Z}(w,z)=f_W(w)f_Z(z)

の形で書けることを示し,周辺密度を全確率1になるように構成する.Wがベータ分布であることに気づくので,Wの周辺分布からZの周辺分布もわかる.

答案

4.-26.jpg
4.-27.jpg

参考文献

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