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4.15 (標準) 三次元確率変数の変数変換

Posted at

方針

二次元の場合と同様に一対一変換によって同時密度関数を計算する.(1)より,それぞれの確率変数が独立であることがわかるため周辺密度関数を求める際は同時密度を積分するよりも全確率1を用いて正規化定数を求める方が楽.

答案

4.-20.jpg
4.-21.jpg
4.-22.jpg

参考文献

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