关于用积分变换法求连续性随机变量函数的密度函数的注记

摘要

设X是一个连续型随机变量，其密度函数为pX （x），g（x），是一个连续函数。文[5]给出了用积分变换求随机变量X的函数g（X）的密度函数的一个方法。本文对这个方法做了进一步的补充说明。%Suppose that X is a continuous random variable, with density being pX(x), and g(x) is a continuous function. With inte-gral transform method for computing densities of the function g(x) of random variable X is presented in literature [5]. In this paper, the method has been made the further supplement.