二维连续型随机变量函数分布的一个定理

摘要

给出求二维连续型随机变量函数分布的一个定理,并籍以导出二维随机变量和差积商的概率密度函数公式.%A theorem on the distributions of functions of two continuous random variables is given. Using the theorem, probability density functions of sum, difference, product and quotient of two continuous random variables are derived.