利用分布函数的广义反函数,将随机变量表示为均匀分布随机变量的函数,然后用随机变量函数的数学期望公式可计算原随机变量的数字特征,该方法适用于所有类型的随机变量.最后,利用四种不同方法计算了一个混合型随机变量的数字特征,说明了这些方法的异同.
By using the generalized inverse function of distribution function,a random variable can be expressed as the function of an uniformly distributed random variable, then the numerical characters of original random variables can be calculated by a mathematical expectation formula for functions of random variable, this method may be applied to all of random variables. Finally, numerical characteristics of a mixed-type random variable are calculated using four different methods, which show the differences between these methods.