探讨如何利用全概率公式求二维随机变量的边际分布.特别的对二维连续型随机变量的边际分布进行了形式的推导,并发现积分区域对连续型全概率公式的重要影响.通过几个典型例题着重说明了该公式对积分区域形状的依赖.
We discuss the method of using Total Probability Theorem for the marginal distribution of random variable.Specially,we strictly derive the marginal distribution of two dimensional random variable,and find that the integral domain strongly affect the continuous Total Probability Theorem.Some classical examples indicate the reliance of these fomular on the shap of integral domain.