Distribution of continuous random variable of one and two dimentions
Zhang Hong-chua
Abstract
Zhang Hong-chua
Abstract
In present teaching materials of Theory of possibility and mathematical statistics, the statement of probability distribution of 1-D and 2-D random variables is not succinct and systematic. We derive probability density function of random variables without using an integral representation. As first step, for 1-D monotone function of random variable, the method of taking derivatives of composite functions is used. Then, for non-monotone function, we divide the interval of variables into several so-called monotone regions. In this case probability density is given. To 2-D case, the method is the same, and the only difference is that the variable transformation is a little bit complicated.
A significance statement is not available in the OpenAlex record.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
In present teaching materials of Theory of possibility and mathematical statistics, the statement of probability distribution of 1-D and 2-D random variables is not succinct and systematic. We derive probability density function of random variables without using an integral representation. As first step, for 1-D monotone function of random variable, the method of taking derivatives of composite functions is used. Then, for non-monotone function, we divide the interval of variables into several so-called monotone regions. In this case probability density is given. To 2-D case, the method is the same, and the only difference is that the variable transformation is a little bit complicated.
Key concepts: Mathematics, Random variable, Monotone polygon, Probability density function, Quantile function, Characteristic function (probability theory), Probability distribution, Moment-generating function