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连续型随机变量函数的期望和方差的近似计算

The Approximate Calculation of the Expectation and Variance of Continuous Random Variable Functions

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【作者】 林志周

【Author】 LIN Zhi-zhou (Henan Textile College, Zhengzhou 450007,China)

【机构】 河南纺织高等专科学校!河南郑州450007

【摘要】 本文利用泰勒公式将连续型随机变量函数的期望和方差的计算 ,由积分运算转化为求导运算。给出了近似计算公式 ,从而解决了可 (偏 )导的连续型随机变量函数的期望和方差的计算问题

【Abstract】 The calculation of the expectation and variance of continuous random variable functions is traditionally completed through integral operations. This paper holds that the integral operation can be transformed into differential operation to serve the same purpose by employing Taylor’s formula. It presents the corresponding formula for approximate calculation and has solved the problem of the calculation of the expectation and variance of derivative/partially derivative continuous random functions.

【关键词】 随机变量期望方差近似计算
【Key words】 random variableexpectationvarianceapproximate calculation
  • 【分类号】O211
  • 【被引频次】9
  • 【下载频次】524
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