Y~U(0,1).推导过程大概是,设0<=y<=1,,,P(Y<=y)=P(X<=F^-1(y))=F(F^-1(y))=y,求导即得密度为常数1,于是Y是[0,1]上均匀分布
风云(Y)
= P(Y <= Y)
= P(2lnF(X)= Y)
= P(LNF(X)> =-Y / 2) />自然对数函数是单调递增函数,
= P(F(X)= ^(-γ/ 2))
= P(> = F ^(-1 )(五^-γ/ 2))
= 1-P(X
= 1-F(F ^(-1 )(E ^-Y / 2))
= 1-E ^(-Y / 2)
Y是一个指数分布,回落可以偷懒,也不示弱推导不难 BR /> FY(Y)=的DFY(Y)/ DY =(1/2)E ^(-Y / 2)