运用分布函数分解求随机变量数学期望  

The Method for Calculating Mathematical Expectation of Random Variables with Mixed Distributions Using the Decomposition of the Distribution Function

作　　者：何晓霞[1] 

机构地区：[1]武汉科技大学理学院,湖北武汉430065

出　　处：《高等数学研究》2015年第4期60-61,65,共3页Studies in College Mathematics

基　　金：武汉科技大学教研项目资助(Yjg201521)

摘　　要：将一般的分布函数分解成连续部分和离散部分,再根据Stieltjes积分的性质,成功地计算出一般的混合型随机变量的数学期望.该方法对通常的离散性或连续型随机变量数学期望的计算同样适用.Mathematical expectation is an important numerical characteristics of random variables.Because of its broad applications,it is very important to calculate mathematical expectation effectively.In this paper,we decompose the common distribution function with continuous part and discrete part.By using the properties of the Stieltjes integral,we can calculate the mathematical expectation with mixed distributions,which can be also used to calculate the mathematical expectation for the ordinary discrete and continuous random variables.

关 键 词：混合型随机变量 数学期望 STIELTJES积分 分布函数的分解 

分 类 号：O211.67[理学—概率论与数理统计]