随机变量的分布函数及其计算  

Give the Distribution Function of a Random Variable Utilizing its Moments

作　　者：李跃波[1] 

机构地区：[1]昆明大学,昆明650018

出　　处：《云南民族大学学报（自然科学版）》2004年第1期25-26,30,共3页Journal of Yunnan Minzu University:Natural Sciences Edition

摘　　要：　在统计中,经常遇到一个随机变量的矩容易求出而该随机变量的分布函数难以得到的问题。现以傅氏级数为基础,运用契贝谢夫多项式,给出了用随机变量的矩求其分布函数的表达式。虽然这种表达式以级数的形式给出,但它便于用计算机进行处理与计算。In statistical calculation, we often have the question which we can obtain the moments of a random variable easily, but can't obtain its distribution function. This paper that is based on the Fourier Series and applies the Chebyshev polynomials wonderfuly, gives the distribution function of a randowm variable utilizing its moments, In spite of this distribution function's form in thd series, its value can calculated easily with a computer.

关 键 词：随机变量 分布函数 傅氏级数 契贝谢夫多项式 矩 

分 类 号：O211.5[理学—概率论与数理统计]