範例

  • 我們賣出\(n\)個產品,\(X\)代表總共需要維修的產品數量,\(Y = g(X) = n - X\)是\(X\)的函數
  • 假設\(X\)的PMF如下:

\[f_X(x) = P(X = x) = \left(\begin{array}{c}n \\ x\end{array}\right)p^x (1-p)^{n - x}, x = 0, 1, ..., n\]

  • 求\(Y\)的PMF:設定\(g^{-1}(y)\)是一個集合,代表所有\(x\)使得\(g(x) = y\),則:

\[f_Y(y) = \sum_{x \in g^{-1}(y)} f_X(x) = f_X(n - y) = \left(\begin{array}{c}n \\ y\end{array}\right)(1-p)^yp^{n-y}\]

  • 等到之後介紹常見的機率分布時,同學會發現這裡的\(X\)是\(Binomial(n, p)\),\(Y\)是\(Binomial(n, 1 - p)\)

範例

  • 若\(X\)的PDF為:

\[f_X(x) = \left\{\begin{array}{cc} \frac{1}{2 \pi} & 0 < x < 2 \pi \\ 0 & \text{otherwise} \end{array}\right.\]

  • \(Y = sin^2(X)\)的PDF是?

\(Y = sin^2(X)\)

計算心法

  • 利用類似的心法先計算\(F_Y\)
  • 微分後可以取得\(f_Y\)