| 关于正态随机变量函数的正态性 |
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| 引用本文： | 唐加山,赵林.关于正态随机变量函数的正态性[J].南京邮电大学学报(自然科学版),2001,21(4):60-63. |
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| 作者姓名： | 唐加山 赵林 |
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| 作者单位： | 1. 应用数理系,
2. 基础课部, |
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| 摘 要： | 讨论了正态随机变量函数的分布性问题 ,给出了若干非线性函数 ,使得复合随机变量仍然服从正态分布。在某些特定条件下 ,给出了使得复合随机变量服从正态分布的充要或充分条件 ,对于更一般的情况 ,提出了若干未解决的问题
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| 关 键 词： | 正态分布 随机变量 非线性函数 充要条件 |
| 文章编号： | 1000-1972(2001)04-0060-04 |
| 修稿时间： | 2001年6月26日 |
On Normal Distributions for Functions of Normal Random Variables |
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| TANG Jia shan ,ZHAO Lin.On Normal Distributions for Functions of Normal Random Variables[J].Journal of Nanjing University of Posts and Telecommunications,2001,21(4):60-63. |
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| Authors: | TANG Jia shan ZHAO Lin |
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| Institution: | TANG Jia shan 1,ZHAO Lin 2 1.Department of Applied Mathematics and Physics,Nanjing University of Posts and Telecommunications,Nanjing 210003,China 2.Department of Basic Courses,Anhui Institute of Architecture and Industry,Hefei 230022,China |
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| Abstract: | This paper investigates the distributions for functions of normal random variables,and gives some nonlinear functions such that the compound random variable is also normally distributed.Several sufficient and necessity or sufficient conditions are given under some special conditions,and some open problems are also presented for more general cases. |
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| Keywords: | Normal distribution Random variable Nonlinear function Sufficient and necessity condition |
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