摘要
用随机变量之和的分布的卷积公式直接给出随机多个随机变量之和的期望公式的证明 ,避免了原有的证明过程需引入条件期望和全期望公式的麻烦 .
This paper tries a new approach to prove the expectancy formula on the sum of stochastic variables by the distribution of the stochastic variables sum in convolution product formula to avoid the troublesome in inducing the formulas of conditional expectancy and complete expectancy.
出处
《大学数学》
2003年第3期100-101,共2页
College Mathematics
关键词
卷积
随机变量
独立性
独立同分布
期望公式
证明过程
convolution product
stochastic variables
independency
independent identically distributed