随机数学,概率论与数理统计 第二章随机变量及其概率分布2013.pdf

1 head 1 E1 : X ⎨⎧ ⎩0 tail 1 ω 1. , Ω X (ω) ,X (ω) 2 10, , x. , . :Ω. Y( ) [0, 10] :X , Y ,ξ,η,ζ X F (x ) P (X ≤x ) X, x , : P (X ≤x ) F (x ) 1 1 F (x ) P (X ≤x ) X. P (X x 2 ) 1−P (X ≤x 2 ) 1−F (x 2 ) P (x X ≤x ) P [(X ≤x ) −(X ≤x )] 1 2 2 1 P X ≤x −P X ≤x ( 2 ) ( 1 ) F (x ) −F (x ) 2 1 3. F (+∞) lim F (x ) F (x ) P (X ≤x ) x →+∞