已知随机变量X~N(0,1),则随机变量Y=2X+1的概率密度fY(y)=____.
已知随机变量X~N(0,1),则随机变量Y=2X+1的概率密度fY(y)=____.
【正确答案】:(1/√2π)e-(y-12/8),x∈R 解析:X~N(0,1),则fX(X)=(1/√2π)e-(x2/2) fY(y)=F′Y (y)=F′x [(Y-1)/2]•1/2=fx[(y-1)/2]•1/2 =(1/√2π)e-(y-12/8),x∈R
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