随机变量密度函数为f（x）=1/[a(1+x^2)] 则Y=2X的密度函数为?
问题描述：
随机变量密度函数为f（x）=1/[a(1+x^2)] 则Y=2X的密度函数为?
答
1 = S(-inf->+inf)f(x)dx = S(-inf->+inf)dx/[a(1+x^2)] = (1/a)*arctanx|(-inf->+inf) = PI/a,
a = PI.
G(y) = p[Y