试题与答案

设随机变量X服从正态分布N(μ，σ2)，σ＞0，F(x)是X的分布函数，随机变量Y=

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题型：问答题

题目：

设随机变量X服从正态分布N(μ，σ2)，σ＞0，F(x)是X的分布函数，随机变量Y=F(X)，试求：

Y的概率密度；

答案：

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